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Trade: MASK/USDT/240/LINREG/HILO/6779

Strategy
MASK/USDT/240/LINREG/HILO/6779
Pair
MASK_USDT
Interval
4h
Score
391555
Daily Profit
0.163010
Profit Factor
1.427335
Profitability
48.258706
Streak
30.025265
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 15:36
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309192.0521 258126.8011 51065.251 -23289.8362 166480.126 -189769.9623
Total P&L (%) 309.1921 258.1268 51.0653 -23.2898 166.4801 -189.77
Avg Daily Profit (%) 0.1953 0.163 0.0322 -0.0167 0.0619 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152897 -54218 -125703 -268285 -64547 -264406
Profit Factor 1.2251 1.4273 1.0664 0.9813 1.3551 0.7558
Total Trades 402 201 201 402 201 201
Winning Trades 214 97 117 214 97 117
Losing Trades 188 104 84 188 104 84
Profitability (%) 53.2338 48.2587 58.209 53.2338 48.2587 58.209
Ratio Avg Win / Avg Loss 1.0763 1.5303 0.7656 0.8621 1.4529 0.5426
Largest Winning Trade 109731 109731 54076 109320 109320 71986
Largest Losing Trade -63956 -43150 -63956 -171899 -28271 -171899
Avg Bars in Trades 23 20 25 23 20 25
Avg Bars in Winners 24 20 26 24 20 26
Avg Bars in Losers 22 20 23 22 20 23
Bars Traded 9300 4165 5135 9300 4165 5135
Profit Streak 6.8586 30.0253 0 6.8586 30.0253 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384865 391555 -298431 -577293 -108232 -578939

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623456000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890182927,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            309192.0521452138,
            258126.8010990433,
            51065.2510461705,
            -23289.8362223874,
            166480.1260346691,
            -189769.9622570566
        ],
        [
            309.192052,
            258.126801,
            51.065251,
            -23.289836,
            166.480126,
            -189.769962
        ],
        [
            0.195259,
            0.16301,
            0.032248,
            -0.016742,
            0.061916,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152897,
            -54218,
            -125703,
            -268285,
            -64547,
            -264406
        ],
        [
            1.225102,
            1.427335,
            1.066359,
            0.981306,
            1.355091,
            0.755764
        ],
        [
            402,
            201,
            201,
            402,
            201,
            201
        ],
        [
            214,
            97,
            117,
            214,
            97,
            117
        ],
        [
            188,
            104,
            84,
            188,
            104,
            84
        ],
        [
            53.233831,
            48.258706,
            58.208955,
            53.233831,
            48.258706,
            58.208955
        ],
        [
            1.076258,
            1.530338,
            0.765591,
            0.862082,
            1.452881,
            0.5426
        ],
        [
            109731,
            109731,
            54076,
            109320,
            109320,
            71986
        ],
        [
            -63956,
            -43150,
            -63956,
            -171899,
            -28271,
            -171899
        ],
        [
            23,
            20,
            25,
            23,
            20,
            25
        ],
        [
            24,
            20,
            26,
            24,
            20,
            26
        ],
        [
            22,
            20,
            23,
            22,
            20,
            23
        ],
        [
            9300,
            4165,
            5135,
            9300,
            4165,
            5135
        ],
        [
            6.858599,
            30.025265,
            0,
            6.858599,
            30.025265,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384865,
            391555,
            -298431,
            -577293,
            -108232,
            -578939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623456000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890182927,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)