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Trade: MASK/USDT/120/SINWMA/PWMA/9350

Strategy
MASK/USDT/120/SINWMA/PWMA/9350
Pair
MASK_USDT
Interval
2h
Score
343673
Daily Profit
0.152322
Profit Factor
1.249717
Profitability
49.387755
Streak
21.164288
Best Strategy
Training Data Length
1587.750000
Evaluation Time
2025-09-29 06:56
Expiration Time
2025-11-25 07:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 241848.5961 204696.9947 37151.6014 -37892.8739 1881.0377 -39773.9117
Total P&L (%) 241.8486 204.697 37.1516 -37.8929 1.881 -39.7739
Avg Daily Profit (%) 0.1523 0.1289 0.0234 -0.03 0.0012 -0.0319
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193812 -183006 -88174 -133434 -137010 -112242
Profit Factor 1.2497 1.3989 1.0816 0.949 1.0051 0.8928
Total Trades 245 122 123 245 122 123
Winning Trades 121 58 63 121 58 63
Losing Trades 124 64 60 124 64 60
Profitability (%) 49.3878 47.541 51.2195 49.3878 47.541 51.2195
Ratio Avg Win / Avg Loss 1.2807 1.5437 1.0301 0.9725 1.109 0.8503
Largest Winning Trade 161159 161159 43015 41526 41526 26280
Largest Losing Trade -58448 -40967 -58448 -83049 -49828 -83049
Avg Bars in Trades 76 77 74 76 77 74
Avg Bars in Winners 62 59 64 62 59 64
Avg Bars in Losers 89 94 85 89 94 85
Bars Traded 18688 9485 9203 18688 9485 9203
Profit Streak 21.1643 29.2476 21.1643 21.1643 29.2476 21.1643
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343673 -18830 -293886 -578221 -571695 -579794
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19053,
    "evaluation_days": 1587.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623348000000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759118194535,
    "expiration_time": 1764049737600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "offset": 91
        }
    }
}
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": [
        [
            241848.5961032612,
            204696.9947039973,
            37151.6013992643,
            -37892.8739379447,
            1881.0377396349,
            -39773.9116775796
        ],
        [
            241.848596,
            204.696995,
            37.151601,
            -37.892874,
            1.881038,
            -39.773912
        ],
        [
            0.152322,
            0.128923,
            0.023399,
            -0.029995,
            0.001174,
            -0.031931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193812,
            -183006,
            -88174,
            -133434,
            -137010,
            -112242
        ],
        [
            1.249717,
            1.398942,
            1.081582,
            0.948955,
            1.005065,
            0.892787
        ],
        [
            245,
            122,
            123,
            245,
            122,
            123
        ],
        [
            121,
            58,
            63,
            121,
            58,
            63
        ],
        [
            124,
            64,
            60,
            124,
            64,
            60
        ],
        [
            49.387755,
            47.540984,
            51.219512,
            49.387755,
            47.540984,
            51.219512
        ],
        [
            1.280702,
            1.54366,
            1.030078,
            0.972482,
            1.109038,
            0.850273
        ],
        [
            161159,
            161159,
            43015,
            41526,
            41526,
            26280
        ],
        [
            -58448,
            -40967,
            -58448,
            -83049,
            -49828,
            -83049
        ],
        [
            76,
            77,
            74,
            76,
            77,
            74
        ],
        [
            62,
            59,
            64,
            62,
            59,
            64
        ],
        [
            89,
            94,
            85,
            89,
            94,
            85
        ],
        [
            18688,
            9485,
            9203,
            18688,
            9485,
            9203
        ],
        [
            21.164288,
            29.247622,
            21.164288,
            21.164289,
            29.247622,
            21.164289
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343673,
            -18830,
            -293886,
            -578221,
            -571695,
            -579794
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19053,
    "evaluation_days": 1587.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623348000000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759118194535,
    "expiration_time": 1764049737600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "offset": 91
        }
    }
}

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)