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Trade: MASK/USDT/720/SUPERTREND/JMA/3902

Strategy
MASK/USDT/720/SUPERTREND/JMA/3902
Pair
MASK_USDT
Interval
12h
Score
427659
Daily Profit
0.245147
Profit Factor
1.587354
Profitability
61.261261
Streak
0.000000
Best Strategy
Training Data Length
1590.500000
Evaluation Time
2025-10-01 04:40
Expiration Time
2025-11-17 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 389905.8829 234713.835 155192.0479 20279.7045 148230.7756 -127951.071
Total P&L (%) 389.9059 234.7138 155.192 20.2797 148.2308 -127.9511
Avg Daily Profit (%) 0.2451 0.1476 0.0976 0.0116 0.0572 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107865 -86404 -91833 -1131657 -218813 -936876
Profit Factor 1.5874 1.8487 1.4007 1.009 1.188 0.9132
Total Trades 111 56 55 111 56 55
Winning Trades 68 34 34 68 34 34
Losing Trades 43 22 21 43 22 21
Profitability (%) 61.2613 60.7143 61.8182 61.2613 60.7143 61.8182
Ratio Avg Win / Avg Loss 1.0038 1.1962 0.8652 0.638 0.7687 0.5641
Largest Winning Trade 91292 91292 40771 347243 134206 347243
Largest Losing Trade -91833 -31574 -91833 -936876 -194780 -936876
Avg Bars in Trades 26 15 37 26 15 37
Avg Bars in Winners 22 15 29 22 15 29
Avg Bars in Losers 32 15 50 32 15 50
Bars Traded 2903 863 2040 2903 863 2040
Profit Streak 0 0 73.5697 0 0 73.5697
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427659 -172035 -241640 -394332 -310351 -758743
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3181,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628121600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759282822936,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 144,
            "offset": 0,
            "multiplier": 3.00463
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "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": [
        [
            389905.8828669296,
            234713.8349890345,
            155192.047877895,
            20279.7045484578,
            148230.7755568148,
            -127951.0710083573
        ],
        [
            389.905883,
            234.713835,
            155.192048,
            20.279705,
            148.230776,
            -127.951071
        ],
        [
            0.245147,
            0.147572,
            0.097574,
            0.01161,
            0.05718,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107865,
            -86404,
            -91833,
            -1131657,
            -218813,
            -936876
        ],
        [
            1.587354,
            1.848707,
            1.400723,
            1.008961,
            1.187998,
            0.913232
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            61.261261,
            60.714286,
            61.818182,
            61.261261,
            60.714286,
            61.818182
        ],
        [
            1.003768,
            1.196222,
            0.865152,
            0.638019,
            0.768705,
            0.564055
        ],
        [
            91292,
            91292,
            40771,
            347243,
            134206,
            347243
        ],
        [
            -91833,
            -31574,
            -91833,
            -936876,
            -194780,
            -936876
        ],
        [
            26,
            15,
            37,
            26,
            15,
            37
        ],
        [
            22,
            15,
            29,
            22,
            15,
            29
        ],
        [
            32,
            15,
            50,
            32,
            15,
            50
        ],
        [
            2903,
            863,
            2040,
            2903,
            863,
            2040
        ],
        [
            0,
            0,
            73.56971,
            0,
            0,
            73.56971
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427659,
            -172035,
            -241640,
            -394332,
            -310351,
            -758743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3181,
    "evaluation_days": 1590.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1628121600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759282822936,
    "expiration_time": 1763399376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 144,
            "offset": 0,
            "multiplier": 3.00463
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "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)