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Trade: MASK/USDT/480/HILO/MIDPRICE/9022

Strategy
MASK/USDT/480/HILO/MIDPRICE/9022
Pair
MASK_USDT
Interval
8h
Score
439544
Daily Profit
0.251310
Profit Factor
1.686000
Profitability
50.515464
Streak
11.585526
Best Strategy
Training Data Length
1592.000000
Evaluation Time
2025-10-03 01:03
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 400086.2883 294243.0689 105843.2194 64589.5338 -35824.0784 100413.6122
Total P&L (%) 400.0863 294.2431 105.8432 64.5895 -35.8241 100.4136
Avg Daily Profit (%) 0.2513 0.1848 0.0665 0.0313 -0.0279 0.0437
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139645 -118098 -73350 -817305 -430477 -440600
Profit Factor 1.686 1.8151 1.4763 1.0335 0.9699 1.1361
Total Trades 97 48 49 97 48 49
Winning Trades 49 21 28 49 21 28
Losing Trades 48 27 21 48 27 21
Profitability (%) 50.5155 43.75 57.1429 50.5155 43.75 57.1429
Ratio Avg Win / Avg Loss 1.6516 2.3337 1.1072 1.0124 1.247 0.852
Largest Winning Trade 281513 281513 34101 226575 226575 145736
Largest Losing Trade -67536 -67536 -39374 -254269 -254269 -107659
Avg Bars in Trades 46 71 23 46 71 23
Avg Bars in Winners 38 59 23 38 59 23
Avg Bars in Losers 55 80 23 55 80 23
Bars Traded 4542 3408 1134 4542 3408 1134
Profit Streak 11.5855 0 12.9189 11.5855 0 12.9189
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439544 309347 -101090 -334134 -581453 -205191
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 1592,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759442589429,
    "expiration_time": 1763547264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 115,
            "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": [
        [
            400086.288296096,
            294243.0688870179,
            105843.2194090779,
            64589.5337573351,
            -35824.0784353171,
            100413.6121926524
        ],
        [
            400.086288,
            294.243069,
            105.843219,
            64.589534,
            -35.824078,
            100.413612
        ],
        [
            0.25131,
            0.184826,
            0.066484,
            0.031304,
            -0.027857,
            0.043679
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139645,
            -118098,
            -73350,
            -817305,
            -430477,
            -440600
        ],
        [
            1.686,
            1.815121,
            1.476265,
            1.033514,
            0.969876,
            1.136055
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            50.515464,
            43.75,
            57.142857,
            50.515464,
            43.75,
            57.142857
        ],
        [
            1.651591,
            2.333727,
            1.107199,
            1.012422,
            1.246983,
            0.852041
        ],
        [
            281513,
            281513,
            34101,
            226575,
            226575,
            145736
        ],
        [
            -67536,
            -67536,
            -39374,
            -254269,
            -254269,
            -107659
        ],
        [
            46,
            71,
            23,
            46,
            71,
            23
        ],
        [
            38,
            59,
            23,
            38,
            59,
            23
        ],
        [
            55,
            80,
            23,
            55,
            80,
            23
        ],
        [
            4542,
            3408,
            1134,
            4542,
            3408,
            1134
        ],
        [
            11.585526,
            0,
            12.918859,
            11.585526,
            0,
            12.918859
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439544,
            309347,
            -101090,
            -334134,
            -581453,
            -205191
        ]
    ]
}
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": 1625184000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759442589429,
    "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": "midprice",
        "factors": {
            "length": 115,
            "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)