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Trade: MASK/USDT/60/MIDPRICE/FWMA/2022

Strategy
MASK/USDT/60/MIDPRICE/FWMA/2022
Pair
MASK_USDT
Interval
1h
Score
389580
Daily Profit
0.240129
Profit Factor
1.394772
Profitability
59.114583
Streak
8.330261
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 21:55
Expiration Time
2025-12-19 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 250135.2738 150691.1551 99444.1187 199168.5181 -99281.38 298449.8981
Total P&L (%) 250.1353 150.6912 99.4441 199.1685 -99.2814 298.4499
Avg Daily Profit (%) 0.2401 0.1447 0.0955 0.1053 -0.4727 0.1328
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104195 -53116 -68533 -895110 -499701 -431093
Profit Factor 1.3948 1.4944 1.3024 1.0867 0.9233 1.2972
Total Trades 384 192 192 384 192 192
Winning Trades 227 113 114 227 113 114
Losing Trades 157 79 78 157 79 78
Profitability (%) 59.1146 58.8542 59.375 59.1146 58.8542 59.375
Ratio Avg Win / Avg Loss 0.9647 1.0447 0.8911 0.7516 0.6455 0.8876
Largest Winning Trade 28258 28258 24282 229897 108767 229897
Largest Losing Trade -53363 -41907 -53363 -493107 -493107 -408734
Avg Bars in Trades 62 63 61 62 63 61
Avg Bars in Winners 46 42 51 46 42 51
Avg Bars in Losers 85 94 76 85 94 76
Bars Traded 24052 12282 11770 24052 12282 11770
Profit Streak 8.3303 8.3719 0 8.3303 8.3719 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389580 130281 -65421 -175447 -578508 -15675
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669687200000,
    "first_datapoint_time": 1670724000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759690534576,
    "expiration_time": 1766167200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 42,
            "offset": 247
        }
    }
}
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": [
        [
            250135.2738432977,
            150691.1551037601,
            99444.1187395378,
            199168.5180639704,
            -99281.3800276942,
            298449.8980916643
        ],
        [
            250.135274,
            150.691155,
            99.444119,
            199.168518,
            -99.28138,
            298.449898
        ],
        [
            0.240129,
            0.144663,
            0.095466,
            0.105255,
            -0.472695,
            0.132799
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104195,
            -53116,
            -68533,
            -895110,
            -499701,
            -431093
        ],
        [
            1.394772,
            1.494365,
            1.302444,
            1.086683,
            0.923251,
            1.297239
        ],
        [
            384,
            192,
            192,
            384,
            192,
            192
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            59.114583,
            58.854167,
            59.375,
            59.114583,
            58.854167,
            59.375
        ],
        [
            0.964666,
            1.044733,
            0.891146,
            0.751583,
            0.645459,
            0.887585
        ],
        [
            28258,
            28258,
            24282,
            229897,
            108767,
            229897
        ],
        [
            -53363,
            -41907,
            -53363,
            -493107,
            -493107,
            -408734
        ],
        [
            62,
            63,
            61,
            62,
            63,
            61
        ],
        [
            46,
            42,
            51,
            46,
            42,
            51
        ],
        [
            85,
            94,
            76,
            85,
            94,
            76
        ],
        [
            24052,
            12282,
            11770,
            24052,
            12282,
            11770
        ],
        [
            8.330261,
            8.371928,
            0,
            8.330261,
            8.371928,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389580,
            130281,
            -65421,
            -175447,
            -578508,
            -15675
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669687200000,
    "first_datapoint_time": 1670724000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759690534576,
    "expiration_time": 1766167200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 42,
            "offset": 247
        }
    }
}

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)