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Trade: MASK/USDT/360/WMA/SUPERTREND/9073

Strategy
MASK/USDT/360/WMA/SUPERTREND/9073
Pair
MASK_USDT
Interval
6h
Score
383612
Daily Profit
0.243345
Profit Factor
1.250733
Profitability
51.335312
Streak
8.926549
Best Strategy
Training Data Length
1592.500000
Evaluation Time
2025-10-03 19:14
Expiration Time
2025-11-20 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387526.8076 302285.9711 85240.8364 31685.7256 91760.0958 -60074.3702
Total P&L (%) 387.5268 302.286 85.2408 31.6857 91.7601 -60.0744
Avg Daily Profit (%) 0.2433 0.1898 0.0535 0.0173 0.0409 -0.0576
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148465 -129871 -85721 -206616 -118126 -135252
Profit Factor 1.2507 1.3535 1.1235 1.0226 1.121 0.9066
Total Trades 337 169 168 337 169 168
Winning Trades 173 92 81 173 92 81
Losing Trades 164 77 87 164 77 87
Profitability (%) 51.3353 54.4379 48.2143 51.3353 54.4379 48.2143
Ratio Avg Win / Avg Loss 1.1857 1.1328 1.2067 0.9694 0.9383 0.9738
Largest Winning Trade 154093 154093 35810 87559 87559 27854
Largest Losing Trade -39052 -39052 -34763 -63728 -42875 -63728
Avg Bars in Trades 18 23 14 18 23 14
Avg Bars in Winners 21 25 17 21 25 17
Avg Bars in Losers 15 21 11 15 21 11
Bars Traded 6287 3934 2353 6287 3934 2353
Profit Streak 8.9265 11.4265 0 8.9265 11.4265 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 383612 351393 -206255 -367164 -225526 -580870
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6370,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622743200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759508053852,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 38,
            "offset": 0,
            "multiplier": 2.57686
        }
    }
}
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": [
        [
            387526.8075502341,
            302285.9711466826,
            85240.8364035515,
            31685.7255649404,
            91760.0957813127,
            -60074.3702163721
        ],
        [
            387.526808,
            302.285971,
            85.240836,
            31.685726,
            91.760096,
            -60.07437
        ],
        [
            0.243345,
            0.189819,
            0.053526,
            0.017286,
            0.040892,
            -0.057638
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148465,
            -129871,
            -85721,
            -206616,
            -118126,
            -135252
        ],
        [
            1.250733,
            1.353498,
            1.123457,
            1.022607,
            1.121032,
            0.906637
        ],
        [
            337,
            169,
            168,
            337,
            169,
            168
        ],
        [
            173,
            92,
            81,
            173,
            92,
            81
        ],
        [
            164,
            77,
            87,
            164,
            77,
            87
        ],
        [
            51.335312,
            54.43787,
            48.214286,
            51.335312,
            54.43787,
            48.214286
        ],
        [
            1.185666,
            1.132819,
            1.206676,
            0.969408,
            0.938255,
            0.973796
        ],
        [
            154093,
            154093,
            35810,
            87559,
            87559,
            27854
        ],
        [
            -39052,
            -39052,
            -34763,
            -63728,
            -42875,
            -63728
        ],
        [
            18,
            23,
            14,
            18,
            23,
            14
        ],
        [
            21,
            25,
            17,
            21,
            25,
            17
        ],
        [
            15,
            21,
            11,
            15,
            21,
            11
        ],
        [
            6287,
            3934,
            2353,
            6287,
            3934,
            2353
        ],
        [
            8.926549,
            11.426549,
            0,
            8.926549,
            11.426549,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383612,
            351393,
            -206255,
            -367164,
            -225526,
            -580870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6370,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622743200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759508053852,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 38,
            "offset": 0,
            "multiplier": 2.57686
        }
    }
}

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)