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Trade: MASK/USDT/360/SSF/DCM/9804

Strategy
MASK/USDT/360/SSF/DCM/9804
Pair
MASK_USDT
Interval
6h
Score
403970
Daily Profit
0.263746
Profit Factor
1.466269
Profitability
46.153846
Streak
31.991617
Best Strategy
Training Data Length
1591.750000
Evaluation Time
2025-10-03 02:47
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 419817.7968 345086.4298 74731.367 -17381.978 473207.8619 -490589.8399
Total P&L (%) 419.8178 345.0864 74.7314 -17.382 473.2079 -490.5898
Avg Daily Profit (%) 0.2637 0.2168 0.0469 -0.012 0.1098 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -280639 -155059 -155925 -3242243 -2082501 -1908544
Profit Factor 1.4663 1.6085 1.2243 0.998 1.0924 0.8613
Total Trades 169 84 85 169 84 85
Winning Trades 78 40 38 78 40 38
Losing Trades 91 44 47 91 44 47
Profitability (%) 46.1538 47.619 44.7059 46.1538 47.619 44.7059
Ratio Avg Win / Avg Loss 1.7106 1.7693 1.5142 1.1643 1.2016 1.0653
Largest Winning Trade 332761 332761 33725 1579305 1579305 586942
Largest Losing Trade -64325 -64325 -38685 -649505 -649505 -503712
Avg Bars in Trades 35 49 21 35 49 21
Avg Bars in Winners 43 56 29 43 56 29
Avg Bars in Losers 29 44 15 29 44 15
Bars Traded 6044 4184 1861 6044 4184 1861
Profit Streak 31.9916 31.9916 61.9916 31.9916 31.9916 61.9916
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403970 363402 -130193 -578266 -166109 -579829
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6367,
    "evaluation_days": 1591.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759448875744,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 70,
            "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": [
        [
            419817.7968406439,
            345086.4298050223,
            74731.3670356217,
            -17381.978028768,
            473207.8618536704,
            -490589.8398824381
        ],
        [
            419.817797,
            345.08643,
            74.731367,
            -17.381978,
            473.207862,
            -490.58984
        ],
        [
            0.263746,
            0.216797,
            0.046949,
            -0.011995,
            0.109756,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -280639,
            -155059,
            -155925,
            -3242243,
            -2082501,
            -1908544
        ],
        [
            1.466269,
            1.60846,
            1.224264,
            0.997993,
            1.092361,
            0.861328
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            78,
            40,
            38,
            78,
            40,
            38
        ],
        [
            91,
            44,
            47,
            91,
            44,
            47
        ],
        [
            46.153846,
            47.619048,
            44.705882,
            46.153846,
            47.619048,
            44.705882
        ],
        [
            1.710648,
            1.769306,
            1.514222,
            1.164325,
            1.201597,
            1.065327
        ],
        [
            332761,
            332761,
            33725,
            1579305,
            1579305,
            586942
        ],
        [
            -64325,
            -64325,
            -38685,
            -649505,
            -649505,
            -503712
        ],
        [
            35,
            49,
            21,
            35,
            49,
            21
        ],
        [
            43,
            56,
            29,
            43,
            56,
            29
        ],
        [
            29,
            44,
            15,
            29,
            44,
            15
        ],
        [
            6044,
            4184,
            1861,
            6044,
            4184,
            1861
        ],
        [
            31.991617,
            31.991617,
            61.991617,
            31.991617,
            31.991617,
            61.991617
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403970,
            363402,
            -130193,
            -578266,
            -166109,
            -579829
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6367,
    "evaluation_days": 1591.75,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623412800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759448875744,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 70,
            "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)