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Trade: MASK/USDT/120/DCM/RMA/6919

Strategy
MASK/USDT/120/DCM/RMA/6919
Pair
MASK_USDT
Interval
2h
Score
400017
Daily Profit
0.211667
Profit Factor
1.471793
Profitability
66.956522
Streak
44.466530
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-26 12:11
Expiration Time
2025-11-20 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335121.0104 226746.2407 108374.7697 -118170.7595 258800.2773 -376971.0368
Total P&L (%) 335.121 226.7462 108.3748 -118.1708 258.8003 -376.971
Avg Daily Profit (%) 0.2117 0.1432 0.0685 0 0.0807 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182558 -136973 -117887 -731910 -194672 -564540
Profit Factor 1.4718 1.6898 1.284 0.8667 1.9902 0.3973
Total Trades 115 57 58 115 57 58
Winning Trades 77 34 43 39 24 15
Losing Trades 38 23 15 76 33 43
Profitability (%) 66.9565 59.6491 74.1379 33.913 42.1053 25.8621
Ratio Avg Win / Avg Loss 0.7263 1.1431 0.4479 1.689 2.7365 1.1389
Largest Winning Trade 55100 55100 44873 234275 234275 90073
Largest Losing Trade -109546 -56640 -109546 -344214 -64875 -344214
Avg Bars in Trades 162 182 142 162 182 142
Avg Bars in Winners 84 74 92 309 338 262
Avg Bars in Losers 320 341 287 86 68 100
Bars Traded 18666 10389 8277 18666 10389 8277
Profit Streak 44.4665 44.4665 106.4665 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400017 -178011 -278790 -583950 -264514 -785459

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622952000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758877908201,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 144,
            "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": [
        [
            335121.0104346215,
            226746.2407370037,
            108374.7696976177,
            -118170.759530789,
            258800.2772517354,
            -376971.0367825244
        ],
        [
            335.12101,
            226.746241,
            108.37477,
            -118.17076,
            258.800277,
            -376.971037
        ],
        [
            0.211667,
            0.143216,
            0.068451,
            0,
            0.080727,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182558,
            -136973,
            -117887,
            -731910,
            -194672,
            -564540
        ],
        [
            1.471793,
            1.689751,
            1.284018,
            0.866749,
            1.990182,
            0.397292
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            77,
            34,
            43,
            39,
            24,
            15
        ],
        [
            38,
            23,
            15,
            76,
            33,
            43
        ],
        [
            66.956522,
            59.649123,
            74.137931,
            33.913043,
            42.105263,
            25.862069
        ],
        [
            0.726339,
            1.143067,
            0.447913,
            1.689049,
            2.7365,
            1.138903
        ],
        [
            55100,
            55100,
            44873,
            234275,
            234275,
            90073
        ],
        [
            -109546,
            -56640,
            -109546,
            -344214,
            -64875,
            -344214
        ],
        [
            162,
            182,
            142,
            162,
            182,
            142
        ],
        [
            84,
            74,
            92,
            309,
            338,
            262
        ],
        [
            320,
            341,
            287,
            86,
            68,
            100
        ],
        [
            18666,
            10389,
            8277,
            18666,
            10389,
            8277
        ],
        [
            44.46653,
            44.46653,
            106.46653,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400017,
            -178011,
            -278790,
            -583950,
            -264514,
            -785459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622952000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758877908201,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 144,
            "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)