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Trade: MASK/USDT/720/PWMA/HWMA/4435

Strategy
MASK/USDT/720/PWMA/HWMA/4435
Pair
MASK_USDT
Interval
12h
Score
477816
Daily Profit
0.170965
Profit Factor
2.274132
Profitability
51.282051
Streak
178.972670
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-27 14:20
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 360550.9959 270809.2063 89741.7896 200299.1993 294279.8627 -93980.6634
Total P&L (%) 360.551 270.8092 89.7418 200.2992 294.2799 -93.9807
Avg Daily Profit (%) 0.2276 0.171 0.0567 0.0694 0.0866 -0.1773
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136765 -58434 -90496 -460046 -189722 -315582
Profit Factor 1.7357 2.2741 1.3234 1.1847 1.7036 0.859
Total Trades 78 39 39 78 39 39
Winning Trades 38 20 18 38 20 18
Losing Trades 40 19 21 40 19 21
Profitability (%) 48.7179 51.2821 46.1538 48.7179 51.2821 46.1538
Ratio Avg Win / Avg Loss 1.8271 2.1604 1.5439 1.247 1.6184 1.0021
Largest Winning Trade 189106 189106 65285 229953 229953 94949
Largest Losing Trade -33944 -33886 -33944 -123461 -71232 -123461
Avg Bars in Trades 38 34 42 38 34 42
Avg Bars in Winners 59 48 71 59 48 71
Avg Bars in Losers 19 20 17 19 20 17
Bars Traded 3028 1363 1665 3028 1363 1665
Profit Streak 0 178.9727 0 0 178.9727 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28128 477816 -117403 -156884 -72478 -580586
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758972038719,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.18357
        }
    }
}
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": [
        [
            360550.9959145183,
            270809.2063101291,
            89741.7896043891,
            200299.1992901876,
            294279.862734768,
            -93980.6634445803
        ],
        [
            360.550996,
            270.809206,
            89.74179,
            200.299199,
            294.279863,
            -93.980663
        ],
        [
            0.227621,
            0.170965,
            0.056655,
            0.069444,
            0.086647,
            -0.177254
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136765,
            -58434,
            -90496,
            -460046,
            -189722,
            -315582
        ],
        [
            1.735724,
            2.274132,
            1.323372,
            1.184667,
            1.703614,
            0.858975
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            48.717949,
            51.282051,
            46.153846,
            48.717949,
            51.282051,
            46.153846
        ],
        [
            1.827077,
            2.160426,
            1.543934,
            1.247018,
            1.618433,
            1.002137
        ],
        [
            189106,
            189106,
            65285,
            229953,
            229953,
            94949
        ],
        [
            -33944,
            -33886,
            -33944,
            -123461,
            -71232,
            -123461
        ],
        [
            38,
            34,
            42,
            38,
            34,
            42
        ],
        [
            59,
            48,
            71,
            59,
            48,
            71
        ],
        [
            19,
            20,
            17,
            19,
            20,
            17
        ],
        [
            3028,
            1363,
            1665,
            3028,
            1363,
            1665
        ],
        [
            0,
            178.97267,
            0,
            0,
            178.97267,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28128,
            477816,
            -117403,
            -156884,
            -72478,
            -580586
        ]
    ]
}
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": 1626868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758972038719,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.18357
        }
    }
}

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)