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Trade: MASK/USDT/720/PWMA/TEMA/4011

Strategy
MASK/USDT/720/PWMA/TEMA/4011
Pair
MASK_USDT
Interval
12h
Score
537767
Daily Profit
0.343204
Profit Factor
2.093687
Profitability
62.962963
Streak
18.726273
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 08:25
Expiration Time
2025-11-11 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 543635.796 292640.9831 250994.813 2437180.1996 3919814.6117 -1482634.4121
Total P&L (%) 543.6358 292.641 250.9948 2437.1802 3919.8146 -1482.6344
Avg Daily Profit (%) 0.3432 0.1847 0.1585 0.2044 0.2335 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117456 -83282 -88189 -13371828 -7462691 -10151236
Profit Factor 2.0937 2.2609 1.9472 1.0696 1.2674 0.9272
Total Trades 108 54 54 108 54 54
Winning Trades 68 33 35 68 33 35
Losing Trades 40 21 19 40 21 19
Profitability (%) 62.963 61.1111 64.8148 62.963 61.1111 64.8148
Ratio Avg Win / Avg Loss 1.2316 1.4387 1.0571 0.6292 0.8065 0.5033
Largest Winning Trade 64992 64992 63394 4866670 4866670 2616626
Largest Losing Trade -52355 -40218 -52355 -4871952 -3869131 -4871952
Avg Bars in Trades 27 25 29 27 25 29
Avg Bars in Winners 23 20 26 23 20 26
Avg Bars in Losers 33 33 34 33 33 34
Bars Traded 2950 1361 1589 2950 1361 1589
Profit Streak 18.7263 0 19.2263 18.7263 0 19.2263
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537767 -167653 -167445 -134783 -171795 -758076

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629979200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864350013,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 188,
            "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": [
        [
            543635.7960368651,
            292640.9830833375,
            250994.8129535276,
            2437180.1996284113,
            3919814.611719126,
            -1482634.412090718
        ],
        [
            543.635796,
            292.640983,
            250.994813,
            2437.1802,
            3919.814612,
            -1482.634412
        ],
        [
            0.343204,
            0.184748,
            0.158456,
            0.204352,
            0.233468,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117456,
            -83282,
            -88189,
            -13371828,
            -7462691,
            -10151236
        ],
        [
            2.093687,
            2.260888,
            1.947237,
            1.069572,
            1.267359,
            0.927214
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            62.962963,
            61.111111,
            64.814815,
            62.962963,
            61.111111,
            64.814815
        ],
        [
            1.231581,
            1.438747,
            1.057072,
            0.62916,
            0.806501,
            0.503345
        ],
        [
            64992,
            64992,
            63394,
            4866670,
            4866670,
            2616626
        ],
        [
            -52355,
            -40218,
            -52355,
            -4871952,
            -3869131,
            -4871952
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            33,
            33,
            34,
            33,
            33,
            34
        ],
        [
            2950,
            1361,
            1589,
            2950,
            1361,
            1589
        ],
        [
            18.726273,
            0,
            19.226273,
            18.726273,
            0,
            19.226273
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537767,
            -167653,
            -167445,
            -134783,
            -171795,
            -758076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629979200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864350013,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 188,
            "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)