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Trade: MASK/USDT/720/PWMA/MIDPRICE/6751

Strategy
MASK/USDT/720/PWMA/MIDPRICE/6751
Pair
MASK_USDT
Interval
12h
Score
513672
Daily Profit
0.392649
Profit Factor
1.517844
Profitability
51.046025
Streak
24.281755
Best Strategy
Training Data Length
1592.500000
Evaluation Time
2025-10-03 09:45
Expiration Time
2025-11-19 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625293.236 523324.3276 101968.9084 115741.507 990857.3963 -875115.8893
Total P&L (%) 625.2932 523.3243 101.9689 115.7415 990.8574 -875.1159
Avg Daily Profit (%) 0.3926 0.3286 0.064 0.0483 0.1502 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208206 -114167 -168135 -7588215 -3143685 -4699169
Profit Factor 1.5178 1.8095 1.1818 1.0046 1.0713 0.922
Total Trades 239 119 120 239 119 120
Winning Trades 122 59 63 122 59 63
Losing Trades 117 60 57 117 60 57
Profitability (%) 51.046 49.5798 52.5 51.046 49.5798 52.5
Ratio Avg Win / Avg Loss 1.4556 1.8401 1.0692 0.9634 1.0894 0.8342
Largest Winning Trade 371278 371278 46348 4717284 4717284 1786789
Largest Losing Trade -54866 -38573 -54866 -1780168 -1780168 -1347210
Avg Bars in Trades 12 16 9 12 16 9
Avg Bars in Winners 14 18 10 14 18 10
Avg Bars in Losers 11 14 8 11 14 8
Bars Traded 3062 1968 1094 3062 1968 1094
Profit Streak 24.2818 31.7818 24.2818 24.2818 31.7818 24.2818
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 513672 500467 -126615 -342368 -133176 -579382
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3185,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623110400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473943614,
    "expiration_time": 1763577360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "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": [
        [
            625293.2360285588,
            523324.3275901533,
            101968.9084384059,
            115741.5070115832,
            990857.3962835432,
            -875115.8892719626
        ],
        [
            625.293236,
            523.324328,
            101.968908,
            115.741507,
            990.857396,
            -875.115889
        ],
        [
            0.392649,
            0.328618,
            0.064031,
            0.048295,
            0.150163,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208206,
            -114167,
            -168135,
            -7588215,
            -3143685,
            -4699169
        ],
        [
            1.517844,
            1.80945,
            1.181771,
            1.004608,
            1.071279,
            0.921991
        ],
        [
            239,
            119,
            120,
            239,
            119,
            120
        ],
        [
            122,
            59,
            63,
            122,
            59,
            63
        ],
        [
            117,
            60,
            57,
            117,
            60,
            57
        ],
        [
            51.046025,
            49.579832,
            52.5,
            51.046025,
            49.579832,
            52.5
        ],
        [
            1.455637,
            1.840119,
            1.069221,
            0.963435,
            1.089436,
            0.834182
        ],
        [
            371278,
            371278,
            46348,
            4717284,
            4717284,
            1786789
        ],
        [
            -54866,
            -38573,
            -54866,
            -1780168,
            -1780168,
            -1347210
        ],
        [
            12,
            16,
            9,
            12,
            16,
            9
        ],
        [
            14,
            18,
            10,
            14,
            18,
            10
        ],
        [
            11,
            14,
            8,
            11,
            14,
            8
        ],
        [
            3062,
            1968,
            1094,
            3062,
            1968,
            1094
        ],
        [
            24.281755,
            31.781755,
            24.281755,
            24.281755,
            31.781755,
            24.281755
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513672,
            500467,
            -126615,
            -342368,
            -133176,
            -579382
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3185,
    "evaluation_days": 1592.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623110400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473943614,
    "expiration_time": 1763577360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "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)