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Trade: MASK/USDT/480/HILO/DCM/1349

Strategy
MASK/USDT/480/HILO/DCM/1349
Pair
MASK_USDT
Interval
8h
Score
438384
Daily Profit
0.187989
Profit Factor
1.979136
Profitability
61.290323
Streak
184.232398
Best Strategy
Training Data Length
1592.000000
Evaluation Time
2025-10-03 00:34
Expiration Time
2025-11-19 12:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391538.857 299278.8221 92260.0349 49922.2873 -118080.2864 168002.5737
Total P&L (%) 391.5389 299.2788 92.26 49.9223 -118.0803 168.0026
Avg Daily Profit (%) 0.2459 0.188 0.058 0.0254 0 0.0619
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201841 -125241 -97666 -1370207 -906133 -497130
Profit Factor 1.8026 1.9791 1.5064 1.0241 0.9113 1.2282
Total Trades 63 31 32 63 31 32
Winning Trades 39 19 20 39 19 20
Losing Trades 24 12 12 24 12 12
Profitability (%) 61.9048 61.2903 62.5 61.9048 61.2903 62.5
Ratio Avg Win / Avg Loss 1.1093 1.25 0.9038 0.6302 0.5756 0.7369
Largest Winning Trade 271157 271157 34101 531702 531702 298670
Largest Losing Trade -64678 -64678 -39802 -513578 -513578 -212182
Avg Bars in Trades 66 104 29 66 104 29
Avg Bars in Winners 39 54 26 39 54 26
Avg Bars in Losers 110 184 36 110 184 36
Bars Traded 4201 3245 956 4201 3245 956
Profit Streak 0 184.2324 0 0 184.2324 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139134 438384 -113992 -505321 -578767 -110371
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628265600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759440879188,
    "expiration_time": 1763547264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 222,
            "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": [
        [
            391538.8569710489,
            299278.8220929336,
            92260.0348781156,
            49922.2873099525,
            -118080.2864116915,
            168002.5737216438
        ],
        [
            391.538857,
            299.278822,
            92.260035,
            49.922287,
            -118.080286,
            168.002574
        ],
        [
            0.245941,
            0.187989,
            0.057952,
            0.02544,
            0,
            0.061943
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201841,
            -125241,
            -97666,
            -1370207,
            -906133,
            -497130
        ],
        [
            1.802596,
            1.979136,
            1.50641,
            1.024141,
            0.911339,
            1.228234
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            61.904762,
            61.290323,
            62.5,
            61.904762,
            61.290323,
            62.5
        ],
        [
            1.10929,
            1.249981,
            0.903846,
            0.630241,
            0.575583,
            0.73694
        ],
        [
            271157,
            271157,
            34101,
            531702,
            531702,
            298670
        ],
        [
            -64678,
            -64678,
            -39802,
            -513578,
            -513578,
            -212182
        ],
        [
            66,
            104,
            29,
            66,
            104,
            29
        ],
        [
            39,
            54,
            26,
            39,
            54,
            26
        ],
        [
            110,
            184,
            36,
            110,
            184,
            36
        ],
        [
            4201,
            3245,
            956,
            4201,
            3245,
            956
        ],
        [
            0,
            184.232398,
            0,
            0,
            184.232398,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139134,
            438384,
            -113992,
            -505321,
            -578767,
            -110371
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628265600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759440879188,
    "expiration_time": 1763547264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 222,
            "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)