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Trade: MASK/USDT/120/SINWMA/WMA/2678

Strategy
MASK/USDT/120/SINWMA/WMA/2678
Pair
MASK_USDT
Interval
2h
Score
328278
Daily Profit
0.235991
Profit Factor
1.777759
Profitability
45.238095
Streak
0.000000
Best Strategy
Training Data Length
1589.000000
Evaluation Time
2025-09-30 13:16
Expiration Time
2025-11-26 14:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373085.4739 374988.9485 -1903.4746 -80414.9704 142495.0455 -222910.0159
Total P&L (%) 373.0855 374.9889 -1.9035 -80.415 142.495 -222.91
Avg Daily Profit (%) 0.2348 0.236 -0.0012 -0.1026 0.0558 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -212675 -122181 -160507 -528944 -208527 -387267
Profit Factor 1.3428 1.7778 0.9969 0.9447 1.2427 0.743
Total Trades 169 84 85 169 84 85
Winning Trades 81 38 43 81 38 43
Losing Trades 88 46 42 88 46 42
Profitability (%) 47.929 45.2381 50.5882 47.929 45.2381 50.5882
Ratio Avg Win / Avg Loss 1.4589 2.152 0.9737 1.0264 1.5044 0.7257
Largest Winning Trade 329167 329167 52650 216737 216737 105067
Largest Losing Trade -80564 -36871 -80564 -178054 -83882 -178054
Avg Bars in Trades 110 119 101 110 119 101
Avg Bars in Winners 122 135 111 122 135 111
Avg Bars in Losers 99 105 92 99 105 92
Bars Traded 18683 10022 8661 18683 10022 8661
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 300381 328278 -581028 -579031 -119793 -581028
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19068,
    "evaluation_days": 1589,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623686400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227379880,
    "expiration_time": 1764161625600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 246,
            "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": [
        [
            373085.4739160952,
            374988.9485256585,
            -1903.4746095634,
            -80414.9704203324,
            142495.0454694519,
            -222910.0158897844
        ],
        [
            373.085474,
            374.988949,
            -1.903475,
            -80.41497,
            142.495045,
            -222.910016
        ],
        [
            0.234793,
            0.235991,
            -0.001198,
            -0.102553,
            0.055762,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -212675,
            -122181,
            -160507,
            -528944,
            -208527,
            -387267
        ],
        [
            1.342831,
            1.777759,
            0.99686,
            0.944711,
            1.242742,
            0.743024
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            88,
            46,
            42,
            88,
            46,
            42
        ],
        [
            47.928994,
            45.238095,
            50.588235,
            47.928994,
            45.238095,
            50.588235
        ],
        [
            1.458878,
            2.152024,
            0.973677,
            1.026353,
            1.504371,
            0.725744
        ],
        [
            329167,
            329167,
            52650,
            216737,
            216737,
            105067
        ],
        [
            -80564,
            -36871,
            -80564,
            -178054,
            -83882,
            -178054
        ],
        [
            110,
            119,
            101,
            110,
            119,
            101
        ],
        [
            122,
            135,
            111,
            122,
            135,
            111
        ],
        [
            99,
            105,
            92,
            99,
            105,
            92
        ],
        [
            18683,
            10022,
            8661,
            18683,
            10022,
            8661
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300381,
            328278,
            -581028,
            -579031,
            -119793,
            -581028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19068,
    "evaluation_days": 1589,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623686400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227379880,
    "expiration_time": 1764161625600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 246,
            "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)