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Trade: MASK/USDT/480/ZLMA/MIDPRICE/8272

Strategy
MASK/USDT/480/ZLMA/MIDPRICE/8272
Pair
MASK_USDT
Interval
8h
Score
471559
Daily Profit
0.285847
Profit Factor
1.609353
Profitability
49.275362
Streak
27.252400
Best Strategy
Training Data Length
1596.670000
Evaluation Time
2025-10-07 17:03
Expiration Time
2025-11-24 07:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456403.5834 359455.4289 96948.1545 55818.5649 26644.203 29174.362
Total P&L (%) 456.4036 359.4554 96.9482 55.8186 26.6442 29.1744
Avg Daily Profit (%) 0.2858 0.2251 0.0607 0.0278 0.0148 0.016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -221880 -134336 -121630 -1063293 -526632 -615564
Profit Factor 1.6094 1.822 1.311 1.0241 1.0217 1.0268
Total Trades 138 69 69 138 69 69
Winning Trades 68 32 36 68 32 36
Losing Trades 70 37 33 70 37 33
Profitability (%) 49.2754 46.3768 52.1739 49.2754 46.3768 52.1739
Ratio Avg Win / Avg Loss 1.6567 2.1067 1.2018 1.0542 1.1814 0.9412
Largest Winning Trade 369283 369283 43241 323207 323207 123103
Largest Losing Trade -50255 -50255 -37552 -257164 -169404 -257164
Avg Bars in Trades 33 48 17 33 48 17
Avg Bars in Winners 34 51 19 34 51 19
Avg Bars in Losers 31 45 16 31 45 16
Bars Traded 4554 3322 1232 4554 3322 1232
Profit Streak 27.2524 27.9191 27.2524 27.2524 27.9191 27.2524
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471559 -90572 -211352 -349021 -474993 -466984
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4790,
    "evaluation_days": 1596.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624291200000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759845807368,
    "expiration_time": 1763962560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 47,
            "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": [
        [
            456403.5833984603,
            359455.4289073064,
            96948.1544911542,
            55818.5649253075,
            26644.2029511449,
            29174.361974163
        ],
        [
            456.403583,
            359.455429,
            96.948154,
            55.818565,
            26.644203,
            29.174362
        ],
        [
            0.285847,
            0.225128,
            0.060719,
            0.027782,
            0.014795,
            0.016034
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -221880,
            -134336,
            -121630,
            -1063293,
            -526632,
            -615564
        ],
        [
            1.609353,
            1.82204,
            1.311005,
            1.024106,
            1.021717,
            1.026798
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            49.275362,
            46.376812,
            52.173913,
            49.275362,
            46.376812,
            52.173913
        ],
        [
            1.656687,
            2.106734,
            1.201755,
            1.054227,
            1.18136,
            0.941231
        ],
        [
            369283,
            369283,
            43241,
            323207,
            323207,
            123103
        ],
        [
            -50255,
            -50255,
            -37552,
            -257164,
            -169404,
            -257164
        ],
        [
            33,
            48,
            17,
            33,
            48,
            17
        ],
        [
            34,
            51,
            19,
            34,
            51,
            19
        ],
        [
            31,
            45,
            16,
            31,
            45,
            16
        ],
        [
            4554,
            3322,
            1232,
            4554,
            3322,
            1232
        ],
        [
            27.2524,
            27.919067,
            27.2524,
            27.2524,
            27.919067,
            27.2524
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471559,
            -90572,
            -211352,
            -349021,
            -474993,
            -466984
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4790,
    "evaluation_days": 1596.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624291200000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759845807368,
    "expiration_time": 1763962560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 47,
            "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)