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Trade: MASK/USDT/480/PWMA/SINWMA/3716

Strategy
MASK/USDT/480/PWMA/SINWMA/3716
Pair
MASK_USDT
Interval
8h
Score
423378
Daily Profit
0.207490
Profit Factor
1.359934
Profitability
56.906077
Streak
36.232435
Best Strategy
Training Data Length
1592.000000
Evaluation Time
2025-10-03 00:34
Expiration Time
2025-11-19 12:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 330324.5724 272197.8128 58126.7597 -42381.5263 70694.9162 -113076.4425
Total P&L (%) 330.3246 272.1978 58.1268 -42.3815 70.6949 -113.0764
Avg Daily Profit (%) 0.2075 0.171 0.0365 -0.0346 0.0336 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170691 -116014 -130952 -612795 -592402 -582034
Profit Factor 1.3599 1.5781 1.1301 0.9831 1.0546 0.9063
Total Trades 181 90 91 181 90 91
Winning Trades 103 45 58 103 45 58
Losing Trades 78 45 33 78 45 33
Profitability (%) 56.9061 50 63.7363 56.9061 50 63.7363
Ratio Avg Win / Avg Loss 1.0299 1.5781 0.643 0.7445 1.0546 0.5157
Largest Winning Trade 121384 121384 34270 297085 297085 123154
Largest Losing Trade -67649 -47880 -67649 -336290 -225136 -336290
Avg Bars in Trades 25 28 23 25 28 23
Avg Bars in Winners 20 23 17 20 23 17
Avg Bars in Losers 33 33 32 33 33 32
Bars Traded 4665 2564 2101 4665 2564 2101
Profit Streak 36.2324 37.2324 36.2324 36.2324 37.2324 36.2324
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423378 403961 -221022 -577152 -307555 -577762
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623484800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759440882374,
    "expiration_time": 1763547264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "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": [
        [
            330324.5724273687,
            272197.8127550855,
            58126.759672283,
            -42381.5262822342,
            70694.9161871344,
            -113076.4424693685
        ],
        [
            330.324572,
            272.197813,
            58.12676,
            -42.381526,
            70.694916,
            -113.076442
        ],
        [
            0.20749,
            0.170979,
            0.036512,
            -0.034625,
            0.033593,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170691,
            -116014,
            -130952,
            -612795,
            -592402,
            -582034
        ],
        [
            1.359934,
            1.57812,
            1.130065,
            0.983063,
            1.054576,
            0.906317
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            103,
            45,
            58,
            103,
            45,
            58
        ],
        [
            78,
            45,
            33,
            78,
            45,
            33
        ],
        [
            56.906077,
            50,
            63.736264,
            56.906077,
            50,
            63.736264
        ],
        [
            1.029853,
            1.57812,
            0.642968,
            0.744456,
            1.054576,
            0.515663
        ],
        [
            121384,
            121384,
            34270,
            297085,
            297085,
            123154
        ],
        [
            -67649,
            -47880,
            -67649,
            -336290,
            -225136,
            -336290
        ],
        [
            25,
            28,
            23,
            25,
            28,
            23
        ],
        [
            20,
            23,
            17,
            20,
            23,
            17
        ],
        [
            33,
            33,
            32,
            33,
            33,
            32
        ],
        [
            4665,
            2564,
            2101,
            4665,
            2564,
            2101
        ],
        [
            36.232435,
            37.232435,
            36.232435,
            36.232435,
            37.232435,
            36.232435
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423378,
            403961,
            -221022,
            -577152,
            -307555,
            -577762
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623484800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759440882374,
    "expiration_time": 1763547264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "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)