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Trade: MASK/USDT/480/WMA/SUPERTREND/7678

Strategy
MASK/USDT/480/WMA/SUPERTREND/7678
Pair
MASK_USDT
Interval
8h
Score
399250
Daily Profit
0.215139
Profit Factor
1.236211
Profitability
53.531599
Streak
62.111891
Best Strategy
Training Data Length
1600.000000
Evaluation Time
2025-10-10 21:41
Expiration Time
2025-11-27 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344222.6406 315779.2625 28443.3781 -51102.5505 202008.3792 -253110.9297
Total P&L (%) 344.2226 315.7793 28.4434 -51.1026 202.0084 -253.1109
Avg Daily Profit (%) 0.2151 0.1974 0.0178 -0.0447 0.0691 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193723 -111742 -138147 -363489 -201330 -336960
Profit Factor 1.2362 1.4178 1.0405 0.9758 1.194 0.7643
Total Trades 269 134 135 269 134 135
Winning Trades 144 71 73 144 71 73
Losing Trades 125 63 62 125 63 62
Profitability (%) 53.5316 52.9851 54.0741 53.5316 52.9851 54.0741
Ratio Avg Win / Avg Loss 1.0731 1.2581 0.8838 0.8471 1.0594 0.6491
Largest Winning Trade 190196 190196 54817 198613 198613 70876
Largest Losing Trade -49828 -49828 -40086 -155591 -113672 -155591
Avg Bars in Trades 17 22 12 17 22 12
Avg Bars in Winners 17 20 13 17 20 13
Avg Bars in Losers 17 23 10 17 23 10
Bars Traded 4614 2978 1636 4614 2978 1636
Profit Streak 62.1119 62.1119 78.7786 62.1119 62.1119 78.7786
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399250 354348 -347966 -577132 -106398 -578799
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4800,
    "evaluation_days": 1600,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626220800000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760121667433,
    "expiration_time": 1764259200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 247,
            "offset": 0,
            "multiplier": 1.99374
        }
    }
}
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": [
        [
            344222.6405725071,
            315779.2624571564,
            28443.378115351,
            -51102.5504609626,
            202008.3792381195,
            -253110.929699082
        ],
        [
            344.222641,
            315.779262,
            28.443378,
            -51.10255,
            202.008379,
            -253.11093
        ],
        [
            0.215139,
            0.197362,
            0.017777,
            -0.044705,
            0.069104,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193723,
            -111742,
            -138147,
            -363489,
            -201330,
            -336960
        ],
        [
            1.236211,
            1.417826,
            1.040547,
            0.975842,
            1.19396,
            0.764292
        ],
        [
            269,
            134,
            135,
            269,
            134,
            135
        ],
        [
            144,
            71,
            73,
            144,
            71,
            73
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            53.531599,
            52.985075,
            54.074074,
            53.531599,
            52.985075,
            54.074074
        ],
        [
            1.0731,
            1.258071,
            0.883752,
            0.847085,
            1.059429,
            0.649125
        ],
        [
            190196,
            190196,
            54817,
            198613,
            198613,
            70876
        ],
        [
            -49828,
            -49828,
            -40086,
            -155591,
            -113672,
            -155591
        ],
        [
            17,
            22,
            12,
            17,
            22,
            12
        ],
        [
            17,
            20,
            13,
            17,
            20,
            13
        ],
        [
            17,
            23,
            10,
            17,
            23,
            10
        ],
        [
            4614,
            2978,
            1636,
            4614,
            2978,
            1636
        ],
        [
            62.111891,
            62.111891,
            78.778558,
            62.111892,
            62.111892,
            78.778558
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399250,
            354348,
            -347966,
            -577132,
            -106398,
            -578799
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4800,
    "evaluation_days": 1600,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626220800000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760121667433,
    "expiration_time": 1764259200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 247,
            "offset": 0,
            "multiplier": 1.99374
        }
    }
}

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)