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Trade: MASK/USDT/240/WMA/MIDPOINT/1072

Strategy
MASK/USDT/240/WMA/MIDPOINT/1072
Pair
MASK_USDT
Interval
4h
Score
349782
Daily Profit
0.245435
Profit Factor
1.483758
Profitability
47.482014
Streak
0.000000
Best Strategy
Training Data Length
1590.500000
Evaluation Time
2025-10-01 17:46
Expiration Time
2025-11-18 07:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390364.6215 282256.1317 108108.4898 76304.7336 278142.7359 -201838.0022
Total P&L (%) 390.3646 282.2561 108.1085 76.3047 278.1427 -201.838
Avg Daily Profit (%) 0.2454 0.1775 0.068 0.0357 0.0837 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124545 -91855 -101986 -472032 -276510 -431418
Profit Factor 1.4838 1.6266 1.3033 1.0343 1.2429 0.8132
Total Trades 139 69 70 139 69 70
Winning Trades 66 34 32 66 34 32
Losing Trades 73 35 38 73 35 38
Profitability (%) 47.482 49.2754 45.7143 47.482 49.2754 45.7143
Ratio Avg Win / Avg Loss 1.6411 1.6745 1.5476 1.144 1.2794 0.9657
Largest Winning Trade 210392 210392 48105 276558 276558 125004
Largest Losing Trade -59369 -59369 -40359 -183931 -183931 -147517
Avg Bars in Trades 64 95 34 64 95 34
Avg Bars in Winners 75 99 50 75 99 50
Avg Bars in Losers 55 92 21 55 92 21
Bars Traded 9025 6599 2426 9025 6599 2426
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349782 -91731 -197088 -328689 -183760 -676902
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9543,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624291200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759329976343,
    "expiration_time": 1763442576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "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": [
        [
            390364.6215151321,
            282256.1317119312,
            108108.4898032008,
            76304.7336333253,
            278142.7358631716,
            -201838.0022298462
        ],
        [
            390.364622,
            282.256132,
            108.10849,
            76.304734,
            278.142736,
            -201.838002
        ],
        [
            0.245435,
            0.177464,
            0.067971,
            0.035658,
            0.083663,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124545,
            -91855,
            -101986,
            -472032,
            -276510,
            -431418
        ],
        [
            1.483758,
            1.626611,
            1.303255,
            1.034283,
            1.242856,
            0.813182
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            47.482014,
            49.275362,
            45.714286,
            47.482014,
            49.275362,
            45.714286
        ],
        [
            1.641126,
            1.674453,
            1.547615,
            1.14398,
            1.27941,
            0.965653
        ],
        [
            210392,
            210392,
            48105,
            276558,
            276558,
            125004
        ],
        [
            -59369,
            -59369,
            -40359,
            -183931,
            -183931,
            -147517
        ],
        [
            64,
            95,
            34,
            64,
            95,
            34
        ],
        [
            75,
            99,
            50,
            75,
            99,
            50
        ],
        [
            55,
            92,
            21,
            55,
            92,
            21
        ],
        [
            9025,
            6599,
            2426,
            9025,
            6599,
            2426
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349782,
            -91731,
            -197088,
            -328689,
            -183760,
            -676902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9543,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624291200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759329976343,
    "expiration_time": 1763442576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "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)