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Trade: MASK/USDT/240/FWMA/SUPERTREND/7731

Strategy
MASK/USDT/240/FWMA/SUPERTREND/7731
Pair
MASK_USDT
Interval
4h
Score
401646
Daily Profit
0.222721
Profit Factor
1.328824
Profitability
66.500000
Streak
61.443229
Best Strategy
Training Data Length
1598.830000
Evaluation Time
2025-10-10 01:38
Expiration Time
2025-11-26 21:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356092.69 244799.3103 111293.3797 56978.1506 143526.4894 -86548.3388
Total P&L (%) 356.0927 244.7993 111.2934 56.9782 143.5265 -86.5483
Avg Daily Profit (%) 0.2227 0.1531 0.0696 0.0282 0.0557 -0.1254
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106554 -105571 -127840 -152968 -76572 -180496
Profit Factor 1.3288 1.4529 1.2052 1.0536 1.2948 0.8499
Total Trades 200 100 100 200 100 100
Winning Trades 133 66 67 133 66 67
Losing Trades 67 34 33 67 34 33
Profitability (%) 66.5 66 67 66.5 66 67
Ratio Avg Win / Avg Loss 0.6694 0.7484 0.5936 0.5307 0.667 0.4186
Largest Winning Trade 44336 44336 26556 51623 51623 31297
Largest Losing Trade -71774 -41154 -71774 -109401 -48196 -109401
Avg Bars in Trades 46 57 35 46 57 35
Avg Bars in Winners 32 35 30 32 35 30
Avg Bars in Losers 73 100 45 73 100 45
Bars Traded 9249 5749 3500 9249 5749 3500
Profit Streak 61.4432 61.4432 78.1099 61.4432 61.4432 78.1099
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401646 360967 -98592 -314580 -116718 -577214
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9593,
    "evaluation_days": 1598.83,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624867200000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760049495038,
    "expiration_time": 1764184176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 242,
            "offset": 0,
            "multiplier": 3.34413
        }
    }
}
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": [
        [
            356092.6900081752,
            244799.31029843,
            111293.3797097452,
            56978.1505994252,
            143526.4893725211,
            -86548.338773096
        ],
        [
            356.09269,
            244.79931,
            111.29338,
            56.978151,
            143.526489,
            -86.548339
        ],
        [
            0.222721,
            0.153112,
            0.069609,
            0.028208,
            0.055685,
            -0.125392
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106554,
            -105571,
            -127840,
            -152968,
            -76572,
            -180496
        ],
        [
            1.328824,
            1.452859,
            1.205201,
            1.053572,
            1.294825,
            0.849942
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            66.5,
            66,
            67,
            66.5,
            66,
            67
        ],
        [
            0.669408,
            0.748443,
            0.593607,
            0.530747,
            0.667031,
            0.418628
        ],
        [
            44336,
            44336,
            26556,
            51623,
            51623,
            31297
        ],
        [
            -71774,
            -41154,
            -71774,
            -109401,
            -48196,
            -109401
        ],
        [
            46,
            57,
            35,
            46,
            57,
            35
        ],
        [
            32,
            35,
            30,
            32,
            35,
            30
        ],
        [
            73,
            100,
            45,
            73,
            100,
            45
        ],
        [
            9249,
            5749,
            3500,
            9249,
            5749,
            3500
        ],
        [
            61.443229,
            61.44323,
            78.109896,
            61.44323,
            61.44323,
            78.109896
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401646,
            360967,
            -98592,
            -314580,
            -116718,
            -577214
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9593,
    "evaluation_days": 1598.83,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624867200000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760049495038,
    "expiration_time": 1764184176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 242,
            "offset": 0,
            "multiplier": 3.34413
        }
    }
}

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)