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Trade: MASK/USDT/120/MIDPOINT/MIDPRICE/5471

Strategy
MASK/USDT/120/MIDPOINT/MIDPRICE/5471
Pair
MASK_USDT
Interval
2h
Score
415046
Daily Profit
0.258185
Profit Factor
1.476236
Profitability
53.246753
Streak
25.491981
Best Strategy
Training Data Length
1595.330000
Evaluation Time
2025-10-06 20:48
Expiration Time
2025-12-03 04:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411890.2893 340054.317 71835.9722 -34683.5242 -29927.7605 -4755.7637
Total P&L (%) 411.8903 340.0543 71.836 -34.6835 -29.9278 -4.7558
Avg Daily Profit (%) 0.2582 0.2132 0.045 -0.0267 -0.0223 -0.0031
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151990 -129080 -100310 -618451 -349695 -362311
Profit Factor 1.4762 1.7224 1.1823 0.9837 0.9758 0.9947
Total Trades 154 77 77 154 77 77
Winning Trades 82 40 42 82 40 42
Losing Trades 72 37 35 72 37 35
Profitability (%) 53.2468 51.9481 54.5455 53.2468 51.9481 54.5455
Ratio Avg Win / Avg Loss 1.2962 1.5932 0.9852 0.8638 0.9026 0.8289
Largest Winning Trade 284270 284270 40197 362526 362526 144140
Largest Losing Trade -69696 -56241 -69696 -164067 -164067 -103684
Avg Bars in Trades 120 149 91 120 149 91
Avg Bars in Winners 95 98 93 95 98 93
Avg Bars in Losers 147 203 89 147 203 89
Bars Traded 18514 11484 7030 18514 11484 7030
Profit Streak 25.492 25.492 45.0753 25.492 25.492 45.0753
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415046 -30165 -195287 -578528 -621941 -621591
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19144,
    "evaluation_days": 1595.33,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623679200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759772907171,
    "expiration_time": 1764728524800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 245,
            "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": [
        [
            411890.2892703519,
            340054.3170468792,
            71835.9722234722,
            -34683.5242093576,
            -29927.7604756089,
            -4755.7637337489
        ],
        [
            411.890289,
            340.054317,
            71.835972,
            -34.683524,
            -29.92776,
            -4.755764
        ],
        [
            0.258185,
            0.213156,
            0.045029,
            -0.026695,
            -0.02229,
            -0.003054
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151990,
            -129080,
            -100310,
            -618451,
            -349695,
            -362311
        ],
        [
            1.476236,
            1.72237,
            1.182261,
            0.983739,
            0.975813,
            0.99469
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            82,
            40,
            42,
            82,
            40,
            42
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            53.246753,
            51.948052,
            54.545455,
            53.246753,
            51.948052,
            54.545455
        ],
        [
            1.296207,
            1.593192,
            0.985217,
            0.863771,
            0.902627,
            0.828908
        ],
        [
            284270,
            284270,
            40197,
            362526,
            362526,
            144140
        ],
        [
            -69696,
            -56241,
            -69696,
            -164067,
            -164067,
            -103684
        ],
        [
            120,
            149,
            91,
            120,
            149,
            91
        ],
        [
            95,
            98,
            93,
            95,
            98,
            93
        ],
        [
            147,
            203,
            89,
            147,
            203,
            89
        ],
        [
            18514,
            11484,
            7030,
            18514,
            11484,
            7030
        ],
        [
            25.491981,
            25.491981,
            45.075314,
            25.491981,
            25.491981,
            45.075314
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415046,
            -30165,
            -195287,
            -578528,
            -621941,
            -621591
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19144,
    "evaluation_days": 1595.33,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623679200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759772907171,
    "expiration_time": 1764728524800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 245,
            "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)