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Trade: MASK/USDT/720/HWMA/SMA/3604

Strategy
MASK/USDT/720/HWMA/SMA/3604
Pair
MASK_USDT
Interval
12h
Score
445545
Daily Profit
0.178778
Profit Factor
1.589741
Profitability
70.212766
Streak
47.064950
Best Strategy
Training Data Length
1599.000000
Evaluation Time
2025-10-10 04:33
Expiration Time
2025-11-26 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285866.7916 135449.1761 150417.6155 45189.4025 -269968.5693 315157.9718
Total P&L (%) 285.8668 135.4492 150.4176 45.1894 -269.9686 315.158
Avg Daily Profit (%) 0.1788 0.0847 0.0941 0.0233 0 0.0891
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106470 -111381 -82408 -692833 -666389 -295959
Profit Factor 1.5897 1.4785 1.7458 1.0265 0.7578 1.5349
Total Trades 94 47 47 94 47 47
Winning Trades 66 32 34 66 32 34
Losing Trades 28 15 13 28 15 13
Profitability (%) 70.2128 68.0851 72.3404 70.2128 68.0851 72.3404
Ratio Avg Win / Avg Loss 0.6744 0.6931 0.6675 0.4355 0.3552 0.5869
Largest Winning Trade 46787 46787 28214 148759 113603 148759
Largest Losing Trade -82408 -56402 -82408 -360850 -360850 -294573
Avg Bars in Trades 31 40 23 31 40 23
Avg Bars in Winners 13 13 12 13 13 12
Avg Bars in Losers 75 96 50 75 96 50
Bars Traded 2979 1883 1096 2979 1883 1096
Profit Streak 47.065 47.065 123.565 47.065 47.065 123.565
Trades During Streak 7 3 6 7 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445545 -76509 -62138 -351740 -576934 -69493
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3198,
    "evaluation_days": 1599,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628294400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060011732,
    "expiration_time": 1764155808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.58671,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 149,
            "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": [
        [
            285866.7916418613,
            135449.1761009548,
            150417.6155409067,
            45189.402534496,
            -269968.5692628922,
            315157.9717973884
        ],
        [
            285.866792,
            135.449176,
            150.417616,
            45.189403,
            -269.968569,
            315.157972
        ],
        [
            0.178778,
            0.084709,
            0.09407,
            0.023322,
            0,
            0.089063
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106470,
            -111381,
            -82408,
            -692833,
            -666389,
            -295959
        ],
        [
            1.589741,
            1.47852,
            1.745843,
            1.026524,
            0.75778,
            1.534912
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            70.212766,
            68.085106,
            72.340426,
            70.212766,
            68.085106,
            72.340426
        ],
        [
            0.674436,
            0.693056,
            0.667528,
            0.435495,
            0.355209,
            0.586878
        ],
        [
            46787,
            46787,
            28214,
            148759,
            113603,
            148759
        ],
        [
            -82408,
            -56402,
            -82408,
            -360850,
            -360850,
            -294573
        ],
        [
            31,
            40,
            23,
            31,
            40,
            23
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            75,
            96,
            50,
            75,
            96,
            50
        ],
        [
            2979,
            1883,
            1096,
            2979,
            1883,
            1096
        ],
        [
            47.06495,
            47.064951,
            123.564951,
            47.064951,
            47.064951,
            123.564951
        ],
        [
            7,
            3,
            6,
            7,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445545,
            -76509,
            -62138,
            -351740,
            -576934,
            -69493
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3198,
    "evaluation_days": 1599,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628294400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760060011732,
    "expiration_time": 1764155808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.58671,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 149,
            "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)