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Trade: MASK/USDT/120/PWMA/VWMA/6049

Strategy
MASK/USDT/120/PWMA/VWMA/6049
Pair
MASK_USDT
Interval
2h
Score
305229
Daily Profit
0.242889
Profit Factor
1.487444
Profitability
42.857143
Streak
11.055915
Best Strategy
Training Data Length
1591.500000
Evaluation Time
2025-10-03 00:20
Expiration Time
2025-11-29 05:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310746.2733 386558.3046 -75812.0312 -92870.404 -221867.2232 128996.8192
Total P&L (%) 310.7463 386.5583 -75.812 -92.8704 -221.8672 128.9968
Avg Daily Profit (%) 0.1953 0.2429 -0.0476 -0.1658 0 0.0521
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -388493 -179708 -273725 -1863349 -1293440 -1076709
Profit Factor 1.2039 1.4874 0.8963 0.9865 0.947 1.0483
Total Trades 323 161 162 323 161 162
Winning Trades 146 69 77 146 69 77
Losing Trades 177 92 85 177 92 85
Profitability (%) 45.2012 42.8571 47.5309 45.2012 42.8571 47.5309
Ratio Avg Win / Avg Loss 1.4595 1.9833 0.9895 1.1959 1.2627 1.1572
Largest Winning Trade 371667 371667 45602 1106583 1106583 464799
Largest Losing Trade -52178 -47361 -52178 -607629 -607629 -322616
Avg Bars in Trades 57 73 42 57 73 42
Avg Bars in Winners 62 75 50 62 75 50
Avg Bars in Losers 54 71 35 54 71 35
Bars Traded 18723 11797 6926 18723 11797 6926
Profit Streak 0 11.0559 0 0 11.0559 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 248386 305229 -581445 -579288 -580960 -291490
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623225600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440031055,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 182,
            "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": [
        [
            310746.2733298136,
            386558.3045695871,
            -75812.0312397735,
            -92870.4040110061,
            -221867.2232389017,
            128996.8192278951
        ],
        [
            310.746273,
            386.558305,
            -75.812031,
            -92.870404,
            -221.867223,
            128.996819
        ],
        [
            0.195254,
            0.242889,
            -0.047636,
            -0.165801,
            0,
            0.052074
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -388493,
            -179708,
            -273725,
            -1863349,
            -1293440,
            -1076709
        ],
        [
            1.203853,
            1.487444,
            0.896337,
            0.986466,
            0.94703,
            1.048253
        ],
        [
            323,
            161,
            162,
            323,
            161,
            162
        ],
        [
            146,
            69,
            77,
            146,
            69,
            77
        ],
        [
            177,
            92,
            85,
            177,
            92,
            85
        ],
        [
            45.201238,
            42.857143,
            47.530864,
            45.201238,
            42.857143,
            47.530864
        ],
        [
            1.459466,
            1.983258,
            0.989463,
            1.195921,
            1.262707,
            1.157163
        ],
        [
            371667,
            371667,
            45602,
            1106583,
            1106583,
            464799
        ],
        [
            -52178,
            -47361,
            -52178,
            -607629,
            -607629,
            -322616
        ],
        [
            57,
            73,
            42,
            57,
            73,
            42
        ],
        [
            62,
            75,
            50,
            62,
            75,
            50
        ],
        [
            54,
            71,
            35,
            54,
            71,
            35
        ],
        [
            18723,
            11797,
            6926,
            18723,
            11797,
            6926
        ],
        [
            0,
            11.055915,
            0,
            0,
            11.055915,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            248386,
            305229,
            -581445,
            -579288,
            -580960,
            -291490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623225600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440031055,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 182,
            "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)