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Trade: MASK/USDT/720/LINREG/JMA/9573

Strategy
MASK/USDT/720/LINREG/JMA/9573
Pair
MASK_USDT
Interval
12h
Score
366728
Daily Profit
0.157401
Profit Factor
1.357825
Profitability
67.441860
Streak
109.687283
Best Strategy
Training Data Length
1588.500000
Evaluation Time
2025-09-29 07:29
Expiration Time
2025-11-15 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 250031.1452 193823.8114 56207.3338 -167687.2433 -33154.3979 -134532.8454
Total P&L (%) 250.0311 193.8238 56.2073 -167.6872 -33.1544 -134.5328
Avg Daily Profit (%) 0.1574 0.122 0.0354 0 -0.0254 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106766 -73508 -76519 -204407 -150468 -131079
Profit Factor 1.3578 1.6699 1.1373 0.7448 0.8686 0.6677
Total Trades 86 43 43 86 43 43
Winning Trades 58 27 31 27 16 11
Losing Trades 28 16 12 59 27 32
Profitability (%) 67.4419 62.7907 72.093 31.3953 37.2093 25.5814
Ratio Avg Win / Avg Loss 0.6555 0.9896 0.4402 1.6276 1.4658 1.9425
Largest Winning Trade 77686 77686 38116 81716 70046 81716
Largest Losing Trade -127948 -48129 -127948 -127948 -44915 -127948
Avg Bars in Trades 35 34 36 35 34 36
Avg Bars in Winners 29 27 30 46 45 49
Avg Bars in Losers 48 45 53 30 27 32
Bars Traded 3045 1477 1568 3045 1477 1568
Profit Streak 109.6873 109.6873 113.6873 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366728 -27064 -213855 -585005 -584034 -605201
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3177,
    "evaluation_days": 1588.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626220800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120181258,
    "expiration_time": 1763221392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 101,
            "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": [
        [
            250031.1452353332,
            193823.8114345983,
            56207.3338007351,
            -167687.2433101493,
            -33154.3979215848,
            -134532.8453885645
        ],
        [
            250.031145,
            193.823811,
            56.207334,
            -167.687243,
            -33.154398,
            -134.532845
        ],
        [
            0.157401,
            0.122017,
            0.035384,
            0,
            -0.025353,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106766,
            -73508,
            -76519,
            -204407,
            -150468,
            -131079
        ],
        [
            1.357825,
            1.669907,
            1.137284,
            0.744849,
            0.868598,
            0.667735
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            58,
            27,
            31,
            27,
            16,
            11
        ],
        [
            28,
            16,
            12,
            59,
            27,
            32
        ],
        [
            67.44186,
            62.790698,
            72.093023,
            31.395349,
            37.209302,
            25.581395
        ],
        [
            0.655502,
            0.989575,
            0.440239,
            1.627633,
            1.465758,
            1.942501
        ],
        [
            77686,
            77686,
            38116,
            81716,
            70046,
            81716
        ],
        [
            -127948,
            -48129,
            -127948,
            -127948,
            -44915,
            -127948
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            29,
            27,
            30,
            46,
            45,
            49
        ],
        [
            48,
            45,
            53,
            30,
            27,
            32
        ],
        [
            3045,
            1477,
            1568,
            3045,
            1477,
            1568
        ],
        [
            109.687283,
            109.687283,
            113.687283,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366728,
            -27064,
            -213855,
            -585005,
            -584034,
            -605201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3177,
    "evaluation_days": 1588.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626220800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120181258,
    "expiration_time": 1763221392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 101,
            "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)