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Trade: MASK/USDT/60/SWMA/SMA/1348

Strategy
MASK/USDT/60/SWMA/SMA/1348
Pair
MASK_USDT
Interval
1h
Score
446599
Daily Profit
0.298764
Profit Factor
1.442017
Profitability
66.192171
Streak
11.998348
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-13 11:57
Expiration Time
2025-12-27 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311213.3999 192629.6235 118583.7765 354472.9909 15692.4327 338780.5582
Total P&L (%) 311.2134 192.6296 118.5838 354.473 15.6924 338.7806
Avg Daily Profit (%) 0.2988 0.1849 0.1138 0.1454 0.014 0.1421
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112779 -85413 -68749 -742320 -722051 -302384
Profit Factor 1.442 1.6014 1.309 1.1218 1.0103 1.2436
Total Trades 281 140 141 281 140 141
Winning Trades 186 89 97 186 89 97
Losing Trades 95 51 44 95 51 44
Profitability (%) 66.1922 63.5714 68.7943 66.1922 63.5714 68.7943
Ratio Avg Win / Avg Loss 0.7365 0.9177 0.5938 0.5729 0.5789 0.5641
Largest Winning Trade 46703 46703 28627 175352 175352 141445
Largest Losing Trade -58684 -50717 -58684 -271290 -271290 -252876
Avg Bars in Trades 87 86 88 87 86 88
Avg Bars in Winners 61 58 63 61 58 63
Avg Bars in Losers 137 133 141 137 133 141
Bars Traded 24467 12040 12427 24467 12040 12427
Profit Streak 11.9983 37.0817 11.9983 11.9983 37.0817 11.9983
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446599 390868 -39668 -82471 -391634 -2430
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670342400000,
    "first_datapoint_time": 1670803200000,
    "last_datapoint_time": 1760342400000,
    "evaluation_time": 1760345857245,
    "expiration_time": 1766822400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 129,
            "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": [
        [
            311213.3999414829,
            192629.6234625613,
            118583.7764789213,
            354472.9909283365,
            15692.432734248,
            338780.5581940885
        ],
        [
            311.2134,
            192.629623,
            118.583776,
            354.472991,
            15.692433,
            338.780558
        ],
        [
            0.298764,
            0.184924,
            0.11384,
            0.145446,
            0.013994,
            0.142068
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112779,
            -85413,
            -68749,
            -742320,
            -722051,
            -302384
        ],
        [
            1.442017,
            1.601421,
            1.308985,
            1.121769,
            1.010323,
            1.243567
        ],
        [
            281,
            140,
            141,
            281,
            140,
            141
        ],
        [
            186,
            89,
            97,
            186,
            89,
            97
        ],
        [
            95,
            51,
            44,
            95,
            51,
            44
        ],
        [
            66.192171,
            63.571429,
            68.794326,
            66.192171,
            63.571429,
            68.794326
        ],
        [
            0.736514,
            0.917668,
            0.593766,
            0.572947,
            0.578949,
            0.564092
        ],
        [
            46703,
            46703,
            28627,
            175352,
            175352,
            141445
        ],
        [
            -58684,
            -50717,
            -58684,
            -271290,
            -271290,
            -252876
        ],
        [
            87,
            86,
            88,
            87,
            86,
            88
        ],
        [
            61,
            58,
            63,
            61,
            58,
            63
        ],
        [
            137,
            133,
            141,
            137,
            133,
            141
        ],
        [
            24467,
            12040,
            12427,
            24467,
            12040,
            12427
        ],
        [
            11.998348,
            37.081681,
            11.998348,
            11.998348,
            37.081681,
            11.998348
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446599,
            390868,
            -39668,
            -82471,
            -391634,
            -2430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670342400000,
    "first_datapoint_time": 1670803200000,
    "last_datapoint_time": 1760342400000,
    "evaluation_time": 1760345857245,
    "expiration_time": 1766822400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 129,
            "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)