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Trade: MASK/USDT/360/DCL/PWMA/4882

Strategy
MASK/USDT/360/DCL/PWMA/4882
Pair
MASK_USDT
Interval
6h
Score
388192
Daily Profit
0.156168
Profit Factor
1.586300
Profitability
58.536585
Streak
57.920401
Best Strategy
Training Data Length
1601.500000
Evaluation Time
2025-10-12 19:05
Expiration Time
2025-11-29 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 266227.5047 250103.7823 16123.7224 -64578.8817 -39442.7064 -25136.1753
Total P&L (%) 266.2275 250.1038 16.1237 -64.5789 -39.4427 -25.1362
Avg Daily Profit (%) 0.1662 0.1562 0.0101 -0.0648 -0.0313 -0.0181
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218338 -131600 -122930 -371192 -318698 -246496
Profit Factor 1.4025 1.5863 1.0686 0.929 0.931 0.9254
Total Trades 83 41 42 83 41 42
Winning Trades 46 24 22 46 24 22
Losing Trades 37 17 20 37 17 20
Profitability (%) 55.4217 58.5366 52.381 55.4217 58.5366 52.381
Ratio Avg Win / Avg Loss 1.1281 1.1236 0.9715 0.7472 0.6595 0.8413
Largest Winning Trade 187676 187676 42678 112827 112827 70834
Largest Losing Trade -68456 -68456 -56604 -217502 -217502 -123253
Avg Bars in Trades 72 127 18 72 127 18
Avg Bars in Winners 63 104 19 63 104 19
Avg Bars in Losers 84 161 18 84 161 18
Bars Traded 6039 5244 794 6039 5244 794
Profit Streak 57.9204 57.9204 133.9204 57.9204 57.9204 133.9204
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319156 388192 -333523 -579955 -579074 -578764
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6406,
    "evaluation_days": 1601.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624190400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760285122642,
    "expiration_time": 1764421488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 106,
            "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": [
        [
            266227.5047214782,
            250103.7823083172,
            16123.722413161,
            -64578.8816740555,
            -39442.7064055096,
            -25136.1752685459
        ],
        [
            266.227505,
            250.103782,
            16.123722,
            -64.578882,
            -39.442706,
            -25.136175
        ],
        [
            0.166236,
            0.156168,
            0.010068,
            -0.064785,
            -0.031315,
            -0.018075
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218338,
            -131600,
            -122930,
            -371192,
            -318698,
            -246496
        ],
        [
            1.402488,
            1.5863,
            1.068648,
            0.928967,
            0.931048,
            0.925436
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            55.421687,
            58.536585,
            52.380952,
            55.421687,
            58.536585,
            52.380952
        ],
        [
            1.128088,
            1.123629,
            0.971498,
            0.747213,
            0.659493,
            0.841305
        ],
        [
            187676,
            187676,
            42678,
            112827,
            112827,
            70834
        ],
        [
            -68456,
            -68456,
            -56604,
            -217502,
            -217502,
            -123253
        ],
        [
            72,
            127,
            18,
            72,
            127,
            18
        ],
        [
            63,
            104,
            19,
            63,
            104,
            19
        ],
        [
            84,
            161,
            18,
            84,
            161,
            18
        ],
        [
            6039,
            5244,
            794,
            6039,
            5244,
            794
        ],
        [
            57.920401,
            57.920401,
            133.920401,
            57.920401,
            57.920401,
            133.920401
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319156,
            388192,
            -333523,
            -579955,
            -579074,
            -578764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6406,
    "evaluation_days": 1601.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624190400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760285122642,
    "expiration_time": 1764421488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 106,
            "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)