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Trade: MASK/USDT/720/BBM/MIDPOINT/6355

Strategy
MASK/USDT/720/BBM/MIDPOINT/6355
Pair
MASK_USDT
Interval
12h
Score
354031
Daily Profit
0.214511
Profit Factor
1.402879
Profitability
49.541284
Streak
52.015045
Best Strategy
Training Data Length
1598.500000
Evaluation Time
2025-10-09 15:21
Expiration Time
2025-11-26 00:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342896.4825 318796.6955 24099.787 -89621.7367 52840.483 -142462.2197
Total P&L (%) 342.8965 318.7967 24.0998 -89.6217 52.8405 -142.4622
Avg Daily Profit (%) 0.2145 0.1994 0.0151 -0.1416 0.0265 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198579 -130875 -137104 -199964 -66613 -160188
Profit Factor 1.4029 1.7678 1.0553 0.8224 1.2864 0.5551
Total Trades 109 54 55 109 54 55
Winning Trades 54 26 28 54 26 28
Losing Trades 55 28 27 55 28 27
Profitability (%) 49.5413 48.1481 50.9091 49.5413 48.1481 50.9091
Ratio Avg Win / Avg Loss 1.4289 1.9038 1.0176 0.8377 1.3854 0.5353
Largest Winning Trade 345241 345241 43811 83092 83092 40146
Largest Losing Trade -89654 -37454 -89654 -127684 -27080 -127684
Avg Bars in Trades 27 35 20 27 35 20
Avg Bars in Winners 25 30 19 25 30 19
Avg Bars in Losers 30 40 20 30 40 20
Bars Traded 3025 1921 1104 3025 1921 1104
Profit Streak 52.015 87.515 52.015 52.015 87.515 52.015
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354031 -168846 -515664 -579401 -338375 -759874
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3197,
    "evaluation_days": 1598.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624104000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760012499925,
    "expiration_time": 1764111312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 19,
            "offset": 0,
            "std": 3.54063
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 52,
            "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": [
        [
            342896.482499501,
            318796.6955028219,
            24099.7869966786,
            -89621.7367384708,
            52840.4829670852,
            -142462.219705556
        ],
        [
            342.896482,
            318.796696,
            24.099787,
            -89.621737,
            52.840483,
            -142.46222
        ],
        [
            0.214511,
            0.199435,
            0.015077,
            -0.141624,
            0.026542,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198579,
            -130875,
            -137104,
            -199964,
            -66613,
            -160188
        ],
        [
            1.402879,
            1.767771,
            1.055289,
            0.822431,
            1.28641,
            0.555115
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            49.541284,
            48.148148,
            50.909091,
            49.541284,
            48.148148,
            50.909091
        ],
        [
            1.428858,
            1.903753,
            1.0176,
            0.837661,
            1.385365,
            0.535289
        ],
        [
            345241,
            345241,
            43811,
            83092,
            83092,
            40146
        ],
        [
            -89654,
            -37454,
            -89654,
            -127684,
            -27080,
            -127684
        ],
        [
            27,
            35,
            20,
            27,
            35,
            20
        ],
        [
            25,
            30,
            19,
            25,
            30,
            19
        ],
        [
            30,
            40,
            20,
            30,
            40,
            20
        ],
        [
            3025,
            1921,
            1104,
            3025,
            1921,
            1104
        ],
        [
            52.015045,
            87.515045,
            52.015045,
            52.015045,
            87.515045,
            52.015045
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354031,
            -168846,
            -515664,
            -579401,
            -338375,
            -759874
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3197,
    "evaluation_days": 1598.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624104000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760012499925,
    "expiration_time": 1764111312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 19,
            "offset": 0,
            "std": 3.54063
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 52,
            "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)