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Trade: MASK/USDT/240/WMA/PWMA/5740

Strategy
MASK/USDT/240/WMA/PWMA/5740
Pair
MASK_USDT
Interval
4h
Score
363355
Daily Profit
0.199594
Profit Factor
1.375661
Profitability
63.461538
Streak
23.596546
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 316057.7987 253644.6186 62413.1801 -621501.8094 6427.1074 -627928.9168
Total P&L (%) 316.0578 253.6446 62.4132 -621.5018 6.4271 -627.9289
Avg Daily Profit (%) 0.1996 0.1602 0.0394 0 0.0039 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174850 -114524 -174504 -1555934 -911669 -1146016
Profit Factor 1.3757 1.6059 1.1477 0.8545 1.003 0.7047
Total Trades 156 78 78 156 78 78
Winning Trades 99 47 52 68 37 31
Losing Trades 57 31 26 88 41 47
Profitability (%) 63.4615 60.2564 66.6667 43.5897 47.4359 39.7436
Ratio Avg Win / Avg Loss 0.792 1.0592 0.5738 1.1058 1.1114 1.0684
Largest Winning Trade 88787 88787 33136 245489 245489 132282
Largest Losing Trade -150194 -56725 -150194 -681257 -255183 -681257
Avg Bars in Trades 58 58 58 58 58 58
Avg Bars in Winners 44 43 44 69 67 71
Avg Bars in Losers 84 82 85 50 51 49
Bars Traded 9145 4583 4562 9145 4583 4562
Profit Streak 23.5965 23.5965 34.2632 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363355 -23096 -232009 -580786 -606025 -617558

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": 1624478400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896341546,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 179,
            "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": [
        [
            316057.7987166739,
            253644.6185870388,
            62413.1801296352,
            -621501.8094082884,
            6427.1073804186,
            -627928.9167887069
        ],
        [
            316.057799,
            253.644619,
            62.41318,
            -621.501809,
            6.427107,
            -627.928917
        ],
        [
            0.199594,
            0.16018,
            0.039415,
            0,
            0.003934,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174850,
            -114524,
            -174504,
            -1555934,
            -911669,
            -1146016
        ],
        [
            1.375661,
            1.605873,
            1.147656,
            0.854508,
            1.002996,
            0.704677
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            99,
            47,
            52,
            68,
            37,
            31
        ],
        [
            57,
            31,
            26,
            88,
            41,
            47
        ],
        [
            63.461538,
            60.25641,
            66.666667,
            43.589744,
            47.435897,
            39.74359
        ],
        [
            0.792047,
            1.059193,
            0.573828,
            1.105833,
            1.111428,
            1.068381
        ],
        [
            88787,
            88787,
            33136,
            245489,
            245489,
            132282
        ],
        [
            -150194,
            -56725,
            -150194,
            -681257,
            -255183,
            -681257
        ],
        [
            58,
            58,
            58,
            58,
            58,
            58
        ],
        [
            44,
            43,
            44,
            69,
            67,
            71
        ],
        [
            84,
            82,
            85,
            50,
            51,
            49
        ],
        [
            9145,
            4583,
            4562,
            9145,
            4583,
            4562
        ],
        [
            23.596546,
            23.596546,
            34.263212,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363355,
            -23096,
            -232009,
            -580786,
            -606025,
            -617558
        ]
    ]
}
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": 1624478400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758896341546,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 179,
            "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)