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Trade: MASK/USDT/60/ZLMA/SMA/7475

Strategy
MASK/USDT/60/ZLMA/SMA/7475
Pair
MASK_USDT
Interval
1h
Score
418718
Daily Profit
0.219912
Profit Factor
1.313550
Profitability
81.746032
Streak
2.334065
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 04:01
Expiration Time
2025-12-13 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229075.7715 118188.4373 110887.3342 123862.4007 -13875.1957 137737.5964
Total P&L (%) 229.0758 118.1884 110.8873 123.8624 -13.8752 137.7376
Avg Daily Profit (%) 0.2199 0.1135 0.1065 0.0774 -0.0143 0.0832
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134906 -60068 -104264 -503997 -289299 -282664
Profit Factor 1.3136 1.3186 1.3083 1.1005 0.9786 1.236
Total Trades 504 252 252 504 252 252
Winning Trades 412 205 207 412 205 207
Losing Trades 92 47 45 92 47 45
Profitability (%) 81.746 81.3492 82.1429 81.746 81.3492 82.1429
Ratio Avg Win / Avg Loss 0.2933 0.3023 0.2844 0.2457 0.2244 0.2687
Largest Winning Trade 28280 28280 16642 70847 45210 70847
Largest Losing Trade -65476 -38679 -65476 -253713 -253713 -227725
Avg Bars in Trades 48 51 45 48 51 45
Avg Bars in Winners 24 25 22 24 25 22
Avg Bars in Losers 159 164 155 159 164 155
Bars Traded 24610 13031 11579 24610 13031 11579
Profit Streak 2.3341 0 13.7091 2.3341 0 13.7091
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418718 -38211 -46043 -195966 -575995 -77528
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669104000000,
    "first_datapoint_time": 1669860000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759107663240,
    "expiration_time": 1765584000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 211,
            "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": [
        [
            229075.771525255,
            118188.4373101108,
            110887.3342151436,
            123862.4007100999,
            -13875.1956715306,
            137737.5963816307
        ],
        [
            229.075772,
            118.188437,
            110.887334,
            123.862401,
            -13.875196,
            137.737596
        ],
        [
            0.219912,
            0.113461,
            0.106452,
            0.077392,
            -0.014339,
            0.08317
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134906,
            -60068,
            -104264,
            -503997,
            -289299,
            -282664
        ],
        [
            1.31355,
            1.318609,
            1.308332,
            1.100459,
            0.978635,
            1.236038
        ],
        [
            504,
            252,
            252,
            504,
            252,
            252
        ],
        [
            412,
            205,
            207,
            412,
            205,
            207
        ],
        [
            92,
            47,
            45,
            92,
            47,
            45
        ],
        [
            81.746032,
            81.349206,
            82.142857,
            81.746032,
            81.349206,
            82.142857
        ],
        [
            0.293317,
            0.302315,
            0.28442,
            0.245734,
            0.22437,
            0.268704
        ],
        [
            28280,
            28280,
            16642,
            70847,
            45210,
            70847
        ],
        [
            -65476,
            -38679,
            -65476,
            -253713,
            -253713,
            -227725
        ],
        [
            48,
            51,
            45,
            48,
            51,
            45
        ],
        [
            24,
            25,
            22,
            24,
            25,
            22
        ],
        [
            159,
            164,
            155,
            159,
            164,
            155
        ],
        [
            24610,
            13031,
            11579,
            24610,
            13031,
            11579
        ],
        [
            2.334065,
            0,
            13.709065,
            2.334065,
            0,
            13.709065
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418718,
            -38211,
            -46043,
            -195966,
            -575995,
            -77528
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669104000000,
    "first_datapoint_time": 1669860000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759107663240,
    "expiration_time": 1765584000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 211,
            "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)