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Trade: MASK/USDT/720/BBM/ZLMA/5189

Strategy
MASK/USDT/720/BBM/ZLMA/5189
Pair
MASK_USDT
Interval
12h
Score
459955
Daily Profit
0.191918
Profit Factor
1.478347
Profitability
74.615385
Streak
38.833159
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 22:59
Expiration Time
2025-11-11 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303998.8804 163758.9013 140239.979 -575458.4959 69836.2458 -645294.7418
Total P&L (%) 303.9989 163.7589 140.24 -575.4585 69.8362 -645.2947
Avg Daily Profit (%) 0.1919 0.1034 0.0885 0 0.0334 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138437 -76497 -161912 -2003117 -766790 -1756276
Profit Factor 1.4783 1.5152 1.4415 0.8775 1.0343 0.7575
Total Trades 130 65 65 130 65 65
Winning Trades 97 44 53 63 31 32
Losing Trades 33 21 12 67 34 33
Profitability (%) 74.6154 67.6923 81.5385 48.4615 47.6923 49.2308
Ratio Avg Win / Avg Loss 0.5029 0.7232 0.3264 0.9332 1.1344 0.7812
Largest Winning Trade 50012 50012 34771 358681 358681 315774
Largest Losing Trade -133602 -45889 -133602 -1360228 -269076 -1360228
Avg Bars in Trades 22 20 24 22 20 24
Avg Bars in Winners 13 9 16 32 31 34
Avg Bars in Losers 48 42 60 13 10 15
Bars Traded 2952 1328 1624 2952 1328 1624
Profit Streak 38.8332 74.8332 38.8332 0 0 0
Trades During Streak 8 6 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459955 -182819 -201334 -580753 -463357 -712479
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629374400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916784966,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 3.11655
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 174,
            "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": [
        [
            303998.8803933056,
            163758.9013433797,
            140239.9790499258,
            -575458.4959255867,
            69836.2458254207,
            -645294.7417510073
        ],
        [
            303.99888,
            163.758901,
            140.239979,
            -575.458496,
            69.836246,
            -645.294742
        ],
        [
            0.191918,
            0.103383,
            0.088535,
            0,
            0.033444,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138437,
            -76497,
            -161912,
            -2003117,
            -766790,
            -1756276
        ],
        [
            1.478347,
            1.515218,
            1.441457,
            0.877532,
            1.034268,
            0.757493
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            97,
            44,
            53,
            63,
            31,
            32
        ],
        [
            33,
            21,
            12,
            67,
            34,
            33
        ],
        [
            74.615385,
            67.692308,
            81.538462,
            48.461538,
            47.692308,
            49.230769
        ],
        [
            0.502943,
            0.723172,
            0.326368,
            0.933249,
            1.134359,
            0.781165
        ],
        [
            50012,
            50012,
            34771,
            358681,
            358681,
            315774
        ],
        [
            -133602,
            -45889,
            -133602,
            -1360228,
            -269076,
            -1360228
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            13,
            9,
            16,
            32,
            31,
            34
        ],
        [
            48,
            42,
            60,
            13,
            10,
            15
        ],
        [
            2952,
            1328,
            1624,
            2952,
            1328,
            1624
        ],
        [
            38.833159,
            74.833159,
            38.833159,
            0,
            0,
            0
        ],
        [
            8,
            6,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459955,
            -182819,
            -201334,
            -580753,
            -463357,
            -712479
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629374400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916784966,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 3.11655
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 174,
            "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)