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Trade: MASK/USDT/120/DCM/SUPERTREND/9024

Strategy
MASK/USDT/120/DCM/SUPERTREND/9024
Pair
MASK_USDT
Interval
2h
Score
377652
Daily Profit
0.193368
Profit Factor
1.227643
Profitability
52.313167
Streak
20.530698
Best Strategy
Training Data Length
1593.330000
Evaluation Time
2025-10-04 19:44
Expiration Time
2025-12-01 02:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308098.8282 237722.224 70376.6042 252.3715 91114.6595 -90862.2881
Total P&L (%) 308.0988 237.7222 70.3766 0.2524 91.1147 -90.8623
Avg Daily Profit (%) 0.1934 0.1492 0.0442 0.0002 0.0407 -0.1501
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144949 -81038 -131974 -121483 -60433 -125163
Profit Factor 1.2276 1.357 1.1024 1.0003 1.2 0.8222
Total Trades 281 141 140 281 141 140
Winning Trades 147 76 71 147 76 71
Losing Trades 134 65 69 134 65 69
Profitability (%) 52.3132 53.9007 50.7143 52.3132 53.9007 50.7143
Ratio Avg Win / Avg Loss 1.1191 1.1606 1.0713 0.9118 1.0263 0.799
Largest Winning Trade 79596 79596 52399 52736 52736 24823
Largest Losing Trade -49901 -33235 -49901 -40339 -33624 -40339
Avg Bars in Trades 66 65 68 66 65 68
Avg Bars in Winners 82 75 89 82 75 89
Avg Bars in Losers 50 53 46 50 53 46
Bars Traded 18823 9254 9569 18823 9254 9569
Profit Streak 20.5307 20.5307 21.7807 20.5307 20.5307 21.7807
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377652 285866 -240877 -576995 -137770 -579821
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19120,
    "evaluation_days": 1593.33,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623002400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759596252303,
    "expiration_time": 1764549504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 212,
            "offset": 0,
            "multiplier": 4.90183
        }
    }
}
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": [
        [
            308098.8281972261,
            237722.2239723648,
            70376.6042248614,
            252.3714563301,
            91114.6595452887,
            -90862.2880889586
        ],
        [
            308.098828,
            237.722224,
            70.376604,
            0.252371,
            91.11466,
            -90.862288
        ],
        [
            0.193368,
            0.149198,
            0.04417,
            0.000158,
            0.040659,
            -0.150061
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144949,
            -81038,
            -131974,
            -121483,
            -60433,
            -125163
        ],
        [
            1.227643,
            1.356966,
            1.102369,
            1.000261,
            1.19997,
            0.822156
        ],
        [
            281,
            141,
            140,
            281,
            141,
            140
        ],
        [
            147,
            76,
            71,
            147,
            76,
            71
        ],
        [
            134,
            65,
            69,
            134,
            65,
            69
        ],
        [
            52.313167,
            53.900709,
            50.714286,
            52.313167,
            53.900709,
            50.714286
        ],
        [
            1.119076,
            1.160563,
            1.071316,
            0.911803,
            1.026291,
            0.798997
        ],
        [
            79596,
            79596,
            52399,
            52736,
            52736,
            24823
        ],
        [
            -49901,
            -33235,
            -49901,
            -40339,
            -33624,
            -40339
        ],
        [
            66,
            65,
            68,
            66,
            65,
            68
        ],
        [
            82,
            75,
            89,
            82,
            75,
            89
        ],
        [
            50,
            53,
            46,
            50,
            53,
            46
        ],
        [
            18823,
            9254,
            9569,
            18823,
            9254,
            9569
        ],
        [
            20.530698,
            20.530698,
            21.780698,
            20.530698,
            20.530698,
            21.780698
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377652,
            285866,
            -240877,
            -576995,
            -137770,
            -579821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19120,
    "evaluation_days": 1593.33,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623002400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759596252303,
    "expiration_time": 1764549504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 212,
            "offset": 0,
            "multiplier": 4.90183
        }
    }
}

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)