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Trade: MASK/USDT/720/HMA/PSAR/6688

Strategy
MASK/USDT/720/HMA/PSAR/6688
Pair
MASK_USDT
Interval
12h
Score
368692
Daily Profit
0.179584
Profit Factor
1.206436
Profitability
63.805970
Streak
16.755615
Best Strategy
Training Data Length
1591.000000
Evaluation Time
2025-10-01 21:08
Expiration Time
2025-11-18 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285718.095 255941.9017 29776.1933 -96595.11 127326.5748 -223921.6848
Total P&L (%) 285.7181 255.9419 29.7762 -96.5951 127.3266 -223.9217
Avg Daily Profit (%) 0.1796 0.1609 0.0187 -0.2122 0.0516 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205799 -96374 -225222 -304192 -30360 -343542
Profit Factor 1.2064 1.3877 1.0411 0.7703 3.8442 0.4042
Total Trades 268 134 134 268 134 134
Winning Trades 171 81 90 149 77 72
Losing Trades 97 53 44 119 57 62
Profitability (%) 63.806 60.4478 67.1642 55.597 57.4627 53.7313
Ratio Avg Win / Avg Loss 0.6844 0.908 0.509 0.6152 2.8457 0.348
Largest Winning Trade 63944 63944 31300 61351 61161 61351
Largest Losing Trade -112461 -50809 -112461 -186103 -30360 -186103
Avg Bars in Trades 11 12 10 11 12 10
Avg Bars in Winners 9 8 9 10 10 9
Avg Bars in Losers 16 18 13 13 15 12
Bars Traded 3138 1706 1432 3138 1706 1432
Profit Streak 16.7556 58.2556 16.7556 16.7556 58.2556 16.7556
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368692 330797 -345050 -576892 -114456 -579642
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3182,
    "evaluation_days": 1591,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622116800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759342085183,
    "expiration_time": 1763443872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "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": [
        [
            285718.0950442696,
            255941.9017328377,
            29776.1933114319,
            -96595.1100085394,
            127326.5748116419,
            -223921.6848201813
        ],
        [
            285.718095,
            255.941902,
            29.776193,
            -96.59511,
            127.326575,
            -223.921685
        ],
        [
            0.179584,
            0.160869,
            0.018715,
            -0.212217,
            0.05163,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205799,
            -96374,
            -225222,
            -304192,
            -30360,
            -343542
        ],
        [
            1.206436,
            1.387657,
            1.041137,
            0.770331,
            3.844189,
            0.404175
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            171,
            81,
            90,
            149,
            77,
            72
        ],
        [
            97,
            53,
            44,
            119,
            57,
            62
        ],
        [
            63.80597,
            60.447761,
            67.164179,
            55.597015,
            57.462687,
            53.731343
        ],
        [
            0.684353,
            0.907973,
            0.509,
            0.615231,
            2.845698,
            0.348039
        ],
        [
            63944,
            63944,
            31300,
            61351,
            61161,
            61351
        ],
        [
            -112461,
            -50809,
            -112461,
            -186103,
            -30360,
            -186103
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            9,
            8,
            9,
            10,
            10,
            9
        ],
        [
            16,
            18,
            13,
            13,
            15,
            12
        ],
        [
            3138,
            1706,
            1432,
            3138,
            1706,
            1432
        ],
        [
            16.755615,
            58.255615,
            16.755615,
            16.755616,
            58.255616,
            16.755616
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368692,
            330797,
            -345050,
            -576892,
            -114456,
            -579642
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3182,
    "evaluation_days": 1591,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622116800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759342085183,
    "expiration_time": 1763443872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "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)