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Trade: MASK/USDT/360/SWMA/PWMA/8674

Strategy
MASK/USDT/360/SWMA/PWMA/8674
Pair
MASK_USDT
Interval
6h
Score
331822
Daily Profit
0.147134
Profit Factor
2.042778
Profitability
57.500000
Streak
83.335855
Best Strategy
Training Data Length
1593.250000
Evaluation Time
2025-10-04 11:03
Expiration Time
2025-11-21 03:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 369235.1414 234420.5365 134814.6049 80327.4003 93545.9663 -13218.566
Total P&L (%) 369.2351 234.4205 134.8146 80.3274 93.546 -13.2186
Avg Daily Profit (%) 0.2318 0.1471 0.0846 0.037 0.0415 -0.0089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97202 -94620 -115428 -112750 -65462 -147340
Profit Factor 1.761 2.0428 1.5177 1.168 1.5124 0.9553
Total Trades 81 40 41 81 40 41
Winning Trades 53 23 30 53 23 30
Losing Trades 28 17 11 28 17 11
Profitability (%) 65.4321 57.5 73.1707 65.4321 57.5 73.1707
Ratio Avg Win / Avg Loss 0.9303 1.5099 0.5565 0.6171 1.1178 0.3503
Largest Winning Trade 106590 106590 38558 51618 48409 51618
Largest Losing Trade -83877 -58326 -83877 -88552 -35659 -88552
Avg Bars in Trades 75 82 69 75 82 69
Avg Bars in Winners 56 54 58 56 54 58
Avg Bars in Losers 111 120 98 111 120 98
Bars Traded 6141 3307 2834 6141 3307 2834
Profit Streak 83.3359 83.3359 112.5859 83.3359 83.3359 112.5859
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4089 331822 -75845 -193354 -134189 -576385
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6373,
    "evaluation_days": 1593.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625248800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565017857,
    "expiration_time": 1763687304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "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": [
        [
            369235.1414297479,
            234420.5365230357,
            134814.6049067123,
            80327.4002859732,
            93545.9662587471,
            -13218.5659727739
        ],
        [
            369.235141,
            234.420537,
            134.814605,
            80.3274,
            93.545966,
            -13.218566
        ],
        [
            0.23175,
            0.147134,
            0.084616,
            0.037013,
            0.041455,
            -0.008898
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97202,
            -94620,
            -115428,
            -112750,
            -65462,
            -147340
        ],
        [
            1.760958,
            2.042778,
            1.517681,
            1.168035,
            1.512375,
            0.955262
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            28,
            17,
            11,
            28,
            17,
            11
        ],
        [
            65.432099,
            57.5,
            73.170732,
            65.432099,
            57.5,
            73.170732
        ],
        [
            0.930317,
            1.50988,
            0.556483,
            0.617075,
            1.117842,
            0.350263
        ],
        [
            106590,
            106590,
            38558,
            51618,
            48409,
            51618
        ],
        [
            -83877,
            -58326,
            -83877,
            -88552,
            -35659,
            -88552
        ],
        [
            75,
            82,
            69,
            75,
            82,
            69
        ],
        [
            56,
            54,
            58,
            56,
            54,
            58
        ],
        [
            111,
            120,
            98,
            111,
            120,
            98
        ],
        [
            6141,
            3307,
            2834,
            6141,
            3307,
            2834
        ],
        [
            83.335855,
            83.335855,
            112.585855,
            83.335855,
            83.335855,
            112.585855
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4089,
            331822,
            -75845,
            -193354,
            -134189,
            -576385
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6373,
    "evaluation_days": 1593.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625248800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565017857,
    "expiration_time": 1763687304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "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)