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Trade: MASK/USDT/720/SMA/PWMA/6331

Strategy
MASK/USDT/720/SMA/PWMA/6331
Pair
MASK_USDT
Interval
12h
Score
467690
Daily Profit
0.274832
Profit Factor
1.765004
Profitability
56.521739
Streak
89.546594
Best Strategy
Training Data Length
1590.500000
Evaluation Time
2025-10-01 04:07
Expiration Time
2025-11-17 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437120.7162 289605.9656 147514.7506 364658.4204 281866.68 82791.7404
Total P&L (%) 437.1207 289.606 147.5148 364.6584 281.8667 82.7917
Avg Daily Profit (%) 0.2748 0.1821 0.0927 0.0966 0.0843 0.0379
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115992 -78031 -84493 -331269 -292605 -324240
Profit Factor 1.765 2.0123 1.517 1.2501 1.3966 1.1108
Total Trades 92 46 46 92 46 46
Winning Trades 52 25 27 52 25 27
Losing Trades 40 21 19 40 21 19
Profitability (%) 56.5217 54.3478 58.6957 56.5217 54.3478 58.6957
Ratio Avg Win / Avg Loss 1.3577 1.6903 1.0676 0.9616 1.1731 0.7817
Largest Winning Trade 128891 128891 59197 251594 251594 165306
Largest Losing Trade -62775 -37602 -62775 -299161 -141699 -299161
Avg Bars in Trades 33 30 36 33 30 36
Avg Bars in Winners 30 27 32 30 27 32
Avg Bars in Losers 36 32 40 36 32 40
Bars Traded 3043 1387 1656 3043 1387 1656
Profit Streak 89.5466 89.5466 109.5466 89.5466 89.5466 109.5466
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467690 464004 -65574 -63361 -78161 -240380
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3181,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625918400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280825697,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 94,
            "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": [
        [
            437120.7161619145,
            289605.9655737504,
            147514.7505881644,
            364658.4204201343,
            281866.6800484144,
            82791.7403717199
        ],
        [
            437.120716,
            289.605966,
            147.514751,
            364.65842,
            281.86668,
            82.79174
        ],
        [
            0.274832,
            0.182085,
            0.092747,
            0.096628,
            0.08428,
            0.037931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115992,
            -78031,
            -84493,
            -331269,
            -292605,
            -324240
        ],
        [
            1.765004,
            2.012277,
            1.517045,
            1.250124,
            1.396585,
            1.110806
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            56.521739,
            54.347826,
            58.695652,
            56.521739,
            54.347826,
            58.695652
        ],
        [
            1.357695,
            1.690313,
            1.06755,
            0.961634,
            1.173132,
            0.781678
        ],
        [
            128891,
            128891,
            59197,
            251594,
            251594,
            165306
        ],
        [
            -62775,
            -37602,
            -62775,
            -299161,
            -141699,
            -299161
        ],
        [
            33,
            30,
            36,
            33,
            30,
            36
        ],
        [
            30,
            27,
            32,
            30,
            27,
            32
        ],
        [
            36,
            32,
            40,
            36,
            32,
            40
        ],
        [
            3043,
            1387,
            1656,
            3043,
            1387,
            1656
        ],
        [
            89.546594,
            89.546594,
            109.546594,
            89.546594,
            89.546594,
            109.546594
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467690,
            464004,
            -65574,
            -63361,
            -78161,
            -240380
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3181,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625918400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759280825697,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 94,
            "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)