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Trade: MASK/USDT/60/PWMA/MIDPOINT/1980

Strategy
MASK/USDT/60/PWMA/MIDPOINT/1980
Pair
MASK_USDT
Interval
1h
Score
328305
Daily Profit
0.238691
Profit Factor
1.282312
Profitability
48.520710
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 21:20
Expiration Time
2025-12-24 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248637.2036 172312.0048 76325.1988 178408.3501 220673.1482 -42264.798
Total P&L (%) 248.6372 172.312 76.3252 178.4084 220.6731 -42.2648
Avg Daily Profit (%) 0.2387 0.1654 0.0733 0.0983 0.1119 -0.0527
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127255 -81111 -95526 -470479 -263785 -347486
Profit Factor 1.2823 1.4248 1.1607 1.0639 1.175 0.9724
Total Trades 338 169 169 338 169 169
Winning Trades 164 81 83 164 81 83
Losing Trades 174 88 86 174 88 86
Profitability (%) 48.5207 47.929 49.1124 48.5207 47.929 49.1124
Ratio Avg Win / Avg Loss 1.3605 1.548 1.2026 1.1287 1.2765 1.0076
Largest Winning Trade 63367 63367 41176 176671 176671 160401
Largest Losing Trade -32111 -32111 -29827 -196729 -196729 -172694
Avg Bars in Trades 72 81 62 72 81 62
Avg Bars in Winners 75 86 64 75 86 64
Avg Bars in Losers 68 76 60 68 76 60
Bars Traded 24410 13801 10609 24410 13801 10609
Profit Streak 0 0 8.3474 0 0 8.3474
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328305 317072 -138265 -210777 -72118 -578454
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670119200000,
    "first_datapoint_time": 1670968800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760120417409,
    "expiration_time": 1766599200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "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": [
        [
            248637.2035766493,
            172312.0048174685,
            76325.1987591805,
            178408.3501234428,
            220673.1481637219,
            -42264.7980402794
        ],
        [
            248.637204,
            172.312005,
            76.325199,
            178.40835,
            220.673148,
            -42.264798
        ],
        [
            0.238691,
            0.165419,
            0.073272,
            0.098344,
            0.111926,
            -0.052719
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127255,
            -81111,
            -95526,
            -470479,
            -263785,
            -347486
        ],
        [
            1.282312,
            1.424818,
            1.16065,
            1.063853,
            1.17496,
            0.972425
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            164,
            81,
            83,
            164,
            81,
            83
        ],
        [
            174,
            88,
            86,
            174,
            88,
            86
        ],
        [
            48.52071,
            47.928994,
            49.112426,
            48.52071,
            47.928994,
            49.112426
        ],
        [
            1.360502,
            1.547951,
            1.202601,
            1.128723,
            1.2765,
            1.007573
        ],
        [
            63367,
            63367,
            41176,
            176671,
            176671,
            160401
        ],
        [
            -32111,
            -32111,
            -29827,
            -196729,
            -196729,
            -172694
        ],
        [
            72,
            81,
            62,
            72,
            81,
            62
        ],
        [
            75,
            86,
            64,
            75,
            86,
            64
        ],
        [
            68,
            76,
            60,
            68,
            76,
            60
        ],
        [
            24410,
            13801,
            10609,
            24410,
            13801,
            10609
        ],
        [
            0,
            0,
            8.347424,
            0,
            0,
            8.347424
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328305,
            317072,
            -138265,
            -210777,
            -72118,
            -578454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670119200000,
    "first_datapoint_time": 1670968800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760120417409,
    "expiration_time": 1766599200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "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)