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Trade: MASK/USDT/60/DCM/PWMA/4927

Strategy
MASK/USDT/60/DCM/PWMA/4927
Pair
MASK_USDT
Interval
1h
Score
433379
Daily Profit
0.244947
Profit Factor
1.293291
Profitability
69.402985
Streak
4.600258
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 01:24
Expiration Time
2025-12-19 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 255154.4149 157499.7173 97654.6976 130793.352 30948.8617 99844.4903
Total P&L (%) 255.1544 157.4997 97.6547 130.7934 30.9489 99.8445
Avg Daily Profit (%) 0.2449 0.1512 0.0937 0.0803 0.0259 0.0665
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160319 -73177 -126318 -164727 -108497 -98206
Profit Factor 1.2933 1.3786 1.2151 1.1453 1.0659 1.2321
Total Trades 536 268 268 536 268 268
Winning Trades 372 183 189 372 183 189
Losing Trades 164 85 79 164 85 79
Profitability (%) 69.403 68.2836 70.5224 69.403 68.2836 70.5224
Ratio Avg Win / Avg Loss 0.5702 0.6404 0.5079 0.5049 0.4951 0.515
Largest Winning Trade 28784 28784 26642 55085 46212 55085
Largest Losing Trade -73935 -38240 -73935 -107254 -107254 -43273
Avg Bars in Trades 45 45 45 45 45 45
Avg Bars in Winners 25 26 25 25 26 25
Avg Bars in Losers 89 86 93 89 86 93
Bars Traded 24319 12141 12178 24319 12141 12178
Profit Streak 4.6003 6.2253 0 4.6003 6.2253 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433379 360441 -66403 -142373 -307114 -102645
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669615200000,
    "first_datapoint_time": 1670252400000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759616662341,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 178,
            "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": [
        [
            255154.414862935,
            157499.7172832615,
            97654.6975796737,
            130793.3520073279,
            30948.8617383859,
            99844.4902689419
        ],
        [
            255.154415,
            157.499717,
            97.654698,
            130.793352,
            30.948862,
            99.84449
        ],
        [
            0.244947,
            0.151199,
            0.093748,
            0.080322,
            0.025888,
            0.066489
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160319,
            -73177,
            -126318,
            -164727,
            -108497,
            -98206
        ],
        [
            1.293291,
            1.378639,
            1.215096,
            1.14534,
            1.065895,
            1.232067
        ],
        [
            536,
            268,
            268,
            536,
            268,
            268
        ],
        [
            372,
            183,
            189,
            372,
            183,
            189
        ],
        [
            164,
            85,
            79,
            164,
            85,
            79
        ],
        [
            69.402985,
            68.283582,
            70.522388,
            69.402985,
            68.283582,
            70.522388
        ],
        [
            0.570161,
            0.640351,
            0.507897,
            0.504935,
            0.495088,
            0.514991
        ],
        [
            28784,
            28784,
            26642,
            55085,
            46212,
            55085
        ],
        [
            -73935,
            -38240,
            -73935,
            -107254,
            -107254,
            -43273
        ],
        [
            45,
            45,
            45,
            45,
            45,
            45
        ],
        [
            25,
            26,
            25,
            25,
            26,
            25
        ],
        [
            89,
            86,
            93,
            89,
            86,
            93
        ],
        [
            24319,
            12141,
            12178,
            24319,
            12141,
            12178
        ],
        [
            4.600258,
            6.225258,
            0,
            4.600259,
            6.225259,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433379,
            360441,
            -66403,
            -142373,
            -307114,
            -102645
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669615200000,
    "first_datapoint_time": 1670252400000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759616662341,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 178,
            "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)