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Trade: MASK/USDT/480/ZLMA/HWMA/9859

Strategy
MASK/USDT/480/ZLMA/HWMA/9859
Pair
MASK_USDT
Interval
8h
Score
407896
Daily Profit
0.232839
Profit Factor
1.629085
Profitability
49.390244
Streak
0.000000
Best Strategy
Training Data Length
1589.000000
Evaluation Time
2025-09-30 03:12
Expiration Time
2025-11-16 10:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 469598.3277 369980.4165 99617.9112 -289413.964 69432.748 -358846.712
Total P&L (%) 469.5983 369.9804 99.6179 -289.414 69.4327 -358.8467
Avg Daily Profit (%) 0.2955 0.2328 0.0627 0 0.0332 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159256 -149277 -140788 -959224 -500883 -694801
Profit Factor 1.3529 1.6291 1.1341 0.9005 1.0551 0.7822
Total Trades 329 164 165 329 164 165
Winning Trades 164 81 83 164 83 81
Losing Trades 165 83 82 165 81 84
Profitability (%) 49.848 49.3902 50.303 49.848 50.6098 49.0909
Ratio Avg Win / Avg Loss 1.3611 1.6693 1.1205 0.906 1.0296 0.8112
Largest Winning Trade 135168 135168 45370 272474 272474 122300
Largest Losing Trade -116459 -38187 -116459 -552085 -254789 -552085
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 4582 2284 2298 4582 2284 2298
Profit Streak 0 0 0 12.6755 17.3421 12.6755
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388204 407896 -181583 -577756 -307309 -579931
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4767,
    "evaluation_days": 1589,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626566400000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759191160291,
    "expiration_time": 1763280288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.74225
        }
    }
}
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": [
        [
            469598.3276523061,
            369980.4164619176,
            99617.9111903884,
            -289413.9639581955,
            69432.7480043606,
            -358846.7119625559
        ],
        [
            469.598328,
            369.980416,
            99.617911,
            -289.413964,
            69.432748,
            -358.846712
        ],
        [
            0.295531,
            0.232839,
            0.062692,
            0,
            0.033189,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159256,
            -149277,
            -140788,
            -959224,
            -500883,
            -694801
        ],
        [
            1.352854,
            1.629085,
            1.134123,
            0.900484,
            1.055073,
            0.782183
        ],
        [
            329,
            164,
            165,
            329,
            164,
            165
        ],
        [
            164,
            81,
            83,
            164,
            83,
            81
        ],
        [
            165,
            83,
            82,
            165,
            81,
            84
        ],
        [
            49.848024,
            49.390244,
            50.30303,
            49.848024,
            50.609756,
            49.090909
        ],
        [
            1.361103,
            1.669309,
            1.120459,
            0.905975,
            1.029649,
            0.811153
        ],
        [
            135168,
            135168,
            45370,
            272474,
            272474,
            122300
        ],
        [
            -116459,
            -38187,
            -116459,
            -552085,
            -254789,
            -552085
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            4582,
            2284,
            2298,
            4582,
            2284,
            2298
        ],
        [
            0,
            0,
            0,
            12.675466,
            17.342133,
            12.675466
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388204,
            407896,
            -181583,
            -577756,
            -307309,
            -579931
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4767,
    "evaluation_days": 1589,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626566400000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759191160291,
    "expiration_time": 1763280288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.74225
        }
    }
}

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)