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Trade: MASK/USDT/360/BBM/DCM/2992

Strategy
MASK/USDT/360/BBM/DCM/2992
Pair
MASK_USDT
Interval
6h
Score
370458
Daily Profit
0.185147
Profit Factor
1.362593
Profitability
53.906250
Streak
49.850741
Best Strategy
Training Data Length
1596.500000
Evaluation Time
2025-10-07 17:25
Expiration Time
2025-11-24 11:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295587.8503 287639.7992 7948.0511 -75987.4378 -42461.0607 -33526.3771
Total P&L (%) 295.5879 287.6398 7.9481 -75.9874 -42.4611 -33.5264
Avg Daily Profit (%) 0.1851 0.1802 0.005 -0.0893 -0.0346 -0.0256
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149221 -148250 -101078 -196026 -151766 -136290
Profit Factor 1.3626 1.5774 1.0251 0.8935 0.9001 0.8839
Total Trades 128 64 64 128 64 64
Winning Trades 69 32 37 69 32 37
Losing Trades 59 32 27 59 32 27
Profitability (%) 53.9063 50 57.8125 53.9063 50 57.8125
Ratio Avg Win / Avg Loss 1.1651 1.5774 0.748 0.764 0.9001 0.645
Largest Winning Trade 361835 361835 34025 84478 84478 39076
Largest Losing Trade -68995 -68995 -46116 -86221 -63545 -86221
Avg Bars in Trades 47 66 28 47 66 28
Avg Bars in Winners 42 55 30 42 55 30
Avg Bars in Losers 53 76 26 53 76 26
Bars Traded 6085 4244 1841 6085 4244 1841
Profit Streak 49.8507 49.8507 121.1007 49.8507 49.8507 121.1007
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370458 -127848 -683101 -578447 -718967 -717316
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6386,
    "evaluation_days": 1596.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624168800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847104014,
    "expiration_time": 1763976528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 26,
            "offset": 0,
            "std": 3.17278
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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": [
        [
            295587.8503023518,
            287639.7991939989,
            7948.0511083528,
            -75987.4377571634,
            -42461.0606718184,
            -33526.3770853451
        ],
        [
            295.58785,
            287.639799,
            7.948051,
            -75.987438,
            -42.461061,
            -33.526377
        ],
        [
            0.185147,
            0.180169,
            0.004978,
            -0.089318,
            -0.034614,
            -0.025575
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149221,
            -148250,
            -101078,
            -196026,
            -151766,
            -136290
        ],
        [
            1.362593,
            1.577389,
            1.02507,
            0.893543,
            0.900114,
            0.883867
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            69,
            32,
            37,
            69,
            32,
            37
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            53.90625,
            50,
            57.8125,
            53.90625,
            50,
            57.8125
        ],
        [
            1.165116,
            1.577389,
            0.748024,
            0.764044,
            0.900114,
            0.644984
        ],
        [
            361835,
            361835,
            34025,
            84478,
            84478,
            39076
        ],
        [
            -68995,
            -68995,
            -46116,
            -86221,
            -63545,
            -86221
        ],
        [
            47,
            66,
            28,
            47,
            66,
            28
        ],
        [
            42,
            55,
            30,
            42,
            55,
            30
        ],
        [
            53,
            76,
            26,
            53,
            76,
            26
        ],
        [
            6085,
            4244,
            1841,
            6085,
            4244,
            1841
        ],
        [
            49.850741,
            49.850741,
            121.100741,
            49.850741,
            49.850741,
            121.100741
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370458,
            -127848,
            -683101,
            -578447,
            -718967,
            -717316
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6386,
    "evaluation_days": 1596.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624168800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847104014,
    "expiration_time": 1763976528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 26,
            "offset": 0,
            "std": 3.17278
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "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)