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Trade: MASK/USDT/360/SWMA/SSF/6592

Strategy
MASK/USDT/360/SWMA/SSF/6592
Pair
MASK_USDT
Interval
6h
Score
416546
Daily Profit
0.205800
Profit Factor
1.572776
Profitability
64.285714
Streak
79.719671
Best Strategy
Training Data Length
1587.250000
Evaluation Time
2025-09-28 14:16
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 326656.5076 233988.9196 92667.588 -474206.7992 -44076.3294 -430130.4698
Total P&L (%) 326.6565 233.9889 92.6676 -474.2068 -44.0763 -430.1305
Avg Daily Profit (%) 0.2058 0.1474 0.0584 0 -0.0366 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132256 -96626 -143464 -620979 -298676 -505079
Profit Factor 1.5728 1.8645 1.3093 0.6999 0.9379 0.5057
Total Trades 84 42 42 84 42 42
Winning Trades 54 23 31 32 21 11
Losing Trades 30 19 11 52 21 31
Profitability (%) 64.2857 54.7619 73.8095 38.0952 50 26.1905
Ratio Avg Win / Avg Loss 0.8738 1.5403 0.4646 1.1373 0.9379 1.4251
Largest Winning Trade 151587 151587 38863 122531 122531 104459
Largest Losing Trade -132256 -58524 -132256 -195796 -129912 -195796
Avg Bars in Trades 74 81 67 74 81 67
Avg Bars in Winners 57 60 55 99 104 89
Avg Bars in Losers 104 106 101 59 59 59
Bars Traded 6265 3433 2832 6265 3433 2832
Profit Streak 79.7197 79.7197 107.9697 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416546 320885 -112006 -583516 -580734 -603635
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": 1622829600000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759058179571,
    "expiration_time": 1763153352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 194,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            326656.5075500796,
            233988.9195645372,
            92667.5879855424,
            -474206.799214718,
            -44076.3294114503,
            -430130.4698032679
        ],
        [
            326.656508,
            233.98892,
            92.667588,
            -474.206799,
            -44.076329,
            -430.13047
        ],
        [
            0.2058,
            0.147418,
            0.058382,
            0,
            -0.036609,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132256,
            -96626,
            -143464,
            -620979,
            -298676,
            -505079
        ],
        [
            1.572776,
            1.864517,
            1.309257,
            0.699852,
            0.937897,
            0.505696
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            54,
            23,
            31,
            32,
            21,
            11
        ],
        [
            30,
            19,
            11,
            52,
            21,
            31
        ],
        [
            64.285714,
            54.761905,
            73.809524,
            38.095238,
            50,
            26.190476
        ],
        [
            0.873764,
            1.540253,
            0.464575,
            1.137259,
            0.937897,
            1.425144
        ],
        [
            151587,
            151587,
            38863,
            122531,
            122531,
            104459
        ],
        [
            -132256,
            -58524,
            -132256,
            -195796,
            -129912,
            -195796
        ],
        [
            74,
            81,
            67,
            74,
            81,
            67
        ],
        [
            57,
            60,
            55,
            99,
            104,
            89
        ],
        [
            104,
            106,
            101,
            59,
            59,
            59
        ],
        [
            6265,
            3433,
            2832,
            6265,
            3433,
            2832
        ],
        [
            79.719671,
            79.719671,
            107.969671,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416546,
            320885,
            -112006,
            -583516,
            -580734,
            -603635
        ]
    ]
}
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": 1622829600000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759058179571,
    "expiration_time": 1763153352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 194,
            "offset": 0,
            "poles": 2
        }
    }
}

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)