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Trade: MASK/USDT/720/ZLMA/LINREG/7046

Strategy
MASK/USDT/720/ZLMA/LINREG/7046
Pair
MASK_USDT
Interval
12h
Score
490611
Daily Profit
0.299213
Profit Factor
1.696175
Profitability
60.606061
Streak
47.497250
Best Strategy
Training Data Length
1592.000000
Evaluation Time
2025-10-03 02:56
Expiration Time
2025-11-19 08:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476346.5851 312078.554 164268.0311 249789.8263 577883.4301 -328093.6038
Total P&L (%) 476.3466 312.0786 164.268 249.7898 577.8834 -328.0936
Avg Daily Profit (%) 0.2992 0.196 0.1032 0.0787 0.1203 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126892 -83157 -71161 -1514560 -1144670 -1171656
Profit Factor 1.6962 1.8506 1.5177 1.0302 1.1375 0.9195
Total Trades 99 49 50 99 49 50
Winning Trades 60 27 33 60 27 33
Losing Trades 39 22 17 39 22 17
Profitability (%) 60.6061 55.102 66 60.6061 55.102 66
Ratio Avg Win / Avg Loss 1.1025 1.5079 0.7818 0.6696 0.9268 0.4737
Largest Winning Trade 109484 109484 41316 793942 793942 488943
Largest Losing Trade -56960 -56960 -53972 -981962 -476999 -981962
Avg Bars in Trades 30 31 29 30 31 29
Avg Bars in Winners 27 26 27 27 26 27
Avg Bars in Losers 35 37 33 35 37 33
Bars Traded 3021 1540 1481 3021 1540 1481
Profit Streak 47.4973 47.4973 70.4973 47.4973 47.4973 70.4973
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490611 446999 -232217 -273837 -101641 -757513
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3184,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624968000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759449362403,
    "expiration_time": 1763532864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 72,
            "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": [
        [
            476346.5851036155,
            312078.5540291545,
            164268.0310744609,
            249789.826292708,
            577883.4301325423,
            -328093.6038398343
        ],
        [
            476.346585,
            312.078554,
            164.268031,
            249.789826,
            577.88343,
            -328.093604
        ],
        [
            0.299213,
            0.196029,
            0.103183,
            0.078684,
            0.120286,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126892,
            -83157,
            -71161,
            -1514560,
            -1144670,
            -1171656
        ],
        [
            1.696175,
            1.850564,
            1.517663,
            1.030177,
            1.137494,
            0.919475
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            60.606061,
            55.102041,
            66,
            60.606061,
            55.102041,
            66
        ],
        [
            1.102514,
            1.507867,
            0.781827,
            0.669615,
            0.926847,
            0.473669
        ],
        [
            109484,
            109484,
            41316,
            793942,
            793942,
            488943
        ],
        [
            -56960,
            -56960,
            -53972,
            -981962,
            -476999,
            -981962
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            27,
            26,
            27,
            27,
            26,
            27
        ],
        [
            35,
            37,
            33,
            35,
            37,
            33
        ],
        [
            3021,
            1540,
            1481,
            3021,
            1540,
            1481
        ],
        [
            47.49725,
            47.49725,
            70.49725,
            47.49725,
            47.49725,
            70.49725
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490611,
            446999,
            -232217,
            -273837,
            -101641,
            -757513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3184,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624968000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759449362403,
    "expiration_time": 1763532864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 72,
            "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)