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Trade: MASK/USDT/480/MIDPRICE/T3/3967

Strategy
MASK/USDT/480/MIDPRICE/T3/3967
Pair
MASK_USDT
Interval
8h
Score
345376
Daily Profit
0.166386
Profit Factor
1.425920
Profitability
69.879518
Streak
86.038300
Best Strategy
Training Data Length
1599.000000
Evaluation Time
2025-10-10 03:55
Expiration Time
2025-11-26 17:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 266051.4194 220946.6547 45104.7646 -84486.6771 168687.7033 -253174.3804
Total P&L (%) 266.0514 220.9467 45.1048 -84.4867 168.6877 -253.1744
Avg Daily Profit (%) 0.1664 0.1382 0.0282 -0.1165 0.0618 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169818 -114763 -138960 -359169 -40723 -362830
Profit Factor 1.4259 1.8249 1.1264 0.8073 3.7076 0.327
Total Trades 83 42 41 83 42 41
Winning Trades 58 28 30 48 26 22
Losing Trades 25 14 11 35 16 19
Profitability (%) 69.8795 66.6667 73.1707 57.8313 61.9048 53.6585
Ratio Avg Win / Avg Loss 0.6146 0.9125 0.413 0.5887 2.2816 0.2824
Largest Winning Trade 72036 72036 40171 60354 54629 60354
Largest Losing Trade -111091 -60973 -111091 -274548 -21259 -274548
Avg Bars in Trades 56 53 59 56 53 59
Avg Bars in Winners 37 31 43 40 40 39
Avg Bars in Losers 99 95 103 78 73 82
Bars Traded 4677 2232 2445 4677 2232 2445
Profit Streak 86.0383 86.0383 118.705 86.0383 86.0383 118.705
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345376 -4317 -235715 -579544 -100567 -578916
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4797,
    "evaluation_days": 1599,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624262400000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760057709106,
    "expiration_time": 1764170208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 83,
            "offset": 0,
            "a": 0.77303
        }
    }
}
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": [
        [
            266051.4193588265,
            220946.6547368363,
            45104.7646219902,
            -84486.6770719223,
            168687.7032809051,
            -253174.3803528275
        ],
        [
            266.051419,
            220.946655,
            45.104765,
            -84.486677,
            168.687703,
            -253.17438
        ],
        [
            0.166386,
            0.138178,
            0.028208,
            -0.116472,
            0.061831,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169818,
            -114763,
            -138960,
            -359169,
            -40723,
            -362830
        ],
        [
            1.42592,
            1.82493,
            1.12641,
            0.807326,
            3.707564,
            0.327009
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            58,
            28,
            30,
            48,
            26,
            22
        ],
        [
            25,
            14,
            11,
            35,
            16,
            19
        ],
        [
            69.879518,
            66.666667,
            73.170732,
            57.831325,
            61.904762,
            53.658537
        ],
        [
            0.614621,
            0.912465,
            0.413017,
            0.588675,
            2.281578,
            0.282417
        ],
        [
            72036,
            72036,
            40171,
            60354,
            54629,
            60354
        ],
        [
            -111091,
            -60973,
            -111091,
            -274548,
            -21259,
            -274548
        ],
        [
            56,
            53,
            59,
            56,
            53,
            59
        ],
        [
            37,
            31,
            43,
            40,
            40,
            39
        ],
        [
            99,
            95,
            103,
            78,
            73,
            82
        ],
        [
            4677,
            2232,
            2445,
            4677,
            2232,
            2445
        ],
        [
            86.0383,
            86.0383,
            118.704966,
            86.0383,
            86.0383,
            118.704966
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345376,
            -4317,
            -235715,
            -579544,
            -100567,
            -578916
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4797,
    "evaluation_days": 1599,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624262400000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760057709106,
    "expiration_time": 1764170208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 83,
            "offset": 0,
            "a": 0.77303
        }
    }
}

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)