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Trade: MASK/USDT/60/PWMA/WMA/3241

Strategy
MASK/USDT/60/PWMA/WMA/3241
Pair
MASK_USDT
Interval
1h
Score
300395
Daily Profit
0.171718
Profit Factor
1.205008
Profitability
66.350711
Streak
1.256326
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 23:09
Expiration Time
2025-12-22 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 178873.7942 114256.4019 64617.3923 39987.0494 38393.6612 1593.3882
Total P&L (%) 178.8738 114.2564 64.6174 39.987 38.3937 1.5934
Avg Daily Profit (%) 0.1717 0.1097 0.062 0.0323 0.0312 0.0015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155762 -71078 -118011 -113129 -42540 -94637
Profit Factor 1.205 1.2721 1.1428 1.0763 1.1593 1.0056
Total Trades 633 316 317 633 316 317
Winning Trades 420 212 208 420 212 208
Losing Trades 213 104 109 213 104 109
Profitability (%) 66.3507 67.0886 65.6151 66.3507 67.0886 65.6151
Ratio Avg Win / Avg Loss 0.6111 0.624 0.5989 0.5458 0.5687 0.527
Largest Winning Trade 41255 28417 41255 39152 18692 39152
Largest Losing Trade -68719 -33083 -68719 -45136 -33043 -45136
Avg Bars in Trades 38 39 38 38 39 38
Avg Bars in Winners 21 21 21 21 21 21
Avg Bars in Losers 72 75 69 72 75 69
Bars Traded 24471 12397 12074 24471 12397 12074
Profit Streak 1.2563 0 1.423 1.2563 0 1.423
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300395 -44999 -175051 -287100 -197188 -572015
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669950000000,
    "first_datapoint_time": 1670580000000,
    "last_datapoint_time": 1759950000000,
    "evaluation_time": 1759954146623,
    "expiration_time": 1766430000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 176,
            "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": [
        [
            178873.794191587,
            114256.4019031083,
            64617.3922884786,
            39987.0494369125,
            38393.6611986996,
            1593.3882382129
        ],
        [
            178.873794,
            114.256402,
            64.617392,
            39.987049,
            38.393661,
            1.593388
        ],
        [
            0.171718,
            0.109686,
            0.062032,
            0.032298,
            0.031198,
            0.001518
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155762,
            -71078,
            -118011,
            -113129,
            -42540,
            -94637
        ],
        [
            1.205008,
            1.272082,
            1.142773,
            1.076301,
            1.159334,
            1.005628
        ],
        [
            633,
            316,
            317,
            633,
            316,
            317
        ],
        [
            420,
            212,
            208,
            420,
            212,
            208
        ],
        [
            213,
            104,
            109,
            213,
            104,
            109
        ],
        [
            66.350711,
            67.088608,
            65.615142,
            66.350711,
            67.088608,
            65.615142
        ],
        [
            0.611111,
            0.62404,
            0.598857,
            0.545839,
            0.56873,
            0.526988
        ],
        [
            41255,
            28417,
            41255,
            39152,
            18692,
            39152
        ],
        [
            -68719,
            -33083,
            -68719,
            -45136,
            -33043,
            -45136
        ],
        [
            38,
            39,
            38,
            38,
            39,
            38
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            72,
            75,
            69,
            72,
            75,
            69
        ],
        [
            24471,
            12397,
            12074,
            24471,
            12397,
            12074
        ],
        [
            1.256326,
            0,
            1.422993,
            1.256327,
            0,
            1.422993
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300395,
            -44999,
            -175051,
            -287100,
            -197188,
            -572015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669950000000,
    "first_datapoint_time": 1670580000000,
    "last_datapoint_time": 1759950000000,
    "evaluation_time": 1759954146623,
    "expiration_time": 1766430000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 176,
            "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)