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Trade: MASK/USDT/120/BBL/DCM/6081

Strategy
MASK/USDT/120/BBL/DCM/6081
Pair
MASK_USDT
Interval
2h
Score
378488
Daily Profit
0.259409
Profit Factor
1.526165
Profitability
45.774648
Streak
14.287394
Best Strategy
Training Data Length
1595.170000
Evaluation Time
2025-10-06 15:53
Expiration Time
2025-12-03 00:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413800.9259 333533.3056 80267.6203 10509.5465 -75082.1131 85591.6596
Total P&L (%) 413.8009 333.5333 80.2676 10.5095 -75.0821 85.5917
Avg Daily Profit (%) 0.2594 0.2091 0.0503 0.0063 -0.0871 0.0388
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -212429 -133780 -100220 -1261245 -868808 -494456
Profit Factor 1.5262 1.6967 1.2609 1.0034 0.9625 1.0771
Total Trades 142 71 71 142 71 71
Winning Trades 65 29 36 65 29 36
Losing Trades 77 42 35 77 42 35
Profitability (%) 45.7746 40.8451 50.7042 45.7746 40.8451 50.7042
Ratio Avg Win / Avg Loss 1.8079 2.4572 1.2259 1.1886 1.394 1.0472
Largest Winning Trade 270522 270522 48703 355393 355393 204067
Largest Losing Trade -68807 -68807 -37051 -239798 -239798 -88587
Avg Bars in Trades 128 212 44 128 212 44
Avg Bars in Winners 122 219 44 122 219 44
Avg Bars in Losers 133 208 43 133 208 43
Bars Traded 18231 15104 3127 18231 15104 3127
Profit Streak 14.2874 14.2874 23.5374 14.2874 14.2874 23.5374
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378488 -79011 -211229 -551383 -669036 -362213
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19142,
    "evaluation_days": 1595.17,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623607200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759755230847,
    "expiration_time": 1764713606400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 213,
            "offset": 0,
            "std": 1.11762
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 235,
            "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": [
        [
            413800.9258978914,
            333533.3056137383,
            80267.6202841534,
            10509.5464534428,
            -75082.11314837,
            85591.6596018132
        ],
        [
            413.800926,
            333.533306,
            80.26762,
            10.509546,
            -75.082113,
            85.59166
        ],
        [
            0.259409,
            0.20909,
            0.050319,
            0.006265,
            -0.087074,
            0.038773
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -212429,
            -133780,
            -100220,
            -1261245,
            -868808,
            -494456
        ],
        [
            1.526165,
            1.696652,
            1.26088,
            1.003377,
            0.962497,
            1.077075
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            65,
            29,
            36,
            65,
            29,
            36
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            45.774648,
            40.84507,
            50.704225,
            45.774648,
            40.84507,
            50.704225
        ],
        [
            1.807919,
            2.45722,
            1.225855,
            1.188615,
            1.393961,
            1.047156
        ],
        [
            270522,
            270522,
            48703,
            355393,
            355393,
            204067
        ],
        [
            -68807,
            -68807,
            -37051,
            -239798,
            -239798,
            -88587
        ],
        [
            128,
            212,
            44,
            128,
            212,
            44
        ],
        [
            122,
            219,
            44,
            122,
            219,
            44
        ],
        [
            133,
            208,
            43,
            133,
            208,
            43
        ],
        [
            18231,
            15104,
            3127,
            18231,
            15104,
            3127
        ],
        [
            14.287394,
            14.287394,
            23.537394,
            14.287394,
            14.287394,
            23.537394
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378488,
            -79011,
            -211229,
            -551383,
            -669036,
            -362213
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19142,
    "evaluation_days": 1595.17,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623607200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759755230847,
    "expiration_time": 1764713606400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 213,
            "offset": 0,
            "std": 1.11762
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 235,
            "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)