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Trade: MASK/USDT/120/DEMA/MIDPOINT/5142

Strategy
MASK/USDT/120/DEMA/MIDPOINT/5142
Pair
MASK_USDT
Interval
2h
Score
364398
Daily Profit
0.183672
Profit Factor
1.233595
Profitability
49.230769
Streak
20.161868
Best Strategy
Training Data Length
1591.500000
Evaluation Time
2025-10-03 00:53
Expiration Time
2025-11-29 05:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292314.5574 246040.9343 46273.6231 -53111.3804 56201.3762 -109312.7566
Total P&L (%) 292.3146 246.0409 46.2736 -53.1114 56.2014 -109.3128
Avg Daily Profit (%) 0.1837 0.1546 0.0291 -0.0476 0.028 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193364 -160133 -92139 -543596 -340608 -287182
Profit Factor 1.2336 1.3845 1.0757 0.9717 1.0598 0.8832
Total Trades 325 163 162 325 163 162
Winning Trades 160 78 82 160 78 82
Losing Trades 165 85 80 165 85 80
Profitability (%) 49.2308 47.8528 50.6173 49.2308 47.8528 50.6173
Ratio Avg Win / Avg Loss 1.2721 1.5088 1.0494 1.002 1.155 0.8616
Largest Winning Trade 115220 115220 40636 91306 91306 52225
Largest Losing Trade -68325 -64110 -68325 -264464 -155192 -264464
Avg Bars in Trades 58 79 36 58 79 36
Avg Bars in Winners 59 71 48 59 71 48
Avg Bars in Losers 56 86 24 56 86 24
Bars Traded 18891 12946 5945 18891 12946 5945
Profit Streak 20.1619 31.9119 20.1619 20.1619 31.9119 20.1619
Trades During Streak 5 6 2 5 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364398 359156 -291553 -576148 -310026 -579341
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623117600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759441985371,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 97,
            "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": [
        [
            292314.5574003794,
            246040.9342760665,
            46273.6231243131,
            -53111.3803611134,
            56201.3762175919,
            -109312.7565787055
        ],
        [
            292.314557,
            246.040934,
            46.273623,
            -53.11138,
            56.201376,
            -109.312757
        ],
        [
            0.183672,
            0.154597,
            0.029075,
            -0.047579,
            0.028026,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193364,
            -160133,
            -92139,
            -543596,
            -340608,
            -287182
        ],
        [
            1.233595,
            1.384509,
            1.075674,
            0.971673,
            1.059843,
            0.883185
        ],
        [
            325,
            163,
            162,
            325,
            163,
            162
        ],
        [
            160,
            78,
            82,
            160,
            78,
            82
        ],
        [
            165,
            85,
            80,
            165,
            85,
            80
        ],
        [
            49.230769,
            47.852761,
            50.617284,
            49.230769,
            47.852761,
            50.617284
        ],
        [
            1.272145,
            1.50876,
            1.049438,
            1.002038,
            1.154957,
            0.861644
        ],
        [
            115220,
            115220,
            40636,
            91306,
            91306,
            52225
        ],
        [
            -68325,
            -64110,
            -68325,
            -264464,
            -155192,
            -264464
        ],
        [
            58,
            79,
            36,
            58,
            79,
            36
        ],
        [
            59,
            71,
            48,
            59,
            71,
            48
        ],
        [
            56,
            86,
            24,
            56,
            86,
            24
        ],
        [
            18891,
            12946,
            5945,
            18891,
            12946,
            5945
        ],
        [
            20.161868,
            31.911868,
            20.161868,
            20.161868,
            31.911868,
            20.161868
        ],
        [
            5,
            6,
            2,
            5,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364398,
            359156,
            -291553,
            -576148,
            -310026,
            -579341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623117600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759441985371,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 97,
            "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)