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Trade: MASK/USDT/60/ZLMA/SWMA/5605

Strategy
MASK/USDT/60/ZLMA/SWMA/5605
Pair
MASK_USDT
Interval
1h
Score
427572
Daily Profit
0.218736
Profit Factor
1.390929
Profitability
69.680851
Streak
9.492412
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 23:49
Expiration Time
2025-12-20 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227850.61 145787.2747 82063.3354 135401.968 -63852.2867 199254.2547
Total P&L (%) 227.8506 145.7873 82.0633 135.402 -63.8523 199.2543
Avg Daily Profit (%) 0.2187 0.14 0.0788 0.0822 -0.0976 0.1053
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104231 -69638 -56856 -561266 -429551 -208356
Profit Factor 1.3909 1.5091 1.2768 1.0815 0.9346 1.2907
Total Trades 188 94 94 188 94 94
Winning Trades 131 65 66 131 65 66
Losing Trades 57 29 28 57 29 28
Profitability (%) 69.6809 69.1489 70.2128 69.6809 69.1489 70.2128
Ratio Avg Win / Avg Loss 0.6052 0.6733 0.5417 0.4706 0.417 0.5476
Largest Winning Trade 40853 40853 26757 85273 85273 81641
Largest Losing Trade -56856 -45775 -56856 -336697 -336697 -182516
Avg Bars in Trades 127 133 122 127 133 122
Avg Bars in Winners 72 78 66 72 78 66
Avg Bars in Losers 255 257 253 255 257 253
Bars Traded 24060 12563 11497 24060 12563 11497
Profit Streak 9.4924 9.4924 52.4924 9.4924 9.4924 52.4924
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427572 -2938 -85355 -210580 -577211 -49934
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669780800000,
    "first_datapoint_time": 1670436000000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759783744380,
    "expiration_time": 1766260800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            227850.6100339014,
            145787.2746631091,
            82063.3353707923,
            135401.9680147204,
            -63852.2867351682,
            199254.2547498887
        ],
        [
            227.85061,
            145.787275,
            82.063335,
            135.401968,
            -63.852287,
            199.254255
        ],
        [
            0.218736,
            0.139955,
            0.078781,
            0.082221,
            -0.097637,
            0.105283
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104231,
            -69638,
            -56856,
            -561266,
            -429551,
            -208356
        ],
        [
            1.390929,
            1.509062,
            1.276812,
            1.081517,
            0.934551,
            1.290703
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            69.680851,
            69.148936,
            70.212766,
            69.680851,
            69.148936,
            70.212766
        ],
        [
            0.605214,
            0.673274,
            0.541678,
            0.470584,
            0.416954,
            0.547571
        ],
        [
            40853,
            40853,
            26757,
            85273,
            85273,
            81641
        ],
        [
            -56856,
            -45775,
            -56856,
            -336697,
            -336697,
            -182516
        ],
        [
            127,
            133,
            122,
            127,
            133,
            122
        ],
        [
            72,
            78,
            66,
            72,
            78,
            66
        ],
        [
            255,
            257,
            253,
            255,
            257,
            253
        ],
        [
            24060,
            12563,
            11497,
            24060,
            12563,
            11497
        ],
        [
            9.492412,
            9.492412,
            52.492412,
            9.492412,
            9.492412,
            52.492412
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427572,
            -2938,
            -85355,
            -210580,
            -577211,
            -49934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669780800000,
    "first_datapoint_time": 1670436000000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759783744380,
    "expiration_time": 1766260800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)