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Trade: MASK/USDT/240/ZLMA/MIDPOINT/1457

Strategy
MASK/USDT/240/ZLMA/MIDPOINT/1457
Pair
MASK_USDT
Interval
4h
Score
445147
Daily Profit
0.274604
Profit Factor
1.597724
Profitability
48.484848
Streak
77.749948
Best Strategy
Training Data Length
1592.670000
Evaluation Time
2025-10-03 20:59
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 437353.8456 343880.9593 93472.8863 -17297.6809 195732.9094 -213030.5903
Total P&L (%) 437.3538 343.881 93.4729 -17.2977 195.7329 -213.0306
Avg Daily Profit (%) 0.2746 0.2159 0.0587 -0.0119 0.0681 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213622 -114714 -160231 -571664 -160400 -470912
Profit Factor 1.5977 1.9508 1.2526 0.9836 1.5173 0.6849
Total Trades 99 49 50 99 49 50
Winning Trades 48 23 25 48 23 25
Losing Trades 51 26 25 51 26 25
Profitability (%) 48.4848 46.9388 50 48.4848 46.9388 50
Ratio Avg Win / Avg Loss 1.6976 2.2052 1.2526 1.0451 1.7152 0.6849
Largest Winning Trade 325721 325721 49337 140228 140228 138976
Largest Losing Trade -78245 -51251 -78245 -313003 -50526 -313003
Avg Bars in Trades 91 124 59 91 124 59
Avg Bars in Winners 102 139 67 102 139 67
Avg Bars in Losers 81 110 50 81 110 50
Bars Traded 9062 6099 2963 9062 6099 2963
Profit Streak 77.7499 77.9166 77.7499 77.7499 77.9166 77.7499
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445147 407951 -293851 -578019 -99609 -759869
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": 1624579200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759514395551,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "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": [
        [
            437353.8455873354,
            343880.9593311037,
            93472.8862562318,
            -17297.6808866967,
            195732.9094033717,
            -213030.5902900686
        ],
        [
            437.353846,
            343.880959,
            93.472886,
            -17.297681,
            195.732909,
            -213.03059
        ],
        [
            0.274604,
            0.215915,
            0.058689,
            -0.011924,
            0.068103,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213622,
            -114714,
            -160231,
            -571664,
            -160400,
            -470912
        ],
        [
            1.597724,
            1.950766,
            1.252623,
            0.983596,
            1.517272,
            0.684897
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            48.484848,
            46.938776,
            50,
            48.484848,
            46.938776,
            50
        ],
        [
            1.697582,
            2.205214,
            1.252623,
            1.04507,
            1.715177,
            0.684897
        ],
        [
            325721,
            325721,
            49337,
            140228,
            140228,
            138976
        ],
        [
            -78245,
            -51251,
            -78245,
            -313003,
            -50526,
            -313003
        ],
        [
            91,
            124,
            59,
            91,
            124,
            59
        ],
        [
            102,
            139,
            67,
            102,
            139,
            67
        ],
        [
            81,
            110,
            50,
            81,
            110,
            50
        ],
        [
            9062,
            6099,
            2963,
            9062,
            6099,
            2963
        ],
        [
            77.749948,
            77.916615,
            77.749948,
            77.749948,
            77.916615,
            77.749948
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445147,
            407951,
            -293851,
            -578019,
            -99609,
            -759869
        ]
    ]
}
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": 1624579200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759514395551,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "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)