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Trade: MASK/USDT/60/HMA/SSF/5409

Strategy
MASK/USDT/60/HMA/SSF/5409
Pair
MASK_USDT
Interval
1h
Score
463322
Daily Profit
0.259493
Profit Factor
1.344972
Profitability
71.202532
Streak
15.999011
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-01 01:58
Expiration Time
2025-12-15 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270305.8429 147124.5091 123181.3338 136277.9126 39541.0526 96736.86
Total P&L (%) 270.3058 147.1245 123.1813 136.2779 39.5411 96.7369
Avg Daily Profit (%) 0.2595 0.1412 0.1183 0.0826 0.032 0.065
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107916 -68049 -87561 -114308 -127414 -85294
Profit Factor 1.345 1.3693 1.3198 1.1702 1.092 1.2605
Total Trades 316 158 158 316 158 158
Winning Trades 225 111 114 225 111 114
Losing Trades 91 47 44 91 47 44
Profitability (%) 71.2025 70.2532 72.1519 71.2025 70.2532 72.1519
Ratio Avg Win / Avg Loss 0.544 0.5798 0.5094 0.4733 0.4624 0.4865
Largest Winning Trade 34104 34104 21146 29071 28667 29071
Largest Losing Trade -76955 -47924 -76955 -87151 -87151 -69464
Avg Bars in Trades 78 79 77 78 79 77
Avg Bars in Winners 48 48 48 48 48 48
Avg Bars in Losers 151 151 151 151 151 151
Bars Traded 24796 12578 12218 24796 12578 12218
Profit Streak 15.999 40.5407 15.999 15.999 40.5407 15.999
Trades During Streak 7 10 3 7 10 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 463322 -1065 -31968 -111668 -268775 -103357
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669269600000,
    "first_datapoint_time": 1669489200000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759273114604,
    "expiration_time": 1765749600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            270305.8428525921,
            147124.5090912609,
            123181.3337613313,
            136277.9126006881,
            39541.0526023337,
            96736.8599983544
        ],
        [
            270.305843,
            147.124509,
            123.181334,
            136.277913,
            39.541053,
            96.73686
        ],
        [
            0.259493,
            0.141239,
            0.118254,
            0.082578,
            0.031991,
            0.064984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107916,
            -68049,
            -87561,
            -114308,
            -127414,
            -85294
        ],
        [
            1.344972,
            1.369306,
            1.319805,
            1.170163,
            1.092047,
            1.26054
        ],
        [
            316,
            158,
            158,
            316,
            158,
            158
        ],
        [
            225,
            111,
            114,
            225,
            111,
            114
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            71.202532,
            70.253165,
            72.151899,
            71.202532,
            70.253165,
            72.151899
        ],
        [
            0.543967,
            0.579796,
            0.509398,
            0.473266,
            0.462398,
            0.486524
        ],
        [
            34104,
            34104,
            21146,
            29071,
            28667,
            29071
        ],
        [
            -76955,
            -47924,
            -76955,
            -87151,
            -87151,
            -69464
        ],
        [
            78,
            79,
            77,
            78,
            79,
            77
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            151,
            151,
            151,
            151,
            151,
            151
        ],
        [
            24796,
            12578,
            12218,
            24796,
            12578,
            12218
        ],
        [
            15.999011,
            40.540678,
            15.999011,
            15.999012,
            40.540678,
            15.999012
        ],
        [
            7,
            10,
            3,
            7,
            10,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463322,
            -1065,
            -31968,
            -111668,
            -268775,
            -103357
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669269600000,
    "first_datapoint_time": 1669489200000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759273114604,
    "expiration_time": 1765749600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 3
        }
    }
}

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)