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Trade: MASK/USDT/360/PWMA/PWMA/2453

Strategy
MASK/USDT/360/PWMA/PWMA/2453
Pair
MASK_USDT
Interval
6h
Score
439477
Daily Profit
0.296586
Profit Factor
1.541625
Profitability
52.554745
Streak
145.176559
Best Strategy
Training Data Length
1592.500000
Evaluation Time
2025-10-03 19:14
Expiration Time
2025-11-20 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 472313.7617 432004.5417 40309.22 -612990.6748 -365489.5907 -247501.0841
Total P&L (%) 472.3138 432.0045 40.3092 -612.9907 -365.4896 -247.5011
Avg Daily Profit (%) 0.2966 0.2713 0.0253 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182068 -80590 -194196 -1396874 -1080548 -731260
Profit Factor 1.5416 2.1239 1.0827 0.855 0.8338 0.878
Total Trades 137 68 69 137 68 69
Winning Trades 72 35 37 64 33 31
Losing Trades 65 33 32 73 35 38
Profitability (%) 52.5547 51.4706 53.6232 46.7153 48.5294 44.9275
Ratio Avg Win / Avg Loss 1.3917 2.0026 0.9364 0.9753 0.8844 1.0763
Largest Winning Trade 372015 372015 53061 552815 333728 552815
Largest Losing Trade -163012 -51023 -163012 -533697 -533697 -254520
Avg Bars in Trades 45 50 40 45 50 40
Avg Bars in Winners 44 48 41 44 50 37
Avg Bars in Losers 45 52 39 46 49 43
Bars Traded 6215 3408 2807 6215 3408 2807
Profit Streak 145.1766 155.6766 145.1766 0 0 0
Trades During Streak 8 4 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439477 -95337 -392349 -581692 -690808 -683042
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6370,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624795200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759508054702,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 134,
            "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": [
        [
            472313.7616939604,
            432004.5417331277,
            40309.2199608322,
            -612990.6747916642,
            -365489.5906953349,
            -247501.0840963296
        ],
        [
            472.313762,
            432.004542,
            40.30922,
            -612.990675,
            -365.489591,
            -247.501084
        ],
        [
            0.296586,
            0.271274,
            0.025312,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182068,
            -80590,
            -194196,
            -1396874,
            -1080548,
            -731260
        ],
        [
            1.541625,
            2.12394,
            1.082658,
            0.855043,
            0.833816,
            0.878047
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            72,
            35,
            37,
            64,
            33,
            31
        ],
        [
            65,
            33,
            32,
            73,
            35,
            38
        ],
        [
            52.554745,
            51.470588,
            53.623188,
            46.715328,
            48.529412,
            44.927536
        ],
        [
            1.391745,
            2.002572,
            0.936353,
            0.975283,
            0.88435,
            1.076315
        ],
        [
            372015,
            372015,
            53061,
            552815,
            333728,
            552815
        ],
        [
            -163012,
            -51023,
            -163012,
            -533697,
            -533697,
            -254520
        ],
        [
            45,
            50,
            40,
            45,
            50,
            40
        ],
        [
            44,
            48,
            41,
            44,
            50,
            37
        ],
        [
            45,
            52,
            39,
            46,
            49,
            43
        ],
        [
            6215,
            3408,
            2807,
            6215,
            3408,
            2807
        ],
        [
            145.176559,
            155.676559,
            145.176559,
            0,
            0,
            0
        ],
        [
            8,
            4,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439477,
            -95337,
            -392349,
            -581692,
            -690808,
            -683042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6370,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624795200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759508054702,
    "expiration_time": 1763620560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 134,
            "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)