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Trade: MASK/USDT/720/BBM/SMA/2291

Strategy
MASK/USDT/720/BBM/SMA/2291
Pair
MASK_USDT
Interval
12h
Score
387847
Daily Profit
0.214955
Profit Factor
1.238018
Profitability
54.315789
Streak
0.000000
Best Strategy
Training Data Length
1588.500000
Evaluation Time
2025-09-29 05:25
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 341456.1071 265660.9934 75795.1137 -417735.8492 175675.9203 -593411.7695
Total P&L (%) 341.4561 265.661 75.7951 -417.7358 175.6759 -593.4118
Avg Daily Profit (%) 0.215 0.1672 0.0477 0 0.0639 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228146 -87005 -203691 -2244886 -1047972 -1526224
Profit Factor 1.238 1.4117 1.096 0.9459 1.0521 0.8636
Total Trades 475 237 238 475 237 238
Winning Trades 258 120 138 244 119 125
Losing Trades 217 117 100 231 118 113
Profitability (%) 54.3158 50.6329 57.9832 51.3684 50.211 52.521
Ratio Avg Win / Avg Loss 1.0413 1.3764 0.7942 0.8955 1.0433 0.7807
Largest Winning Trade 51964 51964 37997 675282 472377 675282
Largest Losing Trade -156340 -50675 -156340 -692269 -383056 -692269
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 5 5 5 6 6 6
Avg Bars in Losers 7 7 7 6 6 6
Bars Traded 3115 1564 1551 3115 1564 1551
Profit Streak 0 0 0 9.6011 18.1011 9.6011
Trades During Streak 0 0 0 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387847 329466 -243741 -576732 -268807 -578818
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": 1622592000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759112737599,
    "expiration_time": 1763221392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 16,
            "offset": 0,
            "std": 3.10144
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 17,
            "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": [
        [
            341456.1070637261,
            265660.9933655752,
            75795.1136981509,
            -417735.8492079894,
            175675.9202635706,
            -593411.7694715608
        ],
        [
            341.456107,
            265.660993,
            75.795114,
            -417.735849,
            175.67592,
            -593.411769
        ],
        [
            0.214955,
            0.16724,
            0.047715,
            0,
            0.063858,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228146,
            -87005,
            -203691,
            -2244886,
            -1047972,
            -1526224
        ],
        [
            1.238018,
            1.411673,
            1.096033,
            0.945891,
            1.052115,
            0.863562
        ],
        [
            475,
            237,
            238,
            475,
            237,
            238
        ],
        [
            258,
            120,
            138,
            244,
            119,
            125
        ],
        [
            217,
            117,
            100,
            231,
            118,
            113
        ],
        [
            54.315789,
            50.632911,
            57.983193,
            51.368421,
            50.21097,
            52.521008
        ],
        [
            1.041279,
            1.376381,
            0.794227,
            0.895495,
            1.043273,
            0.78066
        ],
        [
            51964,
            51964,
            37997,
            675282,
            472377,
            675282
        ],
        [
            -156340,
            -50675,
            -156340,
            -692269,
            -383056,
            -692269
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            5,
            5,
            5,
            6,
            6,
            6
        ],
        [
            7,
            7,
            7,
            6,
            6,
            6
        ],
        [
            3115,
            1564,
            1551,
            3115,
            1564,
            1551
        ],
        [
            0,
            0,
            0,
            9.60113,
            18.10113,
            9.60113
        ],
        [
            0,
            0,
            0,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387847,
            329466,
            -243741,
            -576732,
            -268807,
            -578818
        ]
    ]
}
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": 1622592000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759112737599,
    "expiration_time": 1763221392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 16,
            "offset": 0,
            "std": 3.10144
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 17,
            "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)