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Trade: MASK/USDT/240/MIDPOINT/DCM/9217

Strategy
MASK/USDT/240/MIDPOINT/DCM/9217
Pair
MASK_USDT
Interval
4h
Score
391850
Daily Profit
0.163985
Profit Factor
1.304107
Profitability
73.913043
Streak
18.560867
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-27 12:27
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 259669.7038 194913.5129 64756.1908 -123476.4931 155666.0791 -279142.5722
Total P&L (%) 259.6697 194.9135 64.7562 -123.4765 155.6661 -279.1426
Avg Daily Profit (%) 0.164 0.1231 0.0409 0 0.0593 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196588 -128660 -165771 -386222 -90794 -380195
Profit Factor 1.3041 1.5099 1.1373 0.8031 1.8408 0.3683
Total Trades 184 92 92 184 92 92
Winning Trades 136 65 71 49 28 21
Losing Trades 48 27 21 135 64 71
Profitability (%) 73.913 70.6522 77.1739 26.6304 30.4348 22.8261
Ratio Avg Win / Avg Loss 0.4603 0.6272 0.3364 2.2126 4.2075 1.2453
Largest Winning Trade 57441 57441 49510 84688 82744 84688
Largest Losing Trade -129523 -60089 -129523 -205249 -34844 -205249
Avg Bars in Trades 49 64 35 49 64 35
Avg Bars in Winners 25 30 20 114 143 75
Avg Bars in Losers 118 145 83 26 29 23
Bars Traded 9156 5926 3230 9156 5926 3230
Profit Streak 18.5609 18.5609 64.3942 0 0 0
Trades During Streak 2 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391850 -25777 -204857 -599665 -118166 -618815
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": 1623902400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758965258885,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "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": [
        [
            259669.703773898,
            194913.5129430329,
            64756.1908308651,
            -123476.4930812073,
            155666.0791206991,
            -279142.5722019064
        ],
        [
            259.669704,
            194.913513,
            64.756191,
            -123.476493,
            155.666079,
            -279.142572
        ],
        [
            0.163985,
            0.12309,
            0.040894,
            0,
            0.059298,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196588,
            -128660,
            -165771,
            -386222,
            -90794,
            -380195
        ],
        [
            1.304107,
            1.509909,
            1.137304,
            0.803085,
            1.840796,
            0.368334
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            136,
            65,
            71,
            49,
            28,
            21
        ],
        [
            48,
            27,
            21,
            135,
            64,
            71
        ],
        [
            73.913043,
            70.652174,
            77.173913,
            26.630435,
            30.434783,
            22.826087
        ],
        [
            0.460273,
            0.627193,
            0.336386,
            2.212582,
            4.207535,
            1.245321
        ],
        [
            57441,
            57441,
            49510,
            84688,
            82744,
            84688
        ],
        [
            -129523,
            -60089,
            -129523,
            -205249,
            -34844,
            -205249
        ],
        [
            49,
            64,
            35,
            49,
            64,
            35
        ],
        [
            25,
            30,
            20,
            114,
            143,
            75
        ],
        [
            118,
            145,
            83,
            26,
            29,
            23
        ],
        [
            9156,
            5926,
            3230,
            9156,
            5926,
            3230
        ],
        [
            18.560867,
            18.560867,
            64.3942,
            0,
            0,
            0
        ],
        [
            2,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391850,
            -25777,
            -204857,
            -599665,
            -118166,
            -618815
        ]
    ]
}
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": 1623902400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758965258885,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "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)