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Trade: MASK/USDT/120/WMA/MIDPRICE/8866

Strategy
MASK/USDT/120/WMA/MIDPRICE/8866
Pair
MASK_USDT
Interval
2h
Score
412953
Daily Profit
0.240715
Profit Factor
1.409719
Profitability
53.750000
Streak
74.027363
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-26 13:39
Expiration Time
2025-11-20 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381111.3599 348180.6659 32930.694 -70411.357 120430.2099 -190841.5668
Total P&L (%) 381.1114 348.1807 32.9307 -70.4114 120.4302 -190.8416
Avg Daily Profit (%) 0.2407 0.2199 0.0208 -0.0769 0.0499 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223536 -134961 -141488 -1085970 -438767 -820146
Profit Factor 1.4097 1.7083 1.0751 0.9785 1.0757 0.8868
Total Trades 160 80 80 160 80 80
Winning Trades 86 42 44 86 42 44
Losing Trades 74 38 36 74 38 36
Profitability (%) 53.75 52.5 55 53.75 52.5 55
Ratio Avg Win / Avg Loss 1.213 1.5456 0.8796 0.842 0.9733 0.7256
Largest Winning Trade 357939 357939 35395 401965 401965 184245
Largest Losing Trade -80627 -52573 -80627 -275280 -184659 -275280
Avg Bars in Trades 112 154 70 112 154 70
Avg Bars in Winners 115 153 79 115 153 79
Avg Bars in Losers 108 155 58 108 155 58
Bars Traded 18001 12368 5633 18001 12368 5633
Profit Streak 74.0274 74.0274 76.694 74.0274 74.0274 76.694
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412953 -7139 -325378 -578030 -283283 -598623

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623564000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883164175,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 229,
            "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": [
        [
            381111.3598667003,
            348180.6658695706,
            32930.6939971294,
            -70411.3569628832,
            120430.2098616688,
            -190841.5668245514
        ],
        [
            381.11136,
            348.180666,
            32.930694,
            -70.411357,
            120.43021,
            -190.841567
        ],
        [
            0.240715,
            0.219915,
            0.020799,
            -0.076887,
            0.049936,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223536,
            -134961,
            -141488,
            -1085970,
            -438767,
            -820146
        ],
        [
            1.409719,
            1.708324,
            1.075078,
            0.978507,
            1.075731,
            0.886792
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            86,
            42,
            44,
            86,
            42,
            44
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            53.75,
            52.5,
            55,
            53.75,
            52.5,
            55
        ],
        [
            1.213014,
            1.545627,
            0.879609,
            0.841971,
            0.97328,
            0.725557
        ],
        [
            357939,
            357939,
            35395,
            401965,
            401965,
            184245
        ],
        [
            -80627,
            -52573,
            -80627,
            -275280,
            -184659,
            -275280
        ],
        [
            112,
            154,
            70,
            112,
            154,
            70
        ],
        [
            115,
            153,
            79,
            115,
            153,
            79
        ],
        [
            108,
            155,
            58,
            108,
            155,
            58
        ],
        [
            18001,
            12368,
            5633,
            18001,
            12368,
            5633
        ],
        [
            74.027363,
            74.027363,
            76.69403,
            74.027363,
            74.027363,
            76.69403
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412953,
            -7139,
            -325378,
            -578030,
            -283283,
            -598623
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623564000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883164175,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 229,
            "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)