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Trade: MASK/USDT/720/FWMA/ZLMA/1135

Strategy
MASK/USDT/720/FWMA/ZLMA/1135
Pair
MASK_USDT
Interval
12h
Score
463715
Daily Profit
0.180334
Profit Factor
1.514015
Profitability
74.747475
Streak
76.628861
Best Strategy
Training Data Length
1590.500000
Evaluation Time
2025-10-01 06:05
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 286821.7754 151614.6971 135207.0783 -307286.2303 -164431.9132 -142854.3171
Total P&L (%) 286.8218 151.6147 135.2071 -307.2862 -164.4319 -142.8543
Avg Daily Profit (%) 0.1803 0.0953 0.085 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118680 -84437 -154243 -824027 -553005 -601829
Profit Factor 1.514 1.5431 1.4849 0.8188 0.8077 0.8301
Total Trades 99 50 49 99 50 49
Winning Trades 74 36 38 43 22 21
Losing Trades 25 14 11 56 28 28
Profitability (%) 74.7475 72 77.551 43.4343 44 42.8571
Ratio Avg Win / Avg Loss 0.5115 0.6001 0.4298 1.0663 1.028 1.1068
Largest Winning Trade 50012 50012 33377 123310 123310 78183
Largest Losing Trade -118680 -61746 -118680 -469338 -327530 -469338
Avg Bars in Trades 29 25 34 29 25 34
Avg Bars in Winners 16 10 21 48 43 54
Avg Bars in Losers 70 66 76 15 12 18
Bars Traded 2959 1293 1666 2959 1293 1666
Profit Streak 76.6289 76.6289 113.6289 0 0 0
Trades During Streak 12 6 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 463715 -241213 -74784 -581123 -761222 -581792
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": 1629936000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287933566,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "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": [
        [
            286821.775373587,
            151614.6971073856,
            135207.0782662015,
            -307286.2303063043,
            -164431.9131689002,
            -142854.3171374039
        ],
        [
            286.821775,
            151.614697,
            135.207078,
            -307.28623,
            -164.431913,
            -142.854317
        ],
        [
            0.180334,
            0.095325,
            0.085009,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118680,
            -84437,
            -154243,
            -824027,
            -553005,
            -601829
        ],
        [
            1.514015,
            1.543078,
            1.484916,
            0.818797,
            0.807705,
            0.830079
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            74,
            36,
            38,
            43,
            22,
            21
        ],
        [
            25,
            14,
            11,
            56,
            28,
            28
        ],
        [
            74.747475,
            72,
            77.55102,
            43.434343,
            44,
            42.857143
        ],
        [
            0.511492,
            0.600086,
            0.429844,
            1.06634,
            1.027989,
            1.106772
        ],
        [
            50012,
            50012,
            33377,
            123310,
            123310,
            78183
        ],
        [
            -118680,
            -61746,
            -118680,
            -469338,
            -327530,
            -469338
        ],
        [
            29,
            25,
            34,
            29,
            25,
            34
        ],
        [
            16,
            10,
            21,
            48,
            43,
            54
        ],
        [
            70,
            66,
            76,
            15,
            12,
            18
        ],
        [
            2959,
            1293,
            1666,
            2959,
            1293,
            1666
        ],
        [
            76.628861,
            76.628861,
            113.628861,
            0,
            0,
            0
        ],
        [
            12,
            6,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463715,
            -241213,
            -74784,
            -581123,
            -761222,
            -581792
        ]
    ]
}
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": 1629936000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287933566,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "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)