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Trade: MASK/USDT/60/FWMA/SUPERTREND/1026

Strategy
MASK/USDT/60/FWMA/SUPERTREND/1026
Pair
MASK_USDT
Interval
1h
Score
424695
Daily Profit
0.209150
Profit Factor
1.239124
Profitability
66.666667
Streak
18.044942
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 18:04
Expiration Time
2025-12-26 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 217865.5393 118035.6373 99829.902 165496.4744 4777.535 160718.9393
Total P&L (%) 217.8655 118.0356 99.8299 165.4965 4.7775 160.7189
Avg Daily Profit (%) 0.2092 0.1133 0.0958 0.0938 0.0045 0.092
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99266 -74439 -97234 -366195 -330252 -166212
Profit Factor 1.2391 1.2335 1.2462 1.0978 1.0046 1.2492
Total Trades 411 205 206 411 205 206
Winning Trades 274 137 137 274 137 137
Losing Trades 137 68 69 137 68 69
Profitability (%) 66.6667 66.8293 66.5049 66.6667 66.8293 66.5049
Ratio Avg Win / Avg Loss 0.6196 0.6122 0.6276 0.5489 0.4986 0.6292
Largest Winning Trade 28369 28369 15966 82721 82721 49214
Largest Losing Trade -38679 -38679 -36978 -202631 -202631 -55786
Avg Bars in Trades 60 62 58 60 62 58
Avg Bars in Winners 38 38 39 38 38 39
Avg Bars in Losers 102 109 96 102 109 96
Bars Traded 24724 12732 11992 24724 12732 11992
Profit Streak 18.0449 18.0449 23.1699 18.0449 18.0449 23.1699
Trades During Streak 11 5 7 11 5 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424695 -39435 -62642 -176293 -565509 -67690
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670277600000,
    "first_datapoint_time": 1670580000000,
    "last_datapoint_time": 1760277600000,
    "evaluation_time": 1760281482967,
    "expiration_time": 1766757600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 9,
            "offset": 0,
            "multiplier": 3.91378
        }
    }
}
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": [
        [
            217865.53932846,
            118035.637328363,
            99829.9020000969,
            165496.4743772885,
            4777.5350395669,
            160718.9393377214
        ],
        [
            217.865539,
            118.035637,
            99.829902,
            165.496474,
            4.777535,
            160.718939
        ],
        [
            0.20915,
            0.113314,
            0.095836,
            0.093781,
            0.00448,
            0.092036
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99266,
            -74439,
            -97234,
            -366195,
            -330252,
            -166212
        ],
        [
            1.239124,
            1.233479,
            1.24616,
            1.09783,
            1.004564,
            1.249188
        ],
        [
            411,
            205,
            206,
            411,
            205,
            206
        ],
        [
            274,
            137,
            137,
            274,
            137,
            137
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            66.666667,
            66.829268,
            66.504854,
            66.666667,
            66.829268,
            66.504854
        ],
        [
            0.619562,
            0.612238,
            0.627628,
            0.548915,
            0.498616,
            0.629153
        ],
        [
            28369,
            28369,
            15966,
            82721,
            82721,
            49214
        ],
        [
            -38679,
            -38679,
            -36978,
            -202631,
            -202631,
            -55786
        ],
        [
            60,
            62,
            58,
            60,
            62,
            58
        ],
        [
            38,
            38,
            39,
            38,
            38,
            39
        ],
        [
            102,
            109,
            96,
            102,
            109,
            96
        ],
        [
            24724,
            12732,
            11992,
            24724,
            12732,
            11992
        ],
        [
            18.044942,
            18.044942,
            23.169942,
            18.044942,
            18.044942,
            23.169942
        ],
        [
            11,
            5,
            7,
            11,
            5,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424695,
            -39435,
            -62642,
            -176293,
            -565509,
            -67690
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670277600000,
    "first_datapoint_time": 1670580000000,
    "last_datapoint_time": 1760277600000,
    "evaluation_time": 1760281482967,
    "expiration_time": 1766757600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 9,
            "offset": 0,
            "multiplier": 3.91378
        }
    }
}

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)