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Trade: MASK/USDT/120/PWMA/MIDPRICE/9837

Strategy
MASK/USDT/120/PWMA/MIDPRICE/9837
Pair
MASK_USDT
Interval
2h
Score
318808
Daily Profit
0.176381
Profit Factor
1.212504
Profitability
50.282486
Streak
0.000000
Best Strategy
Training Data Length
1591.830000
Evaluation Time
2025-10-03 07:31
Expiration Time
2025-11-29 13:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 280768.2494 254485.6071 26282.6423 -58252.5829 -39997.7762 -18254.8067
Total P&L (%) 280.7682 254.4856 26.2826 -58.2526 -39.9978 -18.2548
Avg Daily Profit (%) 0.1764 0.1599 0.0165 -0.0549 -0.0321 -0.0127
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161645 -181902 -92988 -419071 -441516 -167679
Profit Factor 1.2125 1.3837 1.0399 0.9594 0.9496 0.9716
Total Trades 354 177 177 354 177 177
Winning Trades 178 87 91 178 87 91
Losing Trades 176 90 86 176 90 86
Profitability (%) 50.2825 49.1525 51.4124 50.2825 49.1525 51.4124
Ratio Avg Win / Avg Loss 1.1989 1.4314 0.9828 0.9487 0.9824 0.9182
Largest Winning Trade 124650 124650 36398 133951 133951 69989
Largest Losing Trade -72752 -46248 -72752 -153177 -153177 -106071
Avg Bars in Trades 52 65 39 52 65 39
Avg Bars in Winners 48 57 39 48 57 39
Avg Bars in Losers 56 73 39 56 73 39
Bars Traded 18559 11609 6949 18559 11609 6949
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318808 284941 -351928 -578890 -580736 -580223
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19102,
    "evaluation_days": 1591.83,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623096000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759465862848,
    "expiration_time": 1764415238400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "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": [
        [
            280768.2494454153,
            254485.6071303266,
            26282.6423150892,
            -58252.5828946948,
            -39997.7761551014,
            -18254.8067395934
        ],
        [
            280.768249,
            254.485607,
            26.282642,
            -58.252583,
            -39.997776,
            -18.254807
        ],
        [
            0.176381,
            0.15987,
            0.016511,
            -0.054861,
            -0.032083,
            -0.012662
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161645,
            -181902,
            -92988,
            -419071,
            -441516,
            -167679
        ],
        [
            1.212504,
            1.383651,
            1.039949,
            0.959432,
            0.94962,
            0.971565
        ],
        [
            354,
            177,
            177,
            354,
            177,
            177
        ],
        [
            178,
            87,
            91,
            178,
            87,
            91
        ],
        [
            176,
            90,
            86,
            176,
            90,
            86
        ],
        [
            50.282486,
            49.152542,
            51.412429,
            50.282486,
            49.152542,
            51.412429
        ],
        [
            1.19888,
            1.431363,
            0.982809,
            0.948652,
            0.982366,
            0.918183
        ],
        [
            124650,
            124650,
            36398,
            133951,
            133951,
            69989
        ],
        [
            -72752,
            -46248,
            -72752,
            -153177,
            -153177,
            -106071
        ],
        [
            52,
            65,
            39,
            52,
            65,
            39
        ],
        [
            48,
            57,
            39,
            48,
            57,
            39
        ],
        [
            56,
            73,
            39,
            56,
            73,
            39
        ],
        [
            18559,
            11609,
            6949,
            18559,
            11609,
            6949
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318808,
            284941,
            -351928,
            -578890,
            -580736,
            -580223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19102,
    "evaluation_days": 1591.83,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623096000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759465862848,
    "expiration_time": 1764415238400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "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)