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Trade: MASK/USDT/60/LINREG/ALMA/6562

Strategy
MASK/USDT/60/LINREG/ALMA/6562
Pair
MASK_USDT
Interval
1h
Score
430659
Daily Profit
0.202368
Profit Factor
1.389500
Profitability
72.784810
Streak
11.001343
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 12:01
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 210790.4576 114435.207 96355.2506 92314.167 -93284.5968 185598.7637
Total P&L (%) 210.7905 114.4352 96.3553 92.3142 -93.2846 185.5988
Avg Daily Profit (%) 0.2024 0.1099 0.0925 0.0628 -0.2589 0.1008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118970 -77801 -64735 -584416 -417247 -258062
Profit Factor 1.3895 1.4058 1.3717 1.0606 0.8928 1.2844
Total Trades 158 79 79 158 79 79
Winning Trades 115 59 56 115 59 56
Losing Trades 43 20 23 43 20 23
Profitability (%) 72.7848 74.6835 70.8861 72.7848 74.6835 70.8861
Ratio Avg Win / Avg Loss 0.5196 0.4765 0.5634 0.3966 0.3026 0.5275
Largest Winning Trade 46902 46902 29071 129197 129197 97162
Largest Losing Trade -55144 -47507 -55144 -346356 -346356 -212792
Avg Bars in Trades 154 161 148 154 161 148
Avg Bars in Winners 97 105 87 97 105 87
Avg Bars in Losers 309 325 295 309 325 295
Bars Traded 24468 12754 11715 24468 12754 11715
Profit Streak 11.0013 50.0013 11.0013 11.0013 50.0013 11.0013
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430659 -69254 -93489 -259218 -602774 -82964
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669456800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758963716051,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 203,
            "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": [
        [
            210790.457617204,
            114435.2070051852,
            96355.2506120194,
            92314.1669703776,
            -93284.5967760349,
            185598.7637464126
        ],
        [
            210.790458,
            114.435207,
            96.355251,
            92.314167,
            -93.284597,
            185.598764
        ],
        [
            0.202368,
            0.109863,
            0.092505,
            0.062803,
            -0.258949,
            0.100799
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118970,
            -77801,
            -64735,
            -584416,
            -417247,
            -258062
        ],
        [
            1.3895,
            1.405817,
            1.371749,
            1.060625,
            0.892792,
            1.284402
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            115,
            59,
            56,
            115,
            59,
            56
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            72.78481,
            74.683544,
            70.886076,
            72.78481,
            74.683544,
            70.886076
        ],
        [
            0.519552,
            0.476548,
            0.563397,
            0.396581,
            0.302641,
            0.527522
        ],
        [
            46902,
            46902,
            29071,
            129197,
            129197,
            97162
        ],
        [
            -55144,
            -47507,
            -55144,
            -346356,
            -346356,
            -212792
        ],
        [
            154,
            161,
            148,
            154,
            161,
            148
        ],
        [
            97,
            105,
            87,
            97,
            105,
            87
        ],
        [
            309,
            325,
            295,
            309,
            325,
            295
        ],
        [
            24468,
            12754,
            11715,
            24468,
            12754,
            11715
        ],
        [
            11.001343,
            50.001343,
            11.001343,
            11.001343,
            50.001343,
            11.001343
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430659,
            -69254,
            -93489,
            -259218,
            -602774,
            -82964
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669456800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758963716051,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 203,
            "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)