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Trade: MASK/USDT/240/SMA/MIDPRICE/2096

Strategy
MASK/USDT/240/SMA/MIDPRICE/2096
Pair
MASK_USDT
Interval
4h
Score
378571
Daily Profit
0.239191
Profit Factor
1.496169
Profitability
45.774648
Streak
37.583347
Best Strategy
Training Data Length
1592.670000
Evaluation Time
2025-10-03 21:00
Expiration Time
2025-11-20 12:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380951.9783 282084.2819 98867.6963 67485.6753 118240.7337 -50755.0584
Total P&L (%) 380.952 282.0843 98.8677 67.4857 118.2407 -50.7551
Avg Daily Profit (%) 0.2392 0.1771 0.0621 0.0324 0.049 -0.0445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119295 -88312 -66246 -394348 -176986 -256564
Profit Factor 1.4962 1.6513 1.2954 1.0527 1.172 0.9144
Total Trades 142 71 71 142 71 71
Winning Trades 65 33 32 65 33 32
Losing Trades 77 38 39 77 38 39
Profitability (%) 45.7746 46.4789 45.0704 45.7746 46.4789 45.0704
Ratio Avg Win / Avg Loss 1.7724 1.9015 1.5788 1.2471 1.3496 1.1144
Largest Winning Trade 187793 187793 51152 125110 125110 110885
Largest Losing Trade -56000 -49581 -56000 -127750 -127750 -97742
Avg Bars in Trades 63 92 33 63 92 33
Avg Bars in Winners 79 111 47 79 111 47
Avg Bars in Losers 49 76 22 49 76 22
Bars Traded 8985 6586 2399 8985 6586 2399
Profit Streak 37.5833 38.9167 37.5833 37.5833 38.9167 37.5833
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378571 -76786 -197200 -312160 -246112 -667441
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623715200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759514401165,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "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": [
        [
            380951.978267604,
            282084.281922378,
            98867.6963452258,
            67485.6753093175,
            118240.7337009947,
            -50755.0583916771
        ],
        [
            380.951978,
            282.084282,
            98.867696,
            67.485675,
            118.240734,
            -50.755058
        ],
        [
            0.239191,
            0.177114,
            0.062077,
            0.032387,
            0.049013,
            -0.044467
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119295,
            -88312,
            -66246,
            -394348,
            -176986,
            -256564
        ],
        [
            1.496169,
            1.651278,
            1.295424,
            1.05272,
            1.172009,
            0.914361
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            45.774648,
            46.478873,
            45.070423,
            45.774648,
            46.478873,
            45.070423
        ],
        [
            1.772384,
            1.901472,
            1.578799,
            1.247068,
            1.349586,
            1.114378
        ],
        [
            187793,
            187793,
            51152,
            125110,
            125110,
            110885
        ],
        [
            -56000,
            -49581,
            -56000,
            -127750,
            -127750,
            -97742
        ],
        [
            63,
            92,
            33,
            63,
            92,
            33
        ],
        [
            79,
            111,
            47,
            79,
            111,
            47
        ],
        [
            49,
            76,
            22,
            49,
            76,
            22
        ],
        [
            8985,
            6586,
            2399,
            8985,
            6586,
            2399
        ],
        [
            37.583347,
            38.91668,
            37.583347,
            37.583347,
            38.91668,
            37.583347
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378571,
            -76786,
            -197200,
            -312160,
            -246112,
            -667441
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623715200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759514401165,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "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)