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Trade: MASK/USDT/360/SMA/MIDPRICE/2803

Strategy
MASK/USDT/360/SMA/MIDPRICE/2803
Pair
MASK_USDT
Interval
6h
Score
389301
Daily Profit
0.212000
Profit Factor
1.271708
Profitability
50.000000
Streak
17.085901
Best Strategy
Training Data Length
1593.250000
Evaluation Time
2025-10-04 11:03
Expiration Time
2025-11-21 03:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 337769.7146 323338.462 14431.2526 -71169.7924 42641.1538 -113810.9462
Total P&L (%) 337.7697 323.3385 14.4313 -71.1698 42.6412 -113.8109
Avg Daily Profit (%) 0.212 0.2029 0.0091 -0.078 0.0223 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186329 -151188 -106336 -178640 -112888 -123871
Profit Factor 1.2717 1.4505 1.0275 0.9267 1.0793 0.7378
Total Trades 272 136 136 272 136 136
Winning Trades 136 68 68 136 68 68
Losing Trades 136 68 68 136 68 68
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 1.2717 1.4505 1.0275 0.9267 1.0793 0.7378
Largest Winning Trade 271189 271189 35074 97798 97798 26124
Largest Losing Trade -62295 -62295 -55563 -72936 -41275 -72936
Avg Bars in Trades 23 32 14 23 32 14
Avg Bars in Winners 28 37 19 28 37 19
Avg Bars in Losers 17 26 9 17 26 9
Bars Traded 6300 4363 1937 6300 4363 1937
Profit Streak 17.0859 17.3359 17.0859 17.0859 17.3359 17.0859
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389301 342841 -398303 -577598 -297449 -580123
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6373,
    "evaluation_days": 1593.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622980800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565021850,
    "expiration_time": 1763687304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 50,
            "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": [
        [
            337769.7145956374,
            323338.4619573367,
            14431.2526383007,
            -71169.7924388984,
            42641.1537628755,
            -113810.9462017739
        ],
        [
            337.769715,
            323.338462,
            14.431253,
            -71.169792,
            42.641154,
            -113.810946
        ],
        [
            0.212,
            0.202943,
            0.009058,
            -0.078033,
            0.022294,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186329,
            -151188,
            -106336,
            -178640,
            -112888,
            -123871
        ],
        [
            1.271708,
            1.45049,
            1.027468,
            0.926749,
            1.079339,
            0.737841
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            1.271708,
            1.45049,
            1.027468,
            0.926749,
            1.079339,
            0.737841
        ],
        [
            271189,
            271189,
            35074,
            97798,
            97798,
            26124
        ],
        [
            -62295,
            -62295,
            -55563,
            -72936,
            -41275,
            -72936
        ],
        [
            23,
            32,
            14,
            23,
            32,
            14
        ],
        [
            28,
            37,
            19,
            28,
            37,
            19
        ],
        [
            17,
            26,
            9,
            17,
            26,
            9
        ],
        [
            6300,
            4363,
            1937,
            6300,
            4363,
            1937
        ],
        [
            17.085901,
            17.335901,
            17.085901,
            17.085901,
            17.335901,
            17.085901
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389301,
            342841,
            -398303,
            -577598,
            -297449,
            -580123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6373,
    "evaluation_days": 1593.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622980800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565021850,
    "expiration_time": 1763687304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 50,
            "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)