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Trade: MASK/USDT/720/PWMA/HWMA/3113

Strategy
MASK/USDT/720/PWMA/HWMA/3113
Pair
MASK_USDT
Interval
12h
Score
441540
Daily Profit
0.157072
Profit Factor
1.690091
Profitability
58.510638
Streak
72.628780
Best Strategy
Training Data Length
1590.500000
Evaluation Time
2025-10-01 06:05
Expiration Time
2025-11-17 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 408815.6225 334741.6689 74073.9537 -290177.7999 1113722.0973 -1403899.8972
Total P&L (%) 408.8156 334.7417 74.074 -290.1778 1113.7221 -1403.8999
Avg Daily Profit (%) 0.257 0.2105 0.0466 0 0.1571 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211068 -92593 -174585 -1756846 -361879 -1771280
Profit Factor 1.3926 1.6883 1.1335 0.9393 1.6901 0.5567
Total Trades 187 94 93 187 94 93
Winning Trades 102 48 54 99 55 44
Losing Trades 85 46 39 88 39 49
Profitability (%) 54.5455 51.0638 58.0645 52.9412 58.5106 47.3118
Ratio Avg Win / Avg Loss 1.1605 1.6179 0.8186 0.8349 1.1984 0.62
Largest Winning Trade 117449 117449 63607 805570 805570 202730
Largest Losing Trade -121614 -36531 -121614 -939206 -333653 -939206
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 17 16 16 17 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3082 1571 1511 3082 1571 1511
Profit Streak 0 0 0 31.6288 72.6288 31.6288
Trades During Streak 0 0 0 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381764 396777 -205053 -577682 441540 -581311
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3181,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287926593,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.46642
        }
    }
}
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": [
        [
            408815.6225491698,
            334741.6688890608,
            74073.9536601088,
            -290177.7999176407,
            1113722.0972523203,
            -1403899.8971699618
        ],
        [
            408.815623,
            334.741669,
            74.073954,
            -290.1778,
            1113.722097,
            -1403.899897
        ],
        [
            0.257036,
            0.210463,
            0.046573,
            0,
            0.157072,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211068,
            -92593,
            -174585,
            -1756846,
            -361879,
            -1771280
        ],
        [
            1.392607,
            1.688266,
            1.133484,
            0.939308,
            1.690091,
            0.556746
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            102,
            48,
            54,
            99,
            55,
            44
        ],
        [
            85,
            46,
            39,
            88,
            39,
            49
        ],
        [
            54.545455,
            51.06383,
            58.064516,
            52.941176,
            58.510638,
            47.311828
        ],
        [
            1.160506,
            1.617921,
            0.818627,
            0.83494,
            1.198428,
            0.620013
        ],
        [
            117449,
            117449,
            63607,
            805570,
            805570,
            202730
        ],
        [
            -121614,
            -36531,
            -121614,
            -939206,
            -333653,
            -939206
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3082,
            1571,
            1511,
            3082,
            1571,
            1511
        ],
        [
            0,
            0,
            0,
            31.62878,
            72.62878,
            31.62878
        ],
        [
            0,
            0,
            0,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381764,
            396777,
            -205053,
            -577682,
            441540,
            -581311
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3181,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287926593,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.46642
        }
    }
}

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)