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Trade: MASK/USDT/120/WMA/PWMA/5024

Strategy
MASK/USDT/120/WMA/PWMA/5024
Pair
MASK_USDT
Interval
2h
Score
396062
Daily Profit
0.194970
Profit Factor
1.268548
Profitability
67.518248
Streak
14.209141
Best Strategy
Training Data Length
1589.920000
Evaluation Time
2025-10-01 10:01
Expiration Time
2025-11-27 13:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309986.0172 247750.3074 62235.7097 -307954.4735 231815.2829 -539769.7564
Total P&L (%) 309.986 247.7503 62.2357 -307.9545 231.8153 -539.7698
Avg Daily Profit (%) 0.195 0.1558 0.0391 0 0.0755 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180094 -107682 -204071 -1296645 -531517 -982562
Profit Factor 1.2685 1.4801 1.0975 0.9138 1.1564 0.7419
Total Trades 274 137 137 274 137 137
Winning Trades 185 89 96 126 63 63
Losing Trades 89 48 41 148 74 74
Profitability (%) 67.5182 64.9635 70.073 45.9854 45.9854 45.9854
Ratio Avg Win / Avg Loss 0.6103 0.7983 0.4687 1.0734 1.3583 0.8715
Largest Winning Trade 50278 50278 26731 405635 405635 260923
Largest Losing Trade -149938 -56272 -149938 -450830 -140332 -450830
Avg Bars in Trades 68 70 66 68 70 66
Avg Bars in Winners 45 47 44 75 76 74
Avg Bars in Losers 115 112 118 62 64 60
Bars Traded 18762 9593 9169 18762 9593 9169
Profit Streak 14.2091 30.5425 14.2091 0 0 0
Trades During Streak 3 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396062 359018 -253060 -579239 -142478 -582530
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19079,
    "evaluation_days": 1589.92,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623031200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759302069836,
    "expiration_time": 1764243676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "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": [
        [
            309986.017154772,
            247750.3074210143,
            62235.7097337577,
            -307954.4735185863,
            231815.2829043163,
            -539769.7564229029
        ],
        [
            309.986017,
            247.750307,
            62.23571,
            -307.954474,
            231.815283,
            -539.769756
        ],
        [
            0.19497,
            0.155826,
            0.039144,
            0,
            0.075467,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180094,
            -107682,
            -204071,
            -1296645,
            -531517,
            -982562
        ],
        [
            1.268548,
            1.480091,
            1.097509,
            0.913843,
            1.15635,
            0.741943
        ],
        [
            274,
            137,
            137,
            274,
            137,
            137
        ],
        [
            185,
            89,
            96,
            126,
            63,
            63
        ],
        [
            89,
            48,
            41,
            148,
            74,
            74
        ],
        [
            67.518248,
            64.963504,
            70.072993,
            45.985401,
            45.985401,
            45.985401
        ],
        [
            0.610274,
            0.798251,
            0.468728,
            1.073403,
            1.358252,
            0.871488
        ],
        [
            50278,
            50278,
            26731,
            405635,
            405635,
            260923
        ],
        [
            -149938,
            -56272,
            -149938,
            -450830,
            -140332,
            -450830
        ],
        [
            68,
            70,
            66,
            68,
            70,
            66
        ],
        [
            45,
            47,
            44,
            75,
            76,
            74
        ],
        [
            115,
            112,
            118,
            62,
            64,
            60
        ],
        [
            18762,
            9593,
            9169,
            18762,
            9593,
            9169
        ],
        [
            14.209141,
            30.542475,
            14.209141,
            0,
            0,
            0
        ],
        [
            3,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396062,
            359018,
            -253060,
            -579239,
            -142478,
            -582530
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19079,
    "evaluation_days": 1589.92,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623031200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759302069836,
    "expiration_time": 1764243676800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "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)