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Trade: MASK/USDT/240/PWMA/MIDPRICE/3828

Strategy
MASK/USDT/240/PWMA/MIDPRICE/3828
Pair
MASK_USDT
Interval
4h
Score
472193
Daily Profit
0.330646
Profit Factor
1.511193
Profitability
51.063830
Streak
28.929871
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 17:19
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523577.4889 472157.0689 51420.42 -156762.6111 200970.8198 -357733.4309
Total P&L (%) 523.5775 472.1571 51.4204 -156.7626 200.9708 -357.7334
Avg Daily Profit (%) 0.3306 0.2982 0.0325 0 0.0696 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205333 -153475 -153786 -1838263 -1049781 -1303900
Profit Factor 1.5112 1.882 1.1052 0.975 1.0579 0.8728
Total Trades 188 94 94 188 94 94
Winning Trades 96 47 49 95 47 48
Losing Trades 92 47 45 93 47 46
Profitability (%) 51.0638 50 52.1277 50.5319 50 51.0638
Ratio Avg Win / Avg Loss 1.4482 1.882 1.015 0.9545 1.0579 0.8365
Largest Winning Trade 382256 382256 46176 816865 816865 379087
Largest Losing Trade -111341 -39293 -111341 -373102 -322930 -373102
Avg Bars in Trades 48 64 32 48 64 32
Avg Bars in Winners 47 59 36 47 60 34
Avg Bars in Losers 49 69 28 50 68 30
Bars Traded 9155 6091 3064 9155 6091 3064
Profit Streak 28.9299 30.5965 28.9299 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472193 458305 -255064 -579724 -257097 -580943

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623988800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896340902,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 145,
            "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": [
        [
            523577.4889475177,
            472157.0689180635,
            51420.4200294543,
            -156762.6110846541,
            200970.8197872047,
            -357733.4308718587
        ],
        [
            523.577489,
            472.157069,
            51.42042,
            -156.762611,
            200.97082,
            -357.733431
        ],
        [
            0.330646,
            0.298173,
            0.032473,
            0,
            0.069607,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205333,
            -153475,
            -153786,
            -1838263,
            -1049781,
            -1303900
        ],
        [
            1.511193,
            1.881966,
            1.10518,
            0.975045,
            1.057936,
            0.872823
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            96,
            47,
            49,
            95,
            47,
            48
        ],
        [
            92,
            47,
            45,
            93,
            47,
            46
        ],
        [
            51.06383,
            50,
            52.12766,
            50.531915,
            50,
            51.06383
        ],
        [
            1.448226,
            1.881966,
            1.014961,
            0.954517,
            1.057936,
            0.836455
        ],
        [
            382256,
            382256,
            46176,
            816865,
            816865,
            379087
        ],
        [
            -111341,
            -39293,
            -111341,
            -373102,
            -322930,
            -373102
        ],
        [
            48,
            64,
            32,
            48,
            64,
            32
        ],
        [
            47,
            59,
            36,
            47,
            60,
            34
        ],
        [
            49,
            69,
            28,
            50,
            68,
            30
        ],
        [
            9155,
            6091,
            3064,
            9155,
            6091,
            3064
        ],
        [
            28.929871,
            30.596538,
            28.929871,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472193,
            458305,
            -255064,
            -579724,
            -257097,
            -580943
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623988800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896340902,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 145,
            "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)