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Trade: MASK/USDT/360/JMA/SUPERTREND/4490

Strategy
MASK/USDT/360/JMA/SUPERTREND/4490
Pair
MASK_USDT
Interval
6h
Score
364377
Daily Profit
0.257480
Profit Factor
1.371161
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1589.000000
Evaluation Time
2025-09-30 09:24
Expiration Time
2025-11-16 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409136.4754 322864.7751 86271.7003 132776.5997 238450.4838 -105673.884
Total P&L (%) 409.1365 322.8648 86.2717 132.7766 238.4505 -105.6739
Avg Daily Profit (%) 0.2575 0.2032 0.0543 0.0532 0.0768 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133454 -114865 -79739 -464221 -294688 -305028
Profit Factor 1.3712 1.5164 1.1808 1.0423 1.1398 0.9262
Total Trades 238 119 119 238 119 119
Winning Trades 112 60 52 112 60 52
Losing Trades 126 59 67 126 59 67
Profitability (%) 47.0588 50.4202 43.6975 47.0588 50.4202 43.6975
Ratio Avg Win / Avg Loss 1.5426 1.4911 1.5215 1.1726 1.1208 1.1934
Largest Winning Trade 216711 216711 47762 237224 237224 101637
Largest Losing Trade -46892 -30755 -46892 -113331 -112644 -113331
Avg Bars in Trades 25 31 19 25 31 19
Avg Bars in Winners 32 35 28 32 35 28
Avg Bars in Losers 19 27 13 19 27 13
Bars Traded 6100 3723 2377 6100 3723 2377
Profit Streak 0 0 17.5169 0 0 17.5169
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364377 319357 -142761 -295500 -157439 -580954
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6356,
    "evaluation_days": 1589,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625443200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213459464,
    "expiration_time": 1763309088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 61,
            "offset": 0,
            "multiplier": 2.69238
        }
    }
}
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": [
        [
            409136.4754160049,
            322864.7751316087,
            86271.7002843962,
            132776.5997330036,
            238450.483751265,
            -105673.8840182612
        ],
        [
            409.136475,
            322.864775,
            86.2717,
            132.7766,
            238.450484,
            -105.673884
        ],
        [
            0.25748,
            0.203187,
            0.054293,
            0.053187,
            0.076757,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133454,
            -114865,
            -79739,
            -464221,
            -294688,
            -305028
        ],
        [
            1.371161,
            1.516394,
            1.180831,
            1.042307,
            1.139759,
            0.926217
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            112,
            60,
            52,
            112,
            60,
            52
        ],
        [
            126,
            59,
            67,
            126,
            59,
            67
        ],
        [
            47.058824,
            50.420168,
            43.697479,
            47.058824,
            50.420168,
            43.697479
        ],
        [
            1.542556,
            1.491121,
            1.521455,
            1.172596,
            1.120763,
            1.193395
        ],
        [
            216711,
            216711,
            47762,
            237224,
            237224,
            101637
        ],
        [
            -46892,
            -30755,
            -46892,
            -113331,
            -112644,
            -113331
        ],
        [
            25,
            31,
            19,
            25,
            31,
            19
        ],
        [
            32,
            35,
            28,
            32,
            35,
            28
        ],
        [
            19,
            27,
            13,
            19,
            27,
            13
        ],
        [
            6100,
            3723,
            2377,
            6100,
            3723,
            2377
        ],
        [
            0,
            0,
            17.516892,
            0,
            0,
            17.516892
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364377,
            319357,
            -142761,
            -295500,
            -157439,
            -580954
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6356,
    "evaluation_days": 1589,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625443200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213459464,
    "expiration_time": 1763309088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 61,
            "offset": 0,
            "multiplier": 2.69238
        }
    }
}

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)