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Trade: MASK/USDT/480/HWMA/MIDPOINT/8532

Strategy
MASK/USDT/480/HWMA/MIDPOINT/8532
Pair
MASK_USDT
Interval
8h
Score
437017
Daily Profit
0.198301
Profit Factor
1.604535
Profitability
78.448276
Streak
0.000000
Best Strategy
Training Data Length
1597.330000
Evaluation Time
2025-10-08 06:47
Expiration Time
2025-11-25 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316752.4093 185103.6971 131648.7122 -524537.4746 -401602.8582 -122934.6165
Total P&L (%) 316.7524 185.1037 131.6487 -524.5375 -401.6029 -122.9346
Avg Daily Profit (%) 0.1983 0.1159 0.0824 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190416 -133448 -126472 -1704904 -1308288 -650932
Profit Factor 1.6045 1.6362 1.565 0.8264 0.7856 0.893
Total Trades 116 58 58 116 58 58
Winning Trades 91 44 47 51 24 27
Losing Trades 25 14 11 65 34 31
Profitability (%) 78.4483 75.8621 81.0345 43.9655 41.3793 46.5517
Ratio Avg Win / Avg Loss 0.4408 0.5206 0.3663 1.0532 1.1129 1.0253
Largest Winning Trade 43127 43127 29691 311485 311485 182968
Largest Losing Trade -126472 -60025 -126472 -576960 -576960 -413798
Avg Bars in Trades 35 51 19 35 51 19
Avg Bars in Winners 10 12 9 50 75 28
Avg Bars in Losers 124 173 63 23 34 11
Bars Traded 4106 2976 1130 4106 2976 1130
Profit Streak 0 144.1582 0 134.8248 0 135.1582
Trades During Streak 0 2 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437017 -213716 -258667 -580580 -762519 -759660
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4792,
    "evaluation_days": 1597.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628294400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759895264255,
    "expiration_time": 1764021888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.63531,
            "nb": 0.1,
            "nc": 0.74922
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 223,
            "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": [
        [
            316752.4092675618,
            185103.697110644,
            131648.7121569179,
            -524537.474633602,
            -401602.8581677607,
            -122934.6164658415
        ],
        [
            316.752409,
            185.103697,
            131.648712,
            -524.537475,
            -401.602858,
            -122.934616
        ],
        [
            0.198301,
            0.115883,
            0.082418,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190416,
            -133448,
            -126472,
            -1704904,
            -1308288,
            -650932
        ],
        [
            1.604535,
            1.636235,
            1.564957,
            0.826387,
            0.78555,
            0.892969
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            91,
            44,
            47,
            51,
            24,
            27
        ],
        [
            25,
            14,
            11,
            65,
            34,
            31
        ],
        [
            78.448276,
            75.862069,
            81.034483,
            43.965517,
            41.37931,
            46.551724
        ],
        [
            0.440806,
            0.52062,
            0.366267,
            1.053238,
            1.112862,
            1.025261
        ],
        [
            43127,
            43127,
            29691,
            311485,
            311485,
            182968
        ],
        [
            -126472,
            -60025,
            -126472,
            -576960,
            -576960,
            -413798
        ],
        [
            35,
            51,
            19,
            35,
            51,
            19
        ],
        [
            10,
            12,
            9,
            50,
            75,
            28
        ],
        [
            124,
            173,
            63,
            23,
            34,
            11
        ],
        [
            4106,
            2976,
            1130,
            4106,
            2976,
            1130
        ],
        [
            0,
            144.158151,
            0,
            134.824818,
            0,
            135.158151
        ],
        [
            0,
            2,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437017,
            -213716,
            -258667,
            -580580,
            -762519,
            -759660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4792,
    "evaluation_days": 1597.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628294400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759895264255,
    "expiration_time": 1764021888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.63531,
            "nb": 0.1,
            "nc": 0.74922
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 223,
            "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)