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Trade: MASK/USDT/240/JMA/SUPERTREND/4572

Strategy
MASK/USDT/240/JMA/SUPERTREND/4572
Pair
MASK_USDT
Interval
4h
Score
348613
Daily Profit
0.237853
Profit Factor
1.436426
Profitability
47.263682
Streak
0.000000
Best Strategy
Training Data Length
1601.000000
Evaluation Time
2025-10-12 06:50
Expiration Time
2025-11-29 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437714.885 380802.6787 56912.2063 -33366.9741 1413594.0097 -1446960.9839
Total P&L (%) 437.7149 380.8027 56.9122 -33.367 1413.594 -1446.961
Avg Daily Profit (%) 0.2734 0.2379 0.0355 -0.0254 0.1699 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -324668 -182934 -176313 -4520089 -2132670 -3098704
Profit Factor 1.2612 1.4364 1.0708 0.998 1.1815 0.8333
Total Trades 401 201 200 401 201 200
Winning Trades 184 95 89 184 95 89
Losing Trades 217 106 111 217 106 111
Profitability (%) 45.8853 47.2637 44.5 45.8853 47.2637 44.5
Ratio Avg Win / Avg Loss 1.4874 1.6027 1.3355 1.177 1.3184 1.0393
Largest Winning Trade 325349 325349 54077 1354563 1354563 589948
Largest Losing Trade -43354 -43354 -40359 -1134383 -1134383 -900274
Avg Bars in Trades 23 28 18 23 28 18
Avg Bars in Winners 26 28 24 26 28 24
Avg Bars in Losers 21 29 13 21 29 13
Bars Traded 9445 5771 3674 9445 5771 3674
Profit Streak 0 0 8.3269 0 0 8.3269
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319277 348613 -289577 -578337 -13341 -579808
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9606,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624075200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760241043536,
    "expiration_time": 1764376992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 184,
            "offset": 0,
            "multiplier": 2.62283
        }
    }
}
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": [
        [
            437714.884999635,
            380802.6786692727,
            56912.2063303626,
            -33366.9741122374,
            1413594.00974942,
            -1446960.9838616585
        ],
        [
            437.714885,
            380.802679,
            56.912206,
            -33.366974,
            1413.59401,
            -1446.960984
        ],
        [
            0.273401,
            0.237853,
            0.035548,
            -0.025354,
            0.169855,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -324668,
            -182934,
            -176313,
            -4520089,
            -2132670,
            -3098704
        ],
        [
            1.261183,
            1.436426,
            1.070844,
            0.997974,
            1.181541,
            0.833295
        ],
        [
            401,
            201,
            200,
            401,
            201,
            200
        ],
        [
            184,
            95,
            89,
            184,
            95,
            89
        ],
        [
            217,
            106,
            111,
            217,
            106,
            111
        ],
        [
            45.885287,
            47.263682,
            44.5,
            45.885287,
            47.263682,
            44.5
        ],
        [
            1.487374,
            1.602749,
            1.335547,
            1.176958,
            1.318351,
            1.039278
        ],
        [
            325349,
            325349,
            54077,
            1354563,
            1354563,
            589948
        ],
        [
            -43354,
            -43354,
            -40359,
            -1134383,
            -1134383,
            -900274
        ],
        [
            23,
            28,
            18,
            23,
            28,
            18
        ],
        [
            26,
            28,
            24,
            26,
            28,
            24
        ],
        [
            21,
            29,
            13,
            21,
            29,
            13
        ],
        [
            9445,
            5771,
            3674,
            9445,
            5771,
            3674
        ],
        [
            0,
            0,
            8.326893,
            0,
            0,
            8.326893
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319277,
            348613,
            -289577,
            -578337,
            -13341,
            -579808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9606,
    "evaluation_days": 1601,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624075200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760241043536,
    "expiration_time": 1764376992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 184,
            "offset": 0,
            "multiplier": 2.62283
        }
    }
}

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)