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Trade: MASK/USDT/360/PWMA/SUPERTREND/2574

Strategy
MASK/USDT/360/PWMA/SUPERTREND/2574
Pair
MASK_USDT
Interval
6h
Score
483362
Daily Profit
0.350628
Profit Factor
1.688594
Profitability
58.928571
Streak
68.343691
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 05:14
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 555219.1087 432434.9576 122784.1511 128467.4841 45680.9064 82786.5776
Total P&L (%) 555.2191 432.435 122.7842 128.4675 45.6809 82.7866
Avg Daily Profit (%) 0.3506 0.2731 0.0775 0.0522 0.0238 0.0381
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139114 -134979 -97613 -236040 -238120 -96146
Profit Factor 1.6886 1.943 1.3531 1.1064 1.0624 1.1741
Total Trades 112 56 56 112 56 56
Winning Trades 66 32 34 66 32 34
Losing Trades 46 24 22 46 24 22
Profitability (%) 58.9286 57.1429 60.7143 58.9286 57.1429 60.7143
Ratio Avg Win / Avg Loss 1.1769 1.4573 0.8755 0.7712 0.7968 0.7597
Largest Winning Trade 259128 259128 33547 78822 78822 53158
Largest Losing Trade -71861 -71861 -46667 -210011 -210011 -57826
Avg Bars in Trades 52 75 30 52 75 30
Avg Bars in Winners 43 59 28 43 59 28
Avg Bars in Losers 65 96 33 65 96 33
Bars Traded 5913 4210 1703 5913 4210 1703
Profit Streak 68.3437 0 116.3437 68.3437 0 116.3437
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483362 -168304 -267992 -226314 -495473 -349967

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6334,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625162400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852894914,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 217,
            "offset": 0,
            "multiplier": 4.77484
        }
    }
}
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": [
        [
            555219.1087307932,
            432434.9576062413,
            122784.151124552,
            128467.4840580977,
            45680.906440993,
            82786.5776171046
        ],
        [
            555.219109,
            432.434958,
            122.784151,
            128.467484,
            45.680906,
            82.786578
        ],
        [
            0.350628,
            0.273088,
            0.07754,
            0.052191,
            0.023763,
            0.038097
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139114,
            -134979,
            -97613,
            -236040,
            -238120,
            -96146
        ],
        [
            1.688594,
            1.943009,
            1.353093,
            1.10644,
            1.062445,
            1.174137
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            58.928571,
            57.142857,
            60.714286,
            58.928571,
            57.142857,
            60.714286
        ],
        [
            1.176899,
            1.457257,
            0.875531,
            0.771155,
            0.796834,
            0.759736
        ],
        [
            259128,
            259128,
            33547,
            78822,
            78822,
            53158
        ],
        [
            -71861,
            -71861,
            -46667,
            -210011,
            -210011,
            -57826
        ],
        [
            52,
            75,
            30,
            52,
            75,
            30
        ],
        [
            43,
            59,
            28,
            43,
            59,
            28
        ],
        [
            65,
            96,
            33,
            65,
            96,
            33
        ],
        [
            5913,
            4210,
            1703,
            5913,
            4210,
            1703
        ],
        [
            68.343691,
            0,
            116.343691,
            68.343691,
            0,
            116.343691
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483362,
            -168304,
            -267992,
            -226314,
            -495473,
            -349967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6334,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625162400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852894914,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 217,
            "offset": 0,
            "multiplier": 4.77484
        }
    }
}

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)