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Trade: MASK/USDT/360/HILO/HWMA/7054

Strategy
MASK/USDT/360/HILO/HWMA/7054
Pair
MASK_USDT
Interval
6h
Score
378054
Daily Profit
0.190211
Profit Factor
1.510731
Profitability
57.303371
Streak
23.679771
Best Strategy
Training Data Length
1591.000000
Evaluation Time
2025-10-02 07:18
Expiration Time
2025-11-18 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 177699.9833 232681.9786 -54981.9954 -218490.9331 1956061.3156 -2174552.2487
Total P&L (%) 177.7 232.682 -54.982 -218.4909 1956.0613 -2174.5522
Avg Daily Profit (%) 0.1117 0.1462 -0.0346 0 0.1902 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -295271 -114319 -272757 -4750141 -862536 -5204325
Profit Factor 1.1479 1.4459 0.9191 0.9812 1.5107 0.7199
Total Trades 177 89 88 177 89 88
Winning Trades 89 39 50 100 51 49
Losing Trades 88 50 38 77 38 39
Profitability (%) 50.2825 43.8202 56.8182 56.4972 57.3034 55.6818
Ratio Avg Win / Avg Loss 1.135 1.8537 0.6985 0.7555 1.1256 0.573
Largest Winning Trade 118535 118535 54972 1339606 890398 1339606
Largest Losing Trade -201145 -39316 -201145 -4503733 -627744 -4503733
Avg Bars in Trades 35 35 35 35 35 35
Avg Bars in Winners 35 35 35 35 35 35
Avg Bars in Losers 35 35 35 35 35 35
Bars Traded 6274 3151 3123 6274 3151 3123
Profit Streak 0 0 0 23.6798 23.6798 67.9298
Trades During Streak 0 0 0 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100794 56139 -580213 -577975 378054 -578979
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6364,
    "evaluation_days": 1591,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622376000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759378732216,
    "expiration_time": 1763487072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03946,
            "nb": 0.1,
            "nc": 0.18823
        }
    }
}
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": [
        [
            177699.9832813168,
            232681.9786345374,
            -54981.9953532206,
            -218490.9330597097,
            1956061.3155903488,
            -2174552.248650059
        ],
        [
            177.699983,
            232.681979,
            -54.981995,
            -218.490933,
            1956.061316,
            -2174.552249
        ],
        [
            0.111691,
            0.146249,
            -0.034558,
            0,
            0.190211,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -295271,
            -114319,
            -272757,
            -4750141,
            -862536,
            -5204325
        ],
        [
            1.147867,
            1.445902,
            0.919136,
            0.981154,
            1.510731,
            0.719896
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            89,
            39,
            50,
            100,
            51,
            49
        ],
        [
            88,
            50,
            38,
            77,
            38,
            39
        ],
        [
            50.282486,
            43.820225,
            56.818182,
            56.497175,
            57.303371,
            55.681818
        ],
        [
            1.134969,
            1.853721,
            0.698544,
            0.755488,
            1.125643,
            0.572978
        ],
        [
            118535,
            118535,
            54972,
            1339606,
            890398,
            1339606
        ],
        [
            -201145,
            -39316,
            -201145,
            -4503733,
            -627744,
            -4503733
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            6274,
            3151,
            3123,
            6274,
            3151,
            3123
        ],
        [
            0,
            0,
            0,
            23.679771,
            23.679771,
            67.929771
        ],
        [
            0,
            0,
            0,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100794,
            56139,
            -580213,
            -577975,
            378054,
            -578979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6364,
    "evaluation_days": 1591,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622376000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759378732216,
    "expiration_time": 1763487072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03946,
            "nb": 0.1,
            "nc": 0.18823
        }
    }
}

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)