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Trade: MASK/USDT/720/BBL/LINREG/9244

Strategy
MASK/USDT/720/BBL/LINREG/9244
Pair
MASK_USDT
Interval
12h
Score
395033
Daily Profit
0.211575
Profit Factor
1.327298
Profitability
62.831858
Streak
15.246525
Best Strategy
Training Data Length
1589.500000
Evaluation Time
2025-09-30 08:55
Expiration Time
2025-11-16 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336298.8975 291937.7479 44361.1496 -31079.5304 -67296.4793 36216.9489
Total P&L (%) 336.2989 291.9377 44.3612 -31.0795 -67.2965 36.2169
Avg Daily Profit (%) 0.2116 0.1837 0.0279 -0.0234 -0.0703 0.0194
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143765 -98920 -93745 -517186 -457513 -364374
Profit Factor 1.3273 1.5666 1.0866 0.9884 0.9552 1.0307
Total Trades 226 113 113 226 113 113
Winning Trades 142 69 73 142 69 73
Losing Trades 84 44 40 84 44 40
Profitability (%) 62.8319 61.0619 64.6018 62.8319 61.0619 64.6018
Ratio Avg Win / Avg Loss 0.7852 0.999 0.5954 0.5847 0.6091 0.5648
Largest Winning Trade 152995 152995 45665 144186 144186 103606
Largest Losing Trade -64089 -55351 -64089 -263757 -263757 -200695
Avg Bars in Trades 13 17 9 13 17 9
Avg Bars in Winners 8 10 7 8 10 7
Avg Bars in Losers 21 29 13 21 29 13
Bars Traded 3050 1981 1069 3050 1981 1069
Profit Streak 15.2465 26.7465 15.2465 15.2465 26.7465 15.2465
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395033 376217 -281377 -576108 -577855 -354895
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3179,
    "evaluation_days": 1589.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626264000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211699773,
    "expiration_time": 1763310384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 2.44029
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "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": [
        [
            336298.8975495108,
            291937.7479397561,
            44361.1496097546,
            -31079.5304123758,
            -67296.4793157381,
            36216.9489033623
        ],
        [
            336.298898,
            291.937748,
            44.36115,
            -31.07953,
            -67.296479,
            36.216949
        ],
        [
            0.211575,
            0.183666,
            0.027909,
            -0.023414,
            -0.070292,
            0.019447
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143765,
            -98920,
            -93745,
            -517186,
            -457513,
            -364374
        ],
        [
            1.327298,
            1.566615,
            1.086597,
            0.988422,
            0.955249,
            1.030677
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            142,
            69,
            73,
            142,
            69,
            73
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            62.831858,
            61.061947,
            64.60177,
            62.831858,
            61.061947,
            64.60177
        ],
        [
            0.785162,
            0.999001,
            0.595396,
            0.5847,
            0.609145,
            0.564755
        ],
        [
            152995,
            152995,
            45665,
            144186,
            144186,
            103606
        ],
        [
            -64089,
            -55351,
            -64089,
            -263757,
            -263757,
            -200695
        ],
        [
            13,
            17,
            9,
            13,
            17,
            9
        ],
        [
            8,
            10,
            7,
            8,
            10,
            7
        ],
        [
            21,
            29,
            13,
            21,
            29,
            13
        ],
        [
            3050,
            1981,
            1069,
            3050,
            1981,
            1069
        ],
        [
            15.246525,
            26.746525,
            15.246525,
            15.246525,
            26.746525,
            15.246525
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395033,
            376217,
            -281377,
            -576108,
            -577855,
            -354895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3179,
    "evaluation_days": 1589.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626264000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211699773,
    "expiration_time": 1763310384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 2.44029
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "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)