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Trade: MASK/USDT/360/MIDPOINT/SSF/6230

Strategy
MASK/USDT/360/MIDPOINT/SSF/6230
Pair
MASK_USDT
Interval
6h
Score
394313
Daily Profit
0.169511
Profit Factor
1.252000
Profitability
69.014085
Streak
18.830530
Best Strategy
Training Data Length
1597.000000
Evaluation Time
2025-10-08 04:55
Expiration Time
2025-11-24 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270708.9651 215257.465 55451.5001 -263112.2204 86758.5113 -349870.7317
Total P&L (%) 270.709 215.2575 55.4515 -263.1122 86.7585 -349.8707
Avg Daily Profit (%) 0.1695 0.1348 0.0347 0 0.0391 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -237314 -120954 -213900 -879009 -410319 -614105
Profit Factor 1.252 1.4447 1.0939 0.8414 1.124 0.6352
Total Trades 213 107 106 213 107 106
Winning Trades 147 73 74 90 44 46
Losing Trades 66 34 32 123 63 60
Profitability (%) 69.0141 68.2243 69.8113 42.2535 41.1215 43.3962
Ratio Avg Win / Avg Loss 0.5621 0.6729 0.4731 1.1499 1.6093 0.8286
Largest Winning Trade 52833 52833 42728 288564 288564 124635
Largest Losing Trade -150817 -47192 -150817 -136242 -87439 -136242
Avg Bars in Trades 29 29 29 29 29 29
Avg Bars in Winners 18 18 18 37 35 39
Avg Bars in Losers 54 53 55 23 25 22
Bars Traded 6323 3169 3154 6323 3169 3154
Profit Streak 18.8305 18.8305 19.0805 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394313 -9664 -262008 -580731 -227136 -583340
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6388,
    "evaluation_days": 1597,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622224800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888557826,
    "expiration_time": 1764021024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            270708.96512359,
            215257.4649764528,
            55451.5001471373,
            -263112.2204017482,
            86758.5113277309,
            -349870.7317294788
        ],
        [
            270.708965,
            215.257465,
            55.4515,
            -263.11222,
            86.758511,
            -349.870732
        ],
        [
            0.169511,
            0.134789,
            0.034722,
            0,
            0.039121,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -237314,
            -120954,
            -213900,
            -879009,
            -410319,
            -614105
        ],
        [
            1.252,
            1.444747,
            1.093947,
            0.841403,
            1.123972,
            0.635236
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            147,
            73,
            74,
            90,
            44,
            46
        ],
        [
            66,
            34,
            32,
            123,
            63,
            60
        ],
        [
            69.014085,
            68.224299,
            69.811321,
            42.253521,
            41.121495,
            43.396226
        ],
        [
            0.562122,
            0.672896,
            0.473058,
            1.149917,
            1.609323,
            0.828569
        ],
        [
            52833,
            52833,
            42728,
            288564,
            288564,
            124635
        ],
        [
            -150817,
            -47192,
            -150817,
            -136242,
            -87439,
            -136242
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            18,
            18,
            18,
            37,
            35,
            39
        ],
        [
            54,
            53,
            55,
            23,
            25,
            22
        ],
        [
            6323,
            3169,
            3154,
            6323,
            3169,
            3154
        ],
        [
            18.83053,
            18.83053,
            19.08053,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394313,
            -9664,
            -262008,
            -580731,
            -227136,
            -583340
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6388,
    "evaluation_days": 1597,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622224800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888557826,
    "expiration_time": 1764021024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 2
        }
    }
}

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)