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Trade: MASK/USDT/360/PWMA/SMA/1552

Strategy
MASK/USDT/360/PWMA/SMA/1552
Pair
MASK_USDT
Interval
6h
Score
310565
Daily Profit
0.156163
Profit Factor
1.389873
Profitability
53.932584
Streak
0.000000
Best Strategy
Training Data Length
1595.750000
Evaluation Time
2025-10-07 00:31
Expiration Time
2025-11-23 16:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 249197.3631 236205.6369 12991.7262 -67189.7212 15218.0624 -82407.7835
Total P&L (%) 249.1974 236.2056 12.9917 -67.1897 15.2181 -82.4078
Avg Daily Profit (%) 0.1562 0.148 0.0081 -0.0698 0.0089 -0.1088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173779 -139547 -92058 -73828 -30280 -61938
Profit Factor 1.3899 1.7095 1.0424 0.7359 1.1635 0.4892
Total Trades 89 44 45 89 44 45
Winning Trades 48 22 26 48 22 26
Losing Trades 41 22 19 41 22 19
Profitability (%) 53.9326 50 57.7778 53.9326 50 57.7778
Ratio Avg Win / Avg Loss 1.1872 1.7095 0.7618 0.6286 1.1635 0.3575
Largest Winning Trade 199142 199142 34289 19047 19047 12029
Largest Losing Trade -67236 -67236 -63816 -49858 -20857 -49858
Avg Bars in Trades 68 80 57 68 80 57
Avg Bars in Winners 61 64 59 61 64 59
Avg Bars in Losers 77 96 54 77 96 54
Bars Traded 6127 3531 2596 6127 3531 2596
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310565 282762 -429112 -580030 -231624 -579703
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6383,
    "evaluation_days": 1595.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626156000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759786261272,
    "expiration_time": 1763909784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 197,
            "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": [
        [
            249197.3630622659,
            236205.6368827343,
            12991.7261795315,
            -67189.7211520371,
            15218.0623604762,
            -82407.7835125133
        ],
        [
            249.197363,
            236.205637,
            12.991726,
            -67.189721,
            15.218062,
            -82.407784
        ],
        [
            0.156163,
            0.148022,
            0.008141,
            -0.069813,
            0.008877,
            -0.108837
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173779,
            -139547,
            -92058,
            -73828,
            -30280,
            -61938
        ],
        [
            1.389873,
            1.709532,
            1.042419,
            0.735869,
            1.163538,
            0.489181
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            53.932584,
            50,
            57.777778,
            53.932584,
            50,
            57.777778
        ],
        [
            1.187183,
            1.709532,
            0.761768,
            0.628554,
            1.163538,
            0.357479
        ],
        [
            199142,
            199142,
            34289,
            19047,
            19047,
            12029
        ],
        [
            -67236,
            -67236,
            -63816,
            -49858,
            -20857,
            -49858
        ],
        [
            68,
            80,
            57,
            68,
            80,
            57
        ],
        [
            61,
            64,
            59,
            61,
            64,
            59
        ],
        [
            77,
            96,
            54,
            77,
            96,
            54
        ],
        [
            6127,
            3531,
            2596,
            6127,
            3531,
            2596
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310565,
            282762,
            -429112,
            -580030,
            -231624,
            -579703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6383,
    "evaluation_days": 1595.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626156000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759786261272,
    "expiration_time": 1763909784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 197,
            "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)