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Trade: MASK/USDT/720/MIDPRICE/PSAR/7317

Strategy
MASK/USDT/720/MIDPRICE/PSAR/7317
Pair
MASK_USDT
Interval
12h
Score
330425
Daily Profit
0.156578
Profit Factor
1.376222
Profitability
61.363636
Streak
63.501048
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 266788.4459 249897.8065 16890.6394 -97369.56 127268.64 -224638.2
Total P&L (%) 266.7884 249.8978 16.8906 -97.3696 127.2686 -224.6382
Avg Daily Profit (%) 0.1672 0.1566 0.0106 -0.2277 0.0515 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215974 -100495 -236315 -304192 -30360 -343085
Profit Factor 1.1913 1.3762 1.0231 0.7672 3.9259 0.4005
Total Trades 264 132 132 264 132 132
Winning Trades 168 81 87 148 76 72
Losing Trades 96 51 45 116 56 60
Profitability (%) 63.6364 61.3636 65.9091 56.0606 57.5758 54.5455
Ratio Avg Win / Avg Loss 0.6808 0.8665 0.5292 0.6013 2.8927 0.3337
Largest Winning Trade 63944 63944 31300 61351 61161 61351
Largest Losing Trade -112461 -55626 -112461 -186103 -30360 -186103
Avg Bars in Trades 11 12 10 11 12 10
Avg Bars in Winners 9 8 9 10 10 9
Avg Bars in Losers 16 19 13 13 15 12
Bars Traded 3138 1706 1432 3138 1706 1432
Profit Streak 22.001 63.501 22.001 22.001 63.501 22.001
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 17619 330425 -381723 -576866 -114641 -579565
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3192,
    "evaluation_days": 1596,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622160000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759795290583,
    "expiration_time": 1763888832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            266788.4458970546,
            249897.8065419294,
            16890.639355125,
            -97369.5599953727,
            127268.6399796994,
            -224638.1999750721
        ],
        [
            266.788446,
            249.897807,
            16.890639,
            -97.36956,
            127.26864,
            -224.6382
        ],
        [
            0.167161,
            0.156578,
            0.010583,
            -0.227686,
            0.051452,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215974,
            -100495,
            -236315,
            -304192,
            -30360,
            -343085
        ],
        [
            1.191318,
            1.376222,
            1.02313,
            0.76716,
            3.925865,
            0.40046
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            168,
            81,
            87,
            148,
            76,
            72
        ],
        [
            96,
            51,
            45,
            116,
            56,
            60
        ],
        [
            63.636364,
            61.363636,
            65.909091,
            56.060606,
            57.575758,
            54.545455
        ],
        [
            0.680753,
            0.86651,
            0.529205,
            0.601288,
            2.892743,
            0.333717
        ],
        [
            63944,
            63944,
            31300,
            61351,
            61161,
            61351
        ],
        [
            -112461,
            -55626,
            -112461,
            -186103,
            -30360,
            -186103
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            9,
            8,
            9,
            10,
            10,
            9
        ],
        [
            16,
            19,
            13,
            13,
            15,
            12
        ],
        [
            3138,
            1706,
            1432,
            3138,
            1706,
            1432
        ],
        [
            22.001048,
            63.501048,
            22.001048,
            22.001048,
            63.501048,
            22.001048
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            17619,
            330425,
            -381723,
            -576866,
            -114641,
            -579565
        ]
    ]
}
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": 1622160000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759795290583,
    "expiration_time": 1763888832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)