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Trade: MASK/USDT/480/HWMA/PSAR/1193

Strategy
MASK/USDT/480/HWMA/PSAR/1193
Pair
MASK_USDT
Interval
8h
Score
344448
Daily Profit
0.167123
Profit Factor
1.298103
Profitability
61.463415
Streak
42.722568
Best Strategy
Training Data Length
1591.670000
Evaluation Time
2025-10-02 12:20
Expiration Time
2025-11-19 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291713.5607 266004.0985 25709.4622 -100464.8302 142552.5828 -243017.413
Total P&L (%) 291.7136 266.0041 25.7095 -100.4648 142.5526 -243.0174
Avg Daily Profit (%) 0.1833 0.1671 0.0162 0 0.0557 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -288237 -174721 -249821 -318532 -56444 -365377
Profit Factor 1.1586 1.2981 1.0271 0.8624 1.6527 0.5251
Total Trades 409 205 204 409 205 204
Winning Trades 256 126 130 183 86 97
Losing Trades 153 79 74 226 119 107
Profitability (%) 62.5917 61.4634 63.7255 44.7433 41.9512 47.549
Ratio Avg Win / Avg Loss 0.6924 0.8139 0.5847 1.065 2.2869 0.5793
Largest Winning Trade 74873 74873 48101 53490 53490 49881
Largest Losing Trade -104242 -50814 -104242 -290766 -53502 -290766
Avg Bars in Trades 11 13 10 11 13 10
Avg Bars in Winners 8 8 7 13 15 11
Avg Bars in Losers 17 19 13 10 11 9
Bars Traded 4755 2684 2071 4755 2684 2071
Profit Streak 18.0559 42.7226 18.0559 0 0 0
Trades During Streak 3 5 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -34738 344448 -363959 -578739 -117766 -580941
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4775,
    "evaluation_days": 1591.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759396829904,
    "expiration_time": 1763517600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.04268
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            291713.5607402705,
            266004.0985316618,
            25709.4622086086,
            -100464.8302032543,
            142552.5828099599,
            -243017.413013214
        ],
        [
            291.713561,
            266.004099,
            25.709462,
            -100.46483,
            142.552583,
            -243.017413
        ],
        [
            0.183275,
            0.167123,
            0.016153,
            0,
            0.055683,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -288237,
            -174721,
            -249821,
            -318532,
            -56444,
            -365377
        ],
        [
            1.158595,
            1.298103,
            1.027147,
            0.862407,
            1.652737,
            0.525142
        ],
        [
            409,
            205,
            204,
            409,
            205,
            204
        ],
        [
            256,
            126,
            130,
            183,
            86,
            97
        ],
        [
            153,
            79,
            74,
            226,
            119,
            107
        ],
        [
            62.591687,
            61.463415,
            63.72549,
            44.743276,
            41.95122,
            47.54902
        ],
        [
            0.692441,
            0.81389,
            0.584684,
            1.065049,
            2.286926,
            0.579281
        ],
        [
            74873,
            74873,
            48101,
            53490,
            53490,
            49881
        ],
        [
            -104242,
            -50814,
            -104242,
            -290766,
            -53502,
            -290766
        ],
        [
            11,
            13,
            10,
            11,
            13,
            10
        ],
        [
            8,
            8,
            7,
            13,
            15,
            11
        ],
        [
            17,
            19,
            13,
            10,
            11,
            9
        ],
        [
            4755,
            2684,
            2071,
            4755,
            2684,
            2071
        ],
        [
            18.055901,
            42.722568,
            18.055902,
            0,
            0,
            0
        ],
        [
            3,
            5,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34738,
            344448,
            -363959,
            -578739,
            -117766,
            -580941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4775,
    "evaluation_days": 1591.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1621900800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759396829904,
    "expiration_time": 1763517600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.04268
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)