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Trade: MASK/USDT/720/HLC3/ZLMA/4538

Strategy
MASK/USDT/720/HLC3/ZLMA/4538
Pair
MASK_USDT
Interval
12h
Score
496399
Daily Profit
0.195347
Profit Factor
1.414566
Profitability
80.512821
Streak
68.501041
Best Strategy
Training Data Length
1596.000000
Evaluation Time
2025-10-07 03:01
Expiration Time
2025-11-23 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311773.9015 181991.9626 129781.9389 -1814672.3204 -43669.5896 -1771002.7308
Total P&L (%) 311.7739 181.992 129.7819 -1814.6723 -43.6696 -1771.0027
Avg Daily Profit (%) 0.1953 0.114 0.0813 0 -0.036 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -230693 -77653 -237713 -4063288 -1978253 -3519391
Profit Factor 1.4146 1.541 1.3123 0.836 0.991 0.7142
Total Trades 195 98 97 195 98 97
Winning Trades 157 76 81 78 38 40
Losing Trades 38 22 16 117 60 57
Profitability (%) 80.5128 77.551 83.5052 40 38.7755 41.2371
Ratio Avg Win / Avg Loss 0.3424 0.4461 0.2592 1.2541 1.5648 1.0177
Largest Winning Trade 43312 43312 32059 1360956 1016513 1360956
Largest Losing Trade -179513 -49513 -179513 -1564337 -420719 -1564337
Avg Bars in Trades 15 13 16 15 13 16
Avg Bars in Winners 8 6 10 23 21 24
Avg Bars in Losers 42 37 48 9 8 11
Bars Traded 2969 1353 1616 2969 1353 1616
Profit Streak 68.501 90.001 68.501 0 0 0
Trades During Streak 23 12 11 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 496399 -35376 -79733 -581701 -582380 -582536
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3192,
    "evaluation_days": 1596,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627732800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759795289975,
    "expiration_time": 1763888832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "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": [
        [
            311773.9015165672,
            181991.9626301546,
            129781.9388864127,
            -1814672.320403501,
            -43669.5896078508,
            -1771002.7307956503
        ],
        [
            311.773902,
            181.991963,
            129.781939,
            -1814.67232,
            -43.66959,
            -1771.002731
        ],
        [
            0.195347,
            0.11403,
            0.081317,
            0,
            -0.035954,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -230693,
            -77653,
            -237713,
            -4063288,
            -1978253,
            -3519391
        ],
        [
            1.414566,
            1.540968,
            1.312254,
            0.836045,
            0.991037,
            0.714172
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            157,
            76,
            81,
            78,
            38,
            40
        ],
        [
            38,
            22,
            16,
            117,
            60,
            57
        ],
        [
            80.512821,
            77.55102,
            83.505155,
            40,
            38.77551,
            41.237113
        ],
        [
            0.342379,
            0.44607,
            0.259211,
            1.254068,
            1.564795,
            1.017695
        ],
        [
            43312,
            43312,
            32059,
            1360956,
            1016513,
            1360956
        ],
        [
            -179513,
            -49513,
            -179513,
            -1564337,
            -420719,
            -1564337
        ],
        [
            15,
            13,
            16,
            15,
            13,
            16
        ],
        [
            8,
            6,
            10,
            23,
            21,
            24
        ],
        [
            42,
            37,
            48,
            9,
            8,
            11
        ],
        [
            2969,
            1353,
            1616,
            2969,
            1353,
            1616
        ],
        [
            68.501041,
            90.001041,
            68.501041,
            0,
            0,
            0
        ],
        [
            23,
            12,
            11,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            496399,
            -35376,
            -79733,
            -581701,
            -582380,
            -582536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3192,
    "evaluation_days": 1596,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627732800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759795289975,
    "expiration_time": 1763888832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "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)