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Trade: MASK/USDT/60/SWMA/WMA/9340

Strategy
MASK/USDT/60/SWMA/WMA/9340
Pair
MASK_USDT
Interval
1h
Score
413780
Daily Profit
0.278501
Profit Factor
1.413558
Profitability
65.298507
Streak
5.545280
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 02:05
Expiration Time
2025-12-21 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290106.4933 183884.275 106222.2183 254454.0649 44801.6908 209652.3741
Total P&L (%) 290.1065 183.8843 106.2222 254.4541 44.8017 209.6524
Avg Daily Profit (%) 0.2785 0.1765 0.102 0.1216 0.0355 0.1086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72915 -74612 -77626 -392296 -417825 -149403
Profit Factor 1.4136 1.5666 1.2818 1.1372 1.0457 1.24
Total Trades 268 134 134 268 134 134
Winning Trades 175 87 88 175 87 88
Losing Trades 93 47 46 93 47 46
Profitability (%) 65.2985 64.9254 65.6716 65.2985 64.9254 65.6716
Ratio Avg Win / Avg Loss 0.7512 0.8463 0.67 0.6044 0.5649 0.6482
Largest Winning Trade 43922 43922 32305 90258 90258 69864
Largest Losing Trade -58182 -50603 -58182 -202811 -202811 -136162
Avg Bars in Trades 90 91 90 90 91 90
Avg Bars in Winners 60 63 58 60 63 58
Avg Bars in Losers 146 143 150 146 143 150
Bars Traded 24316 12232 12084 24316 12232 12084
Profit Streak 5.5453 28.9619 0 5.5453 28.9619 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413780 386640 -56703 -97874 -315870 -48169
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669788000000,
    "first_datapoint_time": 1670526000000,
    "last_datapoint_time": 1759788000000,
    "evaluation_time": 1759791912229,
    "expiration_time": 1766268000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "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": [
        [
            290106.4933092461,
            183884.2750409636,
            106222.2182682824,
            254454.0649010027,
            44801.6907859985,
            209652.374115004
        ],
        [
            290.106493,
            183.884275,
            106.222218,
            254.454065,
            44.801691,
            209.652374
        ],
        [
            0.278501,
            0.176528,
            0.101973,
            0.121553,
            0.035545,
            0.108565
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72915,
            -74612,
            -77626,
            -392296,
            -417825,
            -149403
        ],
        [
            1.413558,
            1.566621,
            1.281785,
            1.13724,
            1.04569,
            1.24001
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            65.298507,
            64.925373,
            65.671642,
            65.298507,
            64.925373,
            65.671642
        ],
        [
            0.751205,
            0.846336,
            0.670024,
            0.604362,
            0.564913,
            0.648187
        ],
        [
            43922,
            43922,
            32305,
            90258,
            90258,
            69864
        ],
        [
            -58182,
            -50603,
            -58182,
            -202811,
            -202811,
            -136162
        ],
        [
            90,
            91,
            90,
            90,
            91,
            90
        ],
        [
            60,
            63,
            58,
            60,
            63,
            58
        ],
        [
            146,
            143,
            150,
            146,
            143,
            150
        ],
        [
            24316,
            12232,
            12084,
            24316,
            12232,
            12084
        ],
        [
            5.54528,
            28.961947,
            0,
            5.54528,
            28.961947,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413780,
            386640,
            -56703,
            -97874,
            -315870,
            -48169
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669788000000,
    "first_datapoint_time": 1670526000000,
    "last_datapoint_time": 1759788000000,
    "evaluation_time": 1759791912229,
    "expiration_time": 1766268000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "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)