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Trade: MASK/USDT/240/ALMA/MIDPRICE/6337

Strategy
MASK/USDT/240/ALMA/MIDPRICE/6337
Pair
MASK_USDT
Interval
4h
Score
349161
Daily Profit
0.282632
Profit Factor
1.324947
Profitability
44.414169
Streak
0.000000
Best Strategy
Training Data Length
1592.670000
Evaluation Time
2025-10-03 21:54
Expiration Time
2025-11-20 12:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 450138.9097 378335.1225 71803.7872 17875.7302 134697.5547 -116821.8246
Total P&L (%) 450.1389 378.3351 71.8038 17.8757 134.6976 -116.8218
Avg Daily Profit (%) 0.2826 0.2375 0.0451 0.0103 0.0536 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146413 -108678 -109687 -399741 -205082 -269685
Profit Factor 1.3249 1.5023 1.1136 1.0065 1.0906 0.9084
Total Trades 367 183 184 367 183 184
Winning Trades 163 81 82 163 81 82
Losing Trades 204 102 102 204 102 102
Profitability (%) 44.4142 44.2623 44.5652 44.4142 44.2623 44.5652
Ratio Avg Win / Avg Loss 1.6582 1.8918 1.3852 1.2596 1.3733 1.1299
Largest Winning Trade 305944 305944 49643 210442 210442 87227
Largest Losing Trade -42045 -29075 -42045 -101632 -99093 -101632
Avg Bars in Trades 25 31 20 25 31 20
Avg Bars in Winners 32 38 26 32 38 26
Avg Bars in Losers 20 25 15 20 25 15
Bars Traded 9462 5705 3757 9462 5705 3757
Profit Streak 0 11.6211 0 0 11.6211 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349161 330283 -229687 -400725 -243432 -580539
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1622736000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759517663287,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "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": [
        [
            450138.9096666138,
            378335.1224734642,
            71803.7871931496,
            17875.7301628485,
            134697.5547463559,
            -116821.8245835074
        ],
        [
            450.13891,
            378.335122,
            71.803787,
            17.87573,
            134.697555,
            -116.821825
        ],
        [
            0.282632,
            0.237548,
            0.045084,
            0.010327,
            0.05358,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146413,
            -108678,
            -109687,
            -399741,
            -205082,
            -269685
        ],
        [
            1.324947,
            1.502301,
            1.113602,
            1.006472,
            1.0906,
            0.908383
        ],
        [
            367,
            183,
            184,
            367,
            183,
            184
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            44.414169,
            44.262295,
            44.565217,
            44.414169,
            44.262295,
            44.565217
        ],
        [
            1.658216,
            1.891786,
            1.385212,
            1.259634,
            1.373348,
            1.12994
        ],
        [
            305944,
            305944,
            49643,
            210442,
            210442,
            87227
        ],
        [
            -42045,
            -29075,
            -42045,
            -101632,
            -99093,
            -101632
        ],
        [
            25,
            31,
            20,
            25,
            31,
            20
        ],
        [
            32,
            38,
            26,
            32,
            38,
            26
        ],
        [
            20,
            25,
            15,
            20,
            25,
            15
        ],
        [
            9462,
            5705,
            3757,
            9462,
            5705,
            3757
        ],
        [
            0,
            11.621103,
            0,
            0,
            11.621103,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349161,
            330283,
            -229687,
            -400725,
            -243432,
            -580539
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1622736000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759517663287,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "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)