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Trade: MASK/USDT/720/WMA/PWMA/4756

Strategy
MASK/USDT/720/WMA/PWMA/4756
Pair
MASK_USDT
Interval
12h
Score
330194
Daily Profit
0.152906
Profit Factor
1.292699
Profitability
60.992908
Streak
81.456812
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 13:57
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 242202.5053 199337.8841 42864.6212 -249352.5898 -73751.9647 -175600.6252
Total P&L (%) 242.2025 199.3379 42.8646 -249.3526 -73.752 -175.6006
Avg Daily Profit (%) 0.1529 0.1258 0.0271 0 -0.0844 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165650 -126729 -147335 -1418241 -971333 -757297
Profit Factor 1.2927 1.4856 1.1028 0.9208 0.9561 0.8803
Total Trades 141 70 71 141 70 71
Winning Trades 86 40 46 64 31 33
Losing Trades 55 30 25 77 39 38
Profitability (%) 60.9929 57.1429 64.7887 45.3901 44.2857 46.4789
Ratio Avg Win / Avg Loss 0.8267 1.1142 0.5993 1.1078 1.2029 1.0137
Largest Winning Trade 57881 57881 32709 273091 243449 273091
Largest Losing Trade -132300 -55070 -132300 -379725 -245779 -379725
Avg Bars in Trades 21 22 21 21 22 21
Avg Bars in Winners 16 16 16 25 24 26
Avg Bars in Losers 30 29 30 18 20 17
Bars Traded 3079 1550 1529 3079 1550 1529
Profit Streak 81.4568 83.9568 81.4568 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330194 -115406 -350935 -580253 -675513 -667161

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624190400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884268592,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 54,
            "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": [
        [
            242202.5053017471,
            199337.8840916665,
            42864.6212100807,
            -249352.5898492739,
            -73751.9646936287,
            -175600.6251556454
        ],
        [
            242.202505,
            199.337884,
            42.864621,
            -249.35259,
            -73.751965,
            -175.600625
        ],
        [
            0.152906,
            0.125845,
            0.027061,
            0,
            -0.084407,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165650,
            -126729,
            -147335,
            -1418241,
            -971333,
            -757297
        ],
        [
            1.292699,
            1.485631,
            1.102791,
            0.920794,
            0.956118,
            0.880337
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            86,
            40,
            46,
            64,
            31,
            33
        ],
        [
            55,
            30,
            25,
            77,
            39,
            38
        ],
        [
            60.992908,
            57.142857,
            64.788732,
            45.390071,
            44.285714,
            46.478873
        ],
        [
            0.826726,
            1.114223,
            0.599343,
            1.10783,
            1.202858,
            1.013721
        ],
        [
            57881,
            57881,
            32709,
            273091,
            243449,
            273091
        ],
        [
            -132300,
            -55070,
            -132300,
            -379725,
            -245779,
            -379725
        ],
        [
            21,
            22,
            21,
            21,
            22,
            21
        ],
        [
            16,
            16,
            16,
            25,
            24,
            26
        ],
        [
            30,
            29,
            30,
            18,
            20,
            17
        ],
        [
            3079,
            1550,
            1529,
            3079,
            1550,
            1529
        ],
        [
            81.456812,
            83.956812,
            81.456812,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330194,
            -115406,
            -350935,
            -580253,
            -675513,
            -667161
        ]
    ]
}
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": 1624190400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884268592,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 54,
            "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)