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Trade: MASK/USDT/480/DEMA/MIDPRICE/9647

Strategy
MASK/USDT/480/DEMA/MIDPRICE/9647
Pair
MASK_USDT
Interval
8h
Score
406649
Daily Profit
0.182917
Profit Factor
1.481882
Profitability
56.818182
Streak
23.516299
Best Strategy
Training Data Length
1597.330000
Evaluation Time
2025-10-08 07:23
Expiration Time
2025-11-25 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292179.527 203279.0225 88900.5045 7299.3631 61150.9151 -53851.5521
Total P&L (%) 292.1795 203.279 88.9005 7.2994 61.1509 -53.8516
Avg Daily Profit (%) 0.1829 0.1273 0.0557 0.0044 0.0299 -0.0484
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207112 -143194 -105941 -772658 -545667 -334566
Profit Factor 1.4819 1.5288 1.4005 1.0047 1.0667 0.9144
Total Trades 88 44 44 88 44 44
Winning Trades 50 24 26 50 24 26
Losing Trades 38 20 18 38 20 18
Profitability (%) 56.8182 54.5455 59.0909 56.8182 54.5455 59.0909
Ratio Avg Win / Avg Loss 1.1262 1.274 0.9696 0.7636 0.8889 0.6331
Largest Winning Trade 158198 158198 25559 435663 435663 87778
Largest Losing Trade -54786 -54786 -37784 -164483 -164483 -127724
Avg Bars in Trades 51 80 22 51 80 22
Avg Bars in Winners 47 76 20 47 76 20
Avg Bars in Losers 57 85 25 57 85 25
Bars Traded 4547 3541 1006 4547 3541 1006
Profit Streak 23.5163 23.5163 77.183 23.5163 23.5163 77.183
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406649 -19959 -116633 -567079 -300743 -577844
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4792,
    "evaluation_days": 1597.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624550400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759897408270,
    "expiration_time": 1764021888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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": [
        [
            292179.527004148,
            203279.0224775172,
            88900.5045266306,
            7299.3630525195,
            61150.9151082418,
            -53851.5520557221
        ],
        [
            292.179527,
            203.279022,
            88.900505,
            7.299363,
            61.150915,
            -53.851552
        ],
        [
            0.182917,
            0.127262,
            0.055656,
            0.004411,
            0.029878,
            -0.048401
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207112,
            -143194,
            -105941,
            -772658,
            -545667,
            -334566
        ],
        [
            1.481882,
            1.528848,
            1.400544,
            1.00472,
            1.066661,
            0.914422
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            56.818182,
            54.545455,
            59.090909,
            56.818182,
            54.545455,
            59.090909
        ],
        [
            1.12623,
            1.27404,
            0.969608,
            0.763587,
            0.888884,
            0.633061
        ],
        [
            158198,
            158198,
            25559,
            435663,
            435663,
            87778
        ],
        [
            -54786,
            -54786,
            -37784,
            -164483,
            -164483,
            -127724
        ],
        [
            51,
            80,
            22,
            51,
            80,
            22
        ],
        [
            47,
            76,
            20,
            47,
            76,
            20
        ],
        [
            57,
            85,
            25,
            57,
            85,
            25
        ],
        [
            4547,
            3541,
            1006,
            4547,
            3541,
            1006
        ],
        [
            23.516299,
            23.516299,
            77.182966,
            23.516299,
            23.516299,
            77.182966
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406649,
            -19959,
            -116633,
            -567079,
            -300743,
            -577844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4792,
    "evaluation_days": 1597.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624550400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759897408270,
    "expiration_time": 1764021888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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)