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Trade: MASK/USDT/120/HMA/PSAR/2456

Strategy
MASK/USDT/120/HMA/PSAR/2456
Pair
MASK_USDT
Interval
2h
Score
361688
Daily Profit
0.198396
Profit Factor
1.227890
Profitability
52.149533
Streak
0.000000
Best Strategy
Training Data Length
1600.080000
Evaluation Time
2025-10-11 15:15
Expiration Time
2025-12-08 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327487.6528 317450.0189 10037.6339 -74147.9046 52544.8758 -126692.7804
Total P&L (%) 327.4877 317.45 10.0376 -74.1479 52.5449 -126.6928
Avg Daily Profit (%) 0.2047 0.1984 0.0063 -0.0845 0.0264 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150327 -93528 -169852 -348186 -204844 -366310
Profit Factor 1.123 1.2279 1.0079 0.9775 1.0306 0.9196
Total Trades 1069 535 534 1069 535 534
Winning Trades 561 279 282 561 279 282
Losing Trades 508 256 252 508 256 252
Profitability (%) 52.479 52.1495 52.809 52.479 52.1495 52.809
Ratio Avg Win / Avg Loss 1.0169 1.1267 0.9007 0.8851 0.9456 0.8218
Largest Winning Trade 135559 135559 35313 160785 160785 56539
Largest Losing Trade -54082 -30911 -54082 -146559 -60563 -146559
Avg Bars in Trades 17 19 16 17 19 16
Avg Bars in Winners 18 18 17 18 18 17
Avg Bars in Losers 17 19 15 17 19 15
Bars Traded 18988 10195 8793 18988 10195 8793
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -71126 361688 -559669 -574332 -344509 -577901
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19201,
    "evaluation_days": 1600.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623196800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760184935749,
    "expiration_time": 1765153699200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            327487.6527607392,
            317450.0189091782,
            10037.6338515603,
            -74147.9045984733,
            52544.8757618892,
            -126692.7803603624
        ],
        [
            327.487653,
            317.450019,
            10.037634,
            -74.147905,
            52.544876,
            -126.69278
        ],
        [
            0.20467,
            0.198396,
            0.006273,
            -0.084509,
            0.026395,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150327,
            -93528,
            -169852,
            -348186,
            -204844,
            -366310
        ],
        [
            1.122995,
            1.22789,
            1.007906,
            0.977482,
            1.030604,
            0.919603
        ],
        [
            1069,
            535,
            534,
            1069,
            535,
            534
        ],
        [
            561,
            279,
            282,
            561,
            279,
            282
        ],
        [
            508,
            256,
            252,
            508,
            256,
            252
        ],
        [
            52.478952,
            52.149533,
            52.808989,
            52.478952,
            52.149533,
            52.808989
        ],
        [
            1.016901,
            1.126666,
            0.900682,
            0.885135,
            0.945643,
            0.821773
        ],
        [
            135559,
            135559,
            35313,
            160785,
            160785,
            56539
        ],
        [
            -54082,
            -30911,
            -54082,
            -146559,
            -60563,
            -146559
        ],
        [
            17,
            19,
            16,
            17,
            19,
            16
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            18988,
            10195,
            8793,
            18988,
            10195,
            8793
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -71126,
            361688,
            -559669,
            -574332,
            -344509,
            -577901
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19201,
    "evaluation_days": 1600.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623196800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760184935749,
    "expiration_time": 1765153699200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)