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Trade: MASK/USDT/240/SSF/DCM/3692

Strategy
MASK/USDT/240/SSF/DCM/3692
Pair
MASK_USDT
Interval
4h
Score
400384
Daily Profit
0.229679
Profit Factor
1.336741
Profitability
64.680851
Streak
18.927596
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-28 01:15
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363697.2842 248589.0518 115108.2324 70722.7701 -199045.9241 269768.6942
Total P&L (%) 363.6973 248.5891 115.1082 70.7228 -199.0459 269.7687
Avg Daily Profit (%) 0.2297 0.157 0.0727 0.0338 0 0.0826
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151410 -149248 -136704 -736477 -766956 -280322
Profit Factor 1.3367 1.4803 1.2047 1.0249 0.8809 1.2302
Total Trades 235 117 118 235 117 118
Winning Trades 152 75 77 152 75 77
Losing Trades 83 42 41 83 42 41
Profitability (%) 64.6809 64.1026 65.2542 64.6809 64.1026 65.2542
Ratio Avg Win / Avg Loss 0.7299 0.8289 0.6414 0.5596 0.4933 0.655
Largest Winning Trade 90506 90506 32606 187322 187322 126487
Largest Losing Trade -53565 -48096 -53565 -301997 -301997 -111529
Avg Bars in Trades 39 49 28 39 49 28
Avg Bars in Winners 29 34 23 29 34 23
Avg Bars in Losers 57 75 38 57 75 38
Bars Traded 9188 5781 3407 9188 5781 3407
Profit Streak 18.9276 18.9276 64.9276 18.9276 18.9276 64.9276
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400384 321019 -94539 -337984 -578633 -81150
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623254400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759011344295,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 24,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 94,
            "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": [
        [
            363697.2841614304,
            248589.0517880857,
            115108.2323733446,
            70722.7700724273,
            -199045.9241206803,
            269768.6941931075
        ],
        [
            363.697284,
            248.589052,
            115.108232,
            70.72277,
            -199.045924,
            269.768694
        ],
        [
            0.229679,
            0.156987,
            0.072692,
            0.033783,
            0,
            0.082617
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151410,
            -149248,
            -136704,
            -736477,
            -766956,
            -280322
        ],
        [
            1.336741,
            1.48026,
            1.20466,
            1.024879,
            0.88087,
            1.23021
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            152,
            75,
            77,
            152,
            75,
            77
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            64.680851,
            64.102564,
            65.254237,
            64.680851,
            64.102564,
            65.254237
        ],
        [
            0.729931,
            0.828946,
            0.641442,
            0.559638,
            0.493287,
            0.655047
        ],
        [
            90506,
            90506,
            32606,
            187322,
            187322,
            126487
        ],
        [
            -53565,
            -48096,
            -53565,
            -301997,
            -301997,
            -111529
        ],
        [
            39,
            49,
            28,
            39,
            49,
            28
        ],
        [
            29,
            34,
            23,
            29,
            34,
            23
        ],
        [
            57,
            75,
            38,
            57,
            75,
            38
        ],
        [
            9188,
            5781,
            3407,
            9188,
            5781,
            3407
        ],
        [
            18.927596,
            18.927596,
            64.927596,
            18.927596,
            18.927596,
            64.927596
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400384,
            321019,
            -94539,
            -337984,
            -578633,
            -81150
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623254400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759011344295,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 24,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 94,
            "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)