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Trade: MASK/USDT/120/HWMA/MIDPOINT/9862

Strategy
MASK/USDT/120/HWMA/MIDPOINT/9862
Pair
MASK_USDT
Interval
2h
Score
337516
Daily Profit
0.201293
Profit Factor
1.338693
Profitability
53.401361
Streak
0.000000
Best Strategy
Training Data Length
1598.830000
Evaluation Time
2025-10-10 09:04
Expiration Time
2025-12-06 19:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304656.1647 321833.2952 -17177.1305 -178594.8969 45003.1538 -223598.0508
Total P&L (%) 304.6562 321.8333 -17.1771 -178.5949 45.0032 -223.5981
Avg Daily Profit (%) 0.1905 0.2013 -0.0107 0 0.0232 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -367744 -183559 -333656 -375872 -141917 -349026
Profit Factor 1.1409 1.3387 0.9858 0.8452 1.0982 0.6786
Total Trades 589 294 295 589 294 295
Winning Trades 323 157 166 265 138 127
Losing Trades 266 137 129 324 156 168
Profitability (%) 54.8387 53.4014 56.2712 44.9915 46.9388 43.0508
Ratio Avg Win / Avg Loss 0.9396 1.1682 0.7661 1.0334 1.2414 0.8977
Largest Winning Trade 63232 63232 44915 83669 83669 49247
Largest Losing Trade -161303 -54219 -161303 -97376 -55436 -97376
Avg Bars in Trades 32 32 32 32 32 32
Avg Bars in Winners 32 32 32 32 32 32
Avg Bars in Losers 32 32 32 32 32 32
Bars Traded 18912 9439 9473 18912 9439 9473
Profit Streak 5.3368 0 8.0034 0 21.4201 0
Trades During Streak 1 0 1 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55216 337516 -578302 -577981 -274848 -582493
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19186,
    "evaluation_days": 1598.83,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623528000000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760076298025,
    "expiration_time": 1765041811200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03714,
            "nb": 0.1,
            "nc": 0.29252
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "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": [
        [
            304656.1646807279,
            321833.2951988459,
            -17177.1305181182,
            -178594.8969477181,
            45003.1538458693,
            -223598.0507935877
        ],
        [
            304.656165,
            321.833295,
            -17.177131,
            -178.594897,
            45.003154,
            -223.598051
        ],
        [
            0.190549,
            0.201293,
            -0.010744,
            0,
            0.023244,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -367744,
            -183559,
            -333656,
            -375872,
            -141917,
            -349026
        ],
        [
            1.14093,
            1.338693,
            0.985822,
            0.84524,
            1.098192,
            0.678596
        ],
        [
            589,
            294,
            295,
            589,
            294,
            295
        ],
        [
            323,
            157,
            166,
            265,
            138,
            127
        ],
        [
            266,
            137,
            129,
            324,
            156,
            168
        ],
        [
            54.83871,
            53.401361,
            56.271186,
            44.991511,
            46.938776,
            43.050847
        ],
        [
            0.939589,
            1.168159,
            0.766091,
            1.033425,
            1.241435,
            0.89767
        ],
        [
            63232,
            63232,
            44915,
            83669,
            83669,
            49247
        ],
        [
            -161303,
            -54219,
            -161303,
            -97376,
            -55436,
            -97376
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            18912,
            9439,
            9473,
            18912,
            9439,
            9473
        ],
        [
            5.336782,
            0,
            8.003449,
            0,
            21.420116,
            0
        ],
        [
            1,
            0,
            1,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55216,
            337516,
            -578302,
            -577981,
            -274848,
            -582493
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19186,
    "evaluation_days": 1598.83,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623528000000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760076298025,
    "expiration_time": 1765041811200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03714,
            "nb": 0.1,
            "nc": 0.29252
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "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)