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Trade: MASK/USDT/240/SSF/MIDPRICE/6288

Strategy
MASK/USDT/240/SSF/MIDPRICE/6288
Pair
MASK_USDT
Interval
4h
Score
400772
Daily Profit
0.204849
Profit Factor
1.503186
Profitability
48.214286
Streak
38.796221
Best Strategy
Training Data Length
1596.330000
Evaluation Time
2025-10-07 14:06
Expiration Time
2025-11-24 07:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327006.4142 215909.0611 111097.3531 97663.3635 144421.7233 -46758.3599
Total P&L (%) 327.0064 215.9091 111.0974 97.6634 144.4217 -46.7584
Avg Daily Profit (%) 0.2048 0.1353 0.0696 0.0427 0.056 -0.0395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117638 -77832 -58553 -350559 -212089 -243994
Profit Factor 1.5032 1.5997 1.3833 1.0703 1.2025 0.9309
Total Trades 112 56 56 112 56 56
Winning Trades 54 23 31 54 23 31
Losing Trades 58 33 25 58 33 25
Profitability (%) 48.2143 41.0714 55.3571 48.2143 41.0714 55.3571
Ratio Avg Win / Avg Loss 1.6145 2.2952 1.1156 1.1495 1.7253 0.7507
Largest Winning Trade 190843 190843 47515 149546 149546 85433
Largest Losing Trade -40752 -40342 -40752 -124468 -86643 -124468
Avg Bars in Trades 80 115 44 80 115 44
Avg Bars in Winners 97 151 57 97 151 57
Avg Bars in Losers 64 91 28 64 91 28
Bars Traded 8983 6491 2492 8983 6491 2492
Profit Streak 38.7962 42.6296 38.7962 38.7962 42.6296 38.7962
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400772 -191982 -278234 -278082 -300078 -759592
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9578,
    "evaluation_days": 1596.33,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623758400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759835193525,
    "expiration_time": 1763961696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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": [
        [
            327006.4142091632,
            215909.0610905899,
            111097.3531185732,
            97663.363451044,
            144421.7233197484,
            -46758.3598687043
        ],
        [
            327.006414,
            215.909061,
            111.097353,
            97.663363,
            144.421723,
            -46.75836
        ],
        [
            0.204849,
            0.135253,
            0.069595,
            0.042694,
            0.056002,
            -0.039478
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117638,
            -77832,
            -58553,
            -350559,
            -212089,
            -243994
        ],
        [
            1.503186,
            1.599705,
            1.383298,
            1.070266,
            1.2025,
            0.930904
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            48.214286,
            41.071429,
            55.357143,
            48.214286,
            41.071429,
            55.357143
        ],
        [
            1.614534,
            2.295229,
            1.115563,
            1.149545,
            1.725326,
            0.750729
        ],
        [
            190843,
            190843,
            47515,
            149546,
            149546,
            85433
        ],
        [
            -40752,
            -40342,
            -40752,
            -124468,
            -86643,
            -124468
        ],
        [
            80,
            115,
            44,
            80,
            115,
            44
        ],
        [
            97,
            151,
            57,
            97,
            151,
            57
        ],
        [
            64,
            91,
            28,
            64,
            91,
            28
        ],
        [
            8983,
            6491,
            2492,
            8983,
            6491,
            2492
        ],
        [
            38.796221,
            42.629555,
            38.796221,
            38.796221,
            42.629555,
            38.796221
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400772,
            -191982,
            -278234,
            -278082,
            -300078,
            -759592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9578,
    "evaluation_days": 1596.33,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623758400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759835193525,
    "expiration_time": 1763961696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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)