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Trade: MASK/USDT/480/WMA/ALMA/1972

Strategy
MASK/USDT/480/WMA/ALMA/1972
Pair
MASK_USDT
Interval
8h
Score
367961
Daily Profit
0.210712
Profit Factor
1.452277
Profitability
60.952381
Streak
56.474937
Best Strategy
Training Data Length
1600.000000
Evaluation Time
2025-10-10 22:23
Expiration Time
2025-11-27 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 337139.1365 261648.5829 75490.5536 -475724.326 321367.0723 -797091.3983
Total P&L (%) 337.1391 261.6486 75.4906 -475.7243 321.3671 -797.0914
Avg Daily Profit (%) 0.2107 0.1635 0.0472 0 0.0899 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155878 -94612 -154901 -4062724 -1459956 -2998130
Profit Factor 1.4523 1.7655 1.187 0.9497 1.0763 0.8481
Total Trades 105 53 52 105 53 52
Winning Trades 64 29 35 53 28 25
Losing Trades 41 24 17 52 25 27
Profitability (%) 60.9524 54.717 67.3077 50.4762 52.8302 48.0769
Ratio Avg Win / Avg Loss 0.9304 1.4611 0.5766 0.9318 0.961 0.916
Largest Winning Trade 112779 112779 38378 1155219 569678 1155219
Largest Losing Trade -141041 -30750 -141041 -1870348 -807283 -1870348
Avg Bars in Trades 43 38 49 43 38 49
Avg Bars in Winners 35 32 38 48 38 59
Avg Bars in Losers 56 45 71 39 38 39
Bars Traded 4600 2024 2576 4600 2024 2576
Profit Streak 56.4749 56.4749 72.8083 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367961 -168916 -323209 -580436 -390868 -761581
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4800,
    "evaluation_days": 1600,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626336000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760124234576,
    "expiration_time": 1764259200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 63,
            "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": [
        [
            337139.1364830039,
            261648.5828725159,
            75490.5536104881,
            -475724.3260106819,
            321367.0723078494,
            -797091.3983185313
        ],
        [
            337.139136,
            261.648583,
            75.490554,
            -475.724326,
            321.367072,
            -797.091398
        ],
        [
            0.210712,
            0.16353,
            0.047182,
            0,
            0.089936,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155878,
            -94612,
            -154901,
            -4062724,
            -1459956,
            -2998130
        ],
        [
            1.452277,
            1.765532,
            1.187024,
            0.94972,
            1.076278,
            0.848126
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            64,
            29,
            35,
            53,
            28,
            25
        ],
        [
            41,
            24,
            17,
            52,
            25,
            27
        ],
        [
            60.952381,
            54.716981,
            67.307692,
            50.47619,
            52.830189,
            48.076923
        ],
        [
            0.930365,
            1.46113,
            0.576555,
            0.9318,
            0.960963,
            0.915976
        ],
        [
            112779,
            112779,
            38378,
            1155219,
            569678,
            1155219
        ],
        [
            -141041,
            -30750,
            -141041,
            -1870348,
            -807283,
            -1870348
        ],
        [
            43,
            38,
            49,
            43,
            38,
            49
        ],
        [
            35,
            32,
            38,
            48,
            38,
            59
        ],
        [
            56,
            45,
            71,
            39,
            38,
            39
        ],
        [
            4600,
            2024,
            2576,
            4600,
            2024,
            2576
        ],
        [
            56.474937,
            56.474937,
            72.80827,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367961,
            -168916,
            -323209,
            -580436,
            -390868,
            -761581
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4800,
    "evaluation_days": 1600,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626336000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760124234576,
    "expiration_time": 1764259200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 63,
            "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)