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Trade: MASK/USDT/240/LINREG/MIDPRICE/6504

Strategy
MASK/USDT/240/LINREG/MIDPRICE/6504
Pair
MASK_USDT
Interval
4h
Score
406679
Daily Profit
0.181419
Profit Factor
1.887504
Profitability
55.813953
Streak
76.139668
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-28 06:21
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328460.016 287276.2158 41183.8002 -111488.4978 -17165.5523 -94322.9455
Total P&L (%) 328.46 287.2762 41.1838 -111.4885 -17.1656 -94.3229
Avg Daily Profit (%) 0.2074 0.1814 0.026 0 -0.0119 -0.181
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123955 -122925 -105285 -69933 -47500 -42128
Profit Factor 1.49 1.8875 1.1188 0.573 0.7883 0.476
Total Trades 86 43 43 86 43 43
Winning Trades 48 24 24 37 19 18
Losing Trades 38 19 19 49 24 25
Profitability (%) 55.814 55.814 55.814 43.0233 44.186 41.8605
Ratio Avg Win / Avg Loss 1.1796 1.4943 0.8857 0.7589 0.9958 0.6612
Largest Winning Trade 315848 315848 41471 53053 13566 53053
Largest Losing Trade -107124 -64978 -107124 -107124 -23009 -107124
Avg Bars in Trades 104 141 68 104 141 68
Avg Bars in Winners 99 131 68 110 153 65
Avg Bars in Losers 110 153 67 100 131 70
Bars Traded 8999 6068 2931 8999 6068 2931
Profit Streak 76.1397 76.1397 110.3063 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391603 406679 -250363 -583261 -582988 -583892
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624593600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759029667318,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 187,
            "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": [
        [
            328460.0159614207,
            287276.2157575544,
            41183.8002038662,
            -111488.4978071641,
            -17165.5523244747,
            -94322.9454826895
        ],
        [
            328.460016,
            287.276216,
            41.1838,
            -111.488498,
            -17.165552,
            -94.322945
        ],
        [
            0.207427,
            0.181419,
            0.026008,
            0,
            -0.011892,
            -0.181
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123955,
            -122925,
            -105285,
            -69933,
            -47500,
            -42128
        ],
        [
            1.490037,
            1.887504,
            1.118827,
            0.573044,
            0.788346,
            0.476049
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            48,
            24,
            24,
            37,
            19,
            18
        ],
        [
            38,
            19,
            19,
            49,
            24,
            25
        ],
        [
            55.813953,
            55.813953,
            55.813953,
            43.023256,
            44.186047,
            41.860465
        ],
        [
            1.179612,
            1.494274,
            0.885738,
            0.758897,
            0.995805,
            0.661179
        ],
        [
            315848,
            315848,
            41471,
            53053,
            13566,
            53053
        ],
        [
            -107124,
            -64978,
            -107124,
            -107124,
            -23009,
            -107124
        ],
        [
            104,
            141,
            68,
            104,
            141,
            68
        ],
        [
            99,
            131,
            68,
            110,
            153,
            65
        ],
        [
            110,
            153,
            67,
            100,
            131,
            70
        ],
        [
            8999,
            6068,
            2931,
            8999,
            6068,
            2931
        ],
        [
            76.139668,
            76.139668,
            110.306335,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391603,
            406679,
            -250363,
            -583261,
            -582988,
            -583892
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624593600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759029667318,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 187,
            "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)