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Trade: MASK/USDT/720/SMA/SSF/9218

Strategy
MASK/USDT/720/SMA/SSF/9218
Pair
MASK_USDT
Interval
12h
Score
459307
Daily Profit
0.207908
Profit Factor
1.965117
Profitability
53.333333
Streak
57.343271
Best Strategy
Training Data Length
1597.500000
Evaluation Time
2025-10-08 11:14
Expiration Time
2025-11-25 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345366.8678 332133.4102 13233.4575 -219807.24 751853.6026 -971660.8426
Total P&L (%) 345.3669 332.1334 13.2335 -219.8072 751.8536 -971.6608
Avg Daily Profit (%) 0.2162 0.2079 0.0083 0 0.1342 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -291272 -80996 -269042 -13148052 -2993229 -10966377
Profit Factor 1.4091 1.9651 1.0265 0.9888 1.113 0.9252
Total Trades 90 45 45 90 45 45
Winning Trades 54 24 30 51 28 23
Losing Trades 36 21 15 39 17 22
Profitability (%) 60 53.3333 66.6667 56.6667 62.2222 51.1111
Ratio Avg Win / Avg Loss 0.9394 1.7195 0.5132 0.7561 0.6758 0.885
Largest Winning Trade 166238 166238 58387 4897900 1563947 4897900
Largest Losing Trade -178956 -41144 -178956 -9512026 -2063032 -9512026
Avg Bars in Trades 34 29 40 34 29 40
Avg Bars in Winners 32 24 38 30 26 35
Avg Bars in Losers 38 34 43 39 32 45
Bars Traded 3118 1310 1808 3118 1310 1808
Profit Streak 57.3433 57.3433 74.8433 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336953 459307 -437241 -579673 -109432 -580567
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3195,
    "evaluation_days": 1597.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624147200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759911258601,
    "expiration_time": 1764022320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 78,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            345366.8677500222,
            332133.4102433921,
            13233.4575066301,
            -219807.239995469,
            751853.6026121526,
            -971660.8426076212
        ],
        [
            345.366868,
            332.13341,
            13.233458,
            -219.80724,
            751.853603,
            -971.660843
        ],
        [
            0.216192,
            0.207908,
            0.008284,
            0,
            0.13419,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -291272,
            -80996,
            -269042,
            -13148052,
            -2993229,
            -10966377
        ],
        [
            1.409105,
            1.965117,
            1.026464,
            0.988809,
            1.113003,
            0.925183
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            54,
            24,
            30,
            51,
            28,
            23
        ],
        [
            36,
            21,
            15,
            39,
            17,
            22
        ],
        [
            60,
            53.333333,
            66.666667,
            56.666667,
            62.222222,
            51.111111
        ],
        [
            0.939404,
            1.719478,
            0.513232,
            0.756148,
            0.675752,
            0.884958
        ],
        [
            166238,
            166238,
            58387,
            4897900,
            1563947,
            4897900
        ],
        [
            -178956,
            -41144,
            -178956,
            -9512026,
            -2063032,
            -9512026
        ],
        [
            34,
            29,
            40,
            34,
            29,
            40
        ],
        [
            32,
            24,
            38,
            30,
            26,
            35
        ],
        [
            38,
            34,
            43,
            39,
            32,
            45
        ],
        [
            3118,
            1310,
            1808,
            3118,
            1310,
            1808
        ],
        [
            57.343271,
            57.343271,
            74.843271,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336953,
            459307,
            -437241,
            -579673,
            -109432,
            -580567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3195,
    "evaluation_days": 1597.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624147200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759911258601,
    "expiration_time": 1764022320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 78,
            "offset": 0,
            "poles": 3
        }
    }
}

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)