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Trade: MASK/USDT/480/PWMA/SINWMA/9646

Strategy
MASK/USDT/480/PWMA/SINWMA/9646
Pair
MASK_USDT
Interval
8h
Score
417057
Daily Profit
0.188478
Profit Factor
1.932806
Profitability
56.818182
Streak
47.841689
Best Strategy
Training Data Length
1597.670000
Evaluation Time
2025-10-08 15:12
Expiration Time
2025-11-25 08:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 271478.8931 301126.1366 -29647.2435 -210072.1733 -1255.2882 -208816.8851
Total P&L (%) 271.4789 301.1261 -29.6472 -210.0722 -1.2553 -208.8169
Avg Daily Profit (%) 0.1699 0.1885 -0.0186 0 -0.0008 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -238116 -111935 -192542 -260597 -132744 -217602
Profit Factor 1.3547 1.9328 0.933 0.7193 0.9958 0.5342
Total Trades 89 44 45 89 44 45
Winning Trades 52 25 27 36 20 16
Losing Trades 37 19 18 53 24 29
Profitability (%) 58.427 56.8182 60 40.4494 45.4545 35.5556
Ratio Avg Win / Avg Loss 0.9639 1.4689 0.622 1.059 1.195 0.9683
Largest Winning Trade 297797 297797 41655 77080 47198 77080
Largest Losing Trade -157592 -65122 -157592 -146690 -53427 -146690
Avg Bars in Trades 51 59 44 51 59 44
Avg Bars in Winners 44 49 40 59 69 47
Avg Bars in Losers 61 72 50 46 50 42
Bars Traded 4597 2606 1991 4597 2606 1991
Profit Streak 46.175 47.8417 46.175 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303606 417057 -578858 -582587 -580820 -586329
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4793,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625443200000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759925521929,
    "expiration_time": 1764051552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "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": [
        [
            271478.8930531588,
            301126.1365814024,
            -29647.2435282436,
            -210072.1732999719,
            -1255.2881858112,
            -208816.8851141607
        ],
        [
            271.478893,
            301.126137,
            -29.647244,
            -210.072173,
            -1.255288,
            -208.816885
        ],
        [
            0.169922,
            0.188478,
            -0.018557,
            0,
            -0.000791,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -238116,
            -111935,
            -192542,
            -260597,
            -132744,
            -217602
        ],
        [
            1.354691,
            1.932806,
            0.933012,
            0.719288,
            0.995816,
            0.534209
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            52,
            25,
            27,
            36,
            20,
            16
        ],
        [
            37,
            19,
            18,
            53,
            24,
            29
        ],
        [
            58.426966,
            56.818182,
            60,
            40.449438,
            45.454545,
            35.555556
        ],
        [
            0.963915,
            1.468932,
            0.622008,
            1.058951,
            1.19498,
            0.968254
        ],
        [
            297797,
            297797,
            41655,
            77080,
            47198,
            77080
        ],
        [
            -157592,
            -65122,
            -157592,
            -146690,
            -53427,
            -146690
        ],
        [
            51,
            59,
            44,
            51,
            59,
            44
        ],
        [
            44,
            49,
            40,
            59,
            69,
            47
        ],
        [
            61,
            72,
            50,
            46,
            50,
            42
        ],
        [
            4597,
            2606,
            1991,
            4597,
            2606,
            1991
        ],
        [
            46.175022,
            47.841689,
            46.175022,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303606,
            417057,
            -578858,
            -582587,
            -580820,
            -586329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4793,
    "evaluation_days": 1597.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625443200000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759925521929,
    "expiration_time": 1764051552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "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)