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Trade: MASK/USDT/360/HWMA/SMA/2363

Strategy
MASK/USDT/360/HWMA/SMA/2363
Pair
MASK_USDT
Interval
6h
Score
361777
Daily Profit
0.159622
Profit Factor
1.479097
Profitability
56.989247
Streak
15.958224
Best Strategy
Training Data Length
1587.250000
Evaluation Time
2025-09-28 13:59
Expiration Time
2025-11-14 22:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 17645.645 173271.5441 -155625.8991 1059534.4288 -97798.7321 1157333.1608
Total P&L (%) 17.6456 173.2715 -155.6259 1059.5344 -97.7987 1157.3332
Avg Daily Profit (%) 0.0111 0.1092 -0.098 0.1545 -0.2401 0.1596
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -443170 -123587 -356497 -2616580 -2277094 -679091
Profit Factor 1.0143 1.3416 0.7851 1.1662 0.9753 1.4791
Total Trades 185 92 93 185 92 93
Winning Trades 103 45 58 105 52 53
Losing Trades 82 47 35 80 40 40
Profitability (%) 55.6757 48.913 62.3656 56.7568 56.5217 56.9892
Ratio Avg Win / Avg Loss 0.8075 1.4012 0.4737 0.8885 0.7502 1.1163
Largest Winning Trade 92832 92832 32294 910942 773305 910942
Largest Losing Trade -224625 -44786 -224625 -1386852 -1386852 -579098
Avg Bars in Trades 33 33 33 33 33 33
Avg Bars in Winners 28 27 28 29 29 30
Avg Bars in Losers 39 38 41 37 37 38
Bars Traded 6180 3051 3129 6180 3051 3129
Profit Streak 8.4582 0 15.9582 8.4582 0 15.9582
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -390494 -47645 -578902 -29253 -580241 361777
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6349,
    "evaluation_days": 1587.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624514400000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759057190559,
    "expiration_time": 1763153352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09355,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 121,
            "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": [
        [
            17645.6449924215,
            173271.5440996914,
            -155625.89910727,
            1059534.4287505713,
            -97798.7320844635,
            1157333.1608350335
        ],
        [
            17.645645,
            173.271544,
            -155.625899,
            1059.534429,
            -97.798732,
            1157.333161
        ],
        [
            0.011117,
            0.109165,
            -0.098048,
            0.154512,
            -0.240136,
            0.159622
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -443170,
            -123587,
            -356497,
            -2616580,
            -2277094,
            -679091
        ],
        [
            1.014332,
            1.341622,
            0.785056,
            1.166159,
            0.97531,
            1.479097
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            103,
            45,
            58,
            105,
            52,
            53
        ],
        [
            82,
            47,
            35,
            80,
            40,
            40
        ],
        [
            55.675676,
            48.913043,
            62.365591,
            56.756757,
            56.521739,
            56.989247
        ],
        [
            0.807526,
            1.401249,
            0.473741,
            0.888502,
            0.750238,
            1.1163
        ],
        [
            92832,
            92832,
            32294,
            910942,
            773305,
            910942
        ],
        [
            -224625,
            -44786,
            -224625,
            -1386852,
            -1386852,
            -579098
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            28,
            27,
            28,
            29,
            29,
            30
        ],
        [
            39,
            38,
            41,
            37,
            37,
            38
        ],
        [
            6180,
            3051,
            3129,
            6180,
            3051,
            3129
        ],
        [
            8.458224,
            0,
            15.958224,
            8.458224,
            0,
            15.958224
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -390494,
            -47645,
            -578902,
            -29253,
            -580241,
            361777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6349,
    "evaluation_days": 1587.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624514400000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759057190559,
    "expiration_time": 1763153352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09355,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 121,
            "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)