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Trade: MASK/USDT/60/ZLMA/BBM/1983

Strategy
MASK/USDT/60/ZLMA/BBM/1983
Pair
MASK_USDT
Interval
1h
Score
428409
Daily Profit
0.208692
Profit Factor
1.365702
Profitability
70.935961
Streak
11.435573
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 01:27
Expiration Time
2025-12-23 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 217388.5734 145158.3392 72230.2343 77104.0924 -2299.6534 79403.7457
Total P&L (%) 217.3886 145.1583 72.2302 77.1041 -2.2997 79.4037
Avg Daily Profit (%) 0.2087 0.1394 0.0693 0.0549 -0.0022 0.0561
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63447 -64625 -63447 -242044 -214215 -117109
Profit Factor 1.3657 1.5259 1.2268 1.0766 0.9958 1.1717
Total Trades 203 101 102 203 101 102
Winning Trades 144 72 72 144 72 72
Losing Trades 59 29 30 59 29 30
Profitability (%) 70.936 71.2871 70.5882 70.936 71.2871 70.5882
Ratio Avg Win / Avg Loss 0.5596 0.6146 0.5112 0.4411 0.4011 0.4882
Largest Winning Trade 46902 46902 30080 54556 54556 39410
Largest Losing Trade -63447 -48177 -63447 -179411 -179411 -112033
Avg Bars in Trades 119 120 118 119 120 118
Avg Bars in Winners 72 73 71 72 73 71
Avg Bars in Losers 232 236 228 232 236 228
Bars Traded 24218 12182 12036 24218 12182 12036
Profit Streak 11.4356 11.4356 23.0606 11.4356 11.4356 23.0606
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428409 -3363 -98209 -252174 -576935 -147121
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669960800000,
    "first_datapoint_time": 1670536800000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759962433503,
    "expiration_time": 1766440800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 106,
            "offset": 0,
            "std": 3.47898
        }
    }
}
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": [
        [
            217388.5734255814,
            145158.3391703548,
            72230.2342552264,
            77104.0923879771,
            -2299.6533532213,
            79403.7457411985
        ],
        [
            217.388573,
            145.158339,
            72.230234,
            77.104092,
            -2.299653,
            79.403746
        ],
        [
            0.208692,
            0.139352,
            0.069341,
            0.054885,
            -0.002233,
            0.056125
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63447,
            -64625,
            -63447,
            -242044,
            -214215,
            -117109
        ],
        [
            1.365702,
            1.525945,
            1.22682,
            1.0766,
            0.995774,
            1.171703
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            70.935961,
            71.287129,
            70.588235,
            70.935961,
            71.287129,
            70.588235
        ],
        [
            0.559558,
            0.614617,
            0.511175,
            0.441107,
            0.401076,
            0.48821
        ],
        [
            46902,
            46902,
            30080,
            54556,
            54556,
            39410
        ],
        [
            -63447,
            -48177,
            -63447,
            -179411,
            -179411,
            -112033
        ],
        [
            119,
            120,
            118,
            119,
            120,
            118
        ],
        [
            72,
            73,
            71,
            72,
            73,
            71
        ],
        [
            232,
            236,
            228,
            232,
            236,
            228
        ],
        [
            24218,
            12182,
            12036,
            24218,
            12182,
            12036
        ],
        [
            11.435573,
            11.435573,
            23.060573,
            11.435573,
            11.435573,
            23.060573
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428409,
            -3363,
            -98209,
            -252174,
            -576935,
            -147121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669960800000,
    "first_datapoint_time": 1670536800000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759962433503,
    "expiration_time": 1766440800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 106,
            "offset": 0,
            "std": 3.47898
        }
    }
}

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)