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Trade: MASK/USDT/360/PWMA/PWMA/8001

Strategy
MASK/USDT/360/PWMA/PWMA/8001
Pair
MASK_USDT
Interval
6h
Score
558221
Daily Profit
0.385919
Profit Factor
2.073469
Profitability
55.434783
Streak
40.702273
Best Strategy
Training Data Length
1592.000000
Evaluation Time
2025-10-03 07:51
Expiration Time
2025-11-19 20:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 614383.3526 450462.2341 163921.1185 599334.8246 344820.1789 254514.6457
Total P&L (%) 614.3834 450.4622 163.9211 599.3348 344.8202 254.5146
Avg Daily Profit (%) 0.3859 0.283 0.103 0.1222 0.0938 0.0795
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132982 -82038 -112254 -877996 -663153 -318698
Profit Factor 2.0735 2.5564 1.5794 1.2536 1.2777 1.2269
Total Trades 92 46 46 92 46 46
Winning Trades 51 24 27 51 24 27
Losing Trades 41 22 19 41 22 19
Profitability (%) 55.4348 52.1739 58.6957 55.4348 52.1739 58.6957
Ratio Avg Win / Avg Loss 1.6669 2.3434 1.1114 1.0078 1.1712 0.8633
Largest Winning Trade 316837 316837 35666 358300 358300 191820
Largest Losing Trade -68256 -45320 -68256 -325390 -325390 -313453
Avg Bars in Trades 66 72 59 66 72 59
Avg Bars in Winners 57 60 55 57 60 55
Avg Bars in Losers 76 85 65 76 85 65
Bars Traded 6078 3341 2737 6078 3341 2737
Profit Streak 40.7023 40.7023 139.2023 40.7023 40.7023 139.2023
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 558221 507898 -51175 -27658 -66896 -86246
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6368,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626177600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759467076367,
    "expiration_time": 1763576064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "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": [
        [
            614383.3525610773,
            450462.2340960238,
            163921.1184650533,
            599334.8245905475,
            344820.1789028018,
            254514.6456877452
        ],
        [
            614.383353,
            450.462234,
            163.921118,
            599.334825,
            344.820179,
            254.514646
        ],
        [
            0.385919,
            0.282954,
            0.102966,
            0.122245,
            0.093794,
            0.079528
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132982,
            -82038,
            -112254,
            -877996,
            -663153,
            -318698
        ],
        [
            2.073469,
            2.556418,
            1.579406,
            1.253555,
            1.277672,
            1.226859
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            55.434783,
            52.173913,
            58.695652,
            55.434783,
            52.173913,
            58.695652
        ],
        [
            1.666906,
            2.343383,
            1.111434,
            1.00776,
            1.1712,
            0.863346
        ],
        [
            316837,
            316837,
            35666,
            358300,
            358300,
            191820
        ],
        [
            -68256,
            -45320,
            -68256,
            -325390,
            -325390,
            -313453
        ],
        [
            66,
            72,
            59,
            66,
            72,
            59
        ],
        [
            57,
            60,
            55,
            57,
            60,
            55
        ],
        [
            76,
            85,
            65,
            76,
            85,
            65
        ],
        [
            6078,
            3341,
            2737,
            6078,
            3341,
            2737
        ],
        [
            40.702273,
            40.702273,
            139.202273,
            40.702273,
            40.702273,
            139.202273
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            558221,
            507898,
            -51175,
            -27658,
            -66896,
            -86246
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6368,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626177600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759467076367,
    "expiration_time": 1763576064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "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)