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Trade: MASK/USDT/60/DCM/SWMA/4720

Strategy
MASK/USDT/60/DCM/SWMA/4720
Pair
MASK_USDT
Interval
1h
Score
430718
Daily Profit
0.225759
Profit Factor
1.330529
Profitability
68.840580
Streak
21.516718
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 22:24
Expiration Time
2025-12-20 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 235165.9827 145153.4631 90012.5196 152597.4781 69399.5743 83197.9038
Total P&L (%) 235.166 145.1535 90.0125 152.5975 69.3996 83.1979
Avg Daily Profit (%) 0.2258 0.1393 0.0864 0.089 0.0506 0.0581
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78406 -70202 -66232 -183484 -199965 -110065
Profit Factor 1.3305 1.4213 1.2453 1.1311 1.1196 1.1425
Total Trades 276 138 138 276 138 138
Winning Trades 190 93 97 190 93 97
Losing Trades 86 45 41 86 45 41
Profitability (%) 68.8406 67.3913 70.2899 68.8406 67.3913 70.2899
Ratio Avg Win / Avg Loss 0.6022 0.6877 0.5264 0.512 0.5417 0.4829
Largest Winning Trade 26204 26204 25164 42953 35765 42953
Largest Losing Trade -56136 -36522 -56136 -92716 -78285 -92716
Avg Bars in Trades 88 87 88 88 87 88
Avg Bars in Winners 55 54 57 55 54 57
Avg Bars in Losers 159 157 161 159 157 161
Bars Traded 24306 12102 12204 24306 12102 12204
Profit Streak 21.5167 61.8084 21.5167 21.5167 61.8084 21.5167
Trades During Streak 7 12 3 7 12 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430718 -4091 -75598 -146663 -212271 -176863
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669777200000,
    "first_datapoint_time": 1670360400000,
    "last_datapoint_time": 1759777200000,
    "evaluation_time": 1759778644442,
    "expiration_time": 1766257200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 163,
            "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": [
        [
            235165.9826708765,
            145153.4630583753,
            90012.5196125008,
            152597.478082215,
            69399.5742786349,
            83197.9038035802
        ],
        [
            235.165983,
            145.153463,
            90.01252,
            152.597478,
            69.399574,
            83.197904
        ],
        [
            0.225759,
            0.139347,
            0.086412,
            0.088995,
            0.050613,
            0.058135
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78406,
            -70202,
            -66232,
            -183484,
            -199965,
            -110065
        ],
        [
            1.330529,
            1.421256,
            1.245325,
            1.131052,
            1.119567,
            1.142468
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            190,
            93,
            97,
            190,
            93,
            97
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            68.84058,
            67.391304,
            70.289855,
            68.84058,
            67.391304,
            70.289855
        ],
        [
            0.602239,
            0.687705,
            0.526374,
            0.51195,
            0.541726,
            0.482899
        ],
        [
            26204,
            26204,
            25164,
            42953,
            35765,
            42953
        ],
        [
            -56136,
            -36522,
            -56136,
            -92716,
            -78285,
            -92716
        ],
        [
            88,
            87,
            88,
            88,
            87,
            88
        ],
        [
            55,
            54,
            57,
            55,
            54,
            57
        ],
        [
            159,
            157,
            161,
            159,
            157,
            161
        ],
        [
            24306,
            12102,
            12204,
            24306,
            12102,
            12204
        ],
        [
            21.516718,
            61.808385,
            21.516718,
            21.516718,
            61.808385,
            21.516718
        ],
        [
            7,
            12,
            3,
            7,
            12,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430718,
            -4091,
            -75598,
            -146663,
            -212271,
            -176863
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669777200000,
    "first_datapoint_time": 1670360400000,
    "last_datapoint_time": 1759777200000,
    "evaluation_time": 1759778644442,
    "expiration_time": 1766257200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 163,
            "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)