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Trade: MASK/USDT/60/HL2/DCM/2440

Strategy
MASK/USDT/60/HL2/DCM/2440
Pair
MASK_USDT
Interval
1h
Score
513847
Daily Profit
0.180774
Profit Factor
1.252419
Profitability
74.676259
Streak
4.734591
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 16:37
Expiration Time
2025-12-13 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 188306.3625 91090.9567 97215.4058 136745.7504 63228.1021 73517.6483
Total P&L (%) 188.3064 91.091 97.2154 136.7458 63.2281 73.5176
Avg Daily Profit (%) 0.1808 0.0874 0.0933 0.0828 0.047 0.0529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99284 -58900 -61597 -142826 -104143 -114792
Profit Factor 1.2524 1.2462 1.2585 1.1631 1.1561 1.1697
Total Trades 695 348 347 695 348 347
Winning Trades 519 257 262 519 257 262
Losing Trades 176 91 85 176 91 85
Profitability (%) 74.6763 73.8506 75.5043 74.6763 73.8506 75.5043
Ratio Avg Win / Avg Loss 0.4247 0.4413 0.4083 0.3944 0.4094 0.3795
Largest Winning Trade 48615 25088 48615 84133 51153 84133
Largest Losing Trade -37384 -36020 -37384 -99106 -99106 -85685
Avg Bars in Trades 35 39 31 35 39 31
Avg Bars in Winners 18 19 18 18 19 18
Avg Bars in Losers 84 97 70 84 97 70
Bars Traded 24673 13820 10853 24673 13820 10853
Profit Streak 4.7346 4.7346 14.2346 4.7346 4.7346 14.2346
Trades During Streak 6 3 7 6 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 513847 -72403 -63985 -116508 -175243 -151592
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669150800000,
    "first_datapoint_time": 1669968000000,
    "last_datapoint_time": 1759150800000,
    "evaluation_time": 1759153068684,
    "expiration_time": 1765630800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 228,
            "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": [
        [
            188306.3624975641,
            91090.9567390291,
            97215.4057585346,
            136745.7503848182,
            63228.1020966389,
            73517.6482881792
        ],
        [
            188.306362,
            91.090957,
            97.215406,
            136.74575,
            63.228102,
            73.517648
        ],
        [
            0.180774,
            0.087447,
            0.093326,
            0.082768,
            0.047049,
            0.05292
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99284,
            -58900,
            -61597,
            -142826,
            -104143,
            -114792
        ],
        [
            1.252419,
            1.246231,
            1.258507,
            1.163131,
            1.156144,
            1.16966
        ],
        [
            695,
            348,
            347,
            695,
            348,
            347
        ],
        [
            519,
            257,
            262,
            519,
            257,
            262
        ],
        [
            176,
            91,
            85,
            176,
            91,
            85
        ],
        [
            74.676259,
            73.850575,
            75.504323,
            74.676259,
            73.850575,
            75.504323
        ],
        [
            0.424712,
            0.441272,
            0.408294,
            0.394434,
            0.409374,
            0.37947
        ],
        [
            48615,
            25088,
            48615,
            84133,
            51153,
            84133
        ],
        [
            -37384,
            -36020,
            -37384,
            -99106,
            -99106,
            -85685
        ],
        [
            35,
            39,
            31,
            35,
            39,
            31
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            84,
            97,
            70,
            84,
            97,
            70
        ],
        [
            24673,
            13820,
            10853,
            24673,
            13820,
            10853
        ],
        [
            4.734591,
            4.734591,
            14.234591,
            4.734591,
            4.734591,
            14.234591
        ],
        [
            6,
            3,
            7,
            6,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513847,
            -72403,
            -63985,
            -116508,
            -175243,
            -151592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669150800000,
    "first_datapoint_time": 1669968000000,
    "last_datapoint_time": 1759150800000,
    "evaluation_time": 1759153068684,
    "expiration_time": 1765630800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 228,
            "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)