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Trade: MASK/USDT/480/SMA/WMA/2478

Strategy
MASK/USDT/480/SMA/WMA/2478
Pair
MASK_USDT
Interval
8h
Score
506945
Daily Profit
0.282804
Profit Factor
1.776334
Profitability
74.117647
Streak
90.656155
Best Strategy
Training Data Length
1601.330000
Evaluation Time
2025-10-12 10:44
Expiration Time
2025-11-29 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452861.9952 277779.7612 175082.2339 -324089.4907 40293.5407 -364383.0314
Total P&L (%) 452.862 277.7798 175.0822 -324.0895 40.2935 -364.383
Avg Daily Profit (%) 0.2828 0.1735 0.1093 0 0.0211 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127635 -123109 -110018 -390300 -122736 -400135
Profit Factor 1.7763 1.9249 1.6187 0.6782 1.0993 0.3939
Total Trades 85 42 43 85 42 43
Winning Trades 63 29 34 23 14 9
Losing Trades 22 13 9 62 28 34
Profitability (%) 74.1176 69.0476 79.0698 27.0588 33.3333 20.9302
Ratio Avg Win / Avg Loss 0.6203 0.8629 0.4285 1.8281 2.1986 1.4882
Largest Winning Trade 71893 71893 35752 115313 115313 55990
Largest Losing Trade -110018 -66826 -110018 -182863 -39582 -182863
Avg Bars in Trades 54 62 46 54 62 46
Avg Bars in Winners 31 31 31 111 123 92
Avg Bars in Losers 120 131 105 33 31 34
Bars Traded 4646 2628 2018 4646 2628 2018
Profit Streak 90.6562 90.6562 122.6562 0 0 0
Trades During Streak 7 3 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506945 437221 -41533 -598513 -283436 -626812
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4804,
    "evaluation_days": 1601.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625328000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760255091762,
    "expiration_time": 1764377856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 120,
            "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": [
        [
            452861.9951709833,
            277779.7612316466,
            175082.2339393366,
            -324089.4906844564,
            40293.5407046867,
            -364383.0313891433
        ],
        [
            452.861995,
            277.779761,
            175.082234,
            -324.089491,
            40.293541,
            -364.383031
        ],
        [
            0.282804,
            0.173468,
            0.109336,
            0,
            0.021145,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127635,
            -123109,
            -110018,
            -390300,
            -122736,
            -400135
        ],
        [
            1.776334,
            1.924913,
            1.618659,
            0.678165,
            1.099297,
            0.393922
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            63,
            29,
            34,
            23,
            14,
            9
        ],
        [
            22,
            13,
            9,
            62,
            28,
            34
        ],
        [
            74.117647,
            69.047619,
            79.069767,
            27.058824,
            33.333333,
            20.930233
        ],
        [
            0.620307,
            0.862892,
            0.428469,
            1.828097,
            2.198593,
            1.48815
        ],
        [
            71893,
            71893,
            35752,
            115313,
            115313,
            55990
        ],
        [
            -110018,
            -66826,
            -110018,
            -182863,
            -39582,
            -182863
        ],
        [
            54,
            62,
            46,
            54,
            62,
            46
        ],
        [
            31,
            31,
            31,
            111,
            123,
            92
        ],
        [
            120,
            131,
            105,
            33,
            31,
            34
        ],
        [
            4646,
            2628,
            2018,
            4646,
            2628,
            2018
        ],
        [
            90.656155,
            90.656155,
            122.656155,
            0,
            0,
            0
        ],
        [
            7,
            3,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506945,
            437221,
            -41533,
            -598513,
            -283436,
            -626812
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4804,
    "evaluation_days": 1601.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625328000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760255091762,
    "expiration_time": 1764377856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 120,
            "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)