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Trade: MASK/USDT/60/SMA/ZLMA/6555

Strategy
MASK/USDT/60/SMA/ZLMA/6555
Pair
MASK_USDT
Interval
1h
Score
516832
Daily Profit
0.235454
Profit Factor
1.236029
Profitability
71.597633
Streak
10.299917
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-11 00:11
Expiration Time
2025-12-24 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 245265.3302 163855.4035 81409.9267 -64206.7941 17210.5222 -81417.3163
Total P&L (%) 245.2653 163.8554 81.4099 -64.2068 17.2105 -81.4173
Avg Daily Profit (%) 0.2355 0.1573 0.0782 -0.0986 0.0152 -0.1614
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235702 -90582 -177092 -132159 -31133 -127594
Profit Factor 1.236 1.3348 1.1481 0.7681 1.2019 0.5752
Total Trades 676 338 338 676 338 338
Winning Trades 484 242 242 484 242 242
Losing Trades 192 96 96 192 96 96
Profitability (%) 71.5976 71.5976 71.5976 71.5976 71.5976 71.5976
Ratio Avg Win / Avg Loss 0.4903 0.5295 0.4554 0.3047 0.4768 0.2282
Largest Winning Trade 39834 28280 39834 9925 6153 9925
Largest Losing Trade -95898 -33978 -95898 -61069 -16620 -61069
Avg Bars in Trades 36 33 39 36 33 39
Avg Bars in Winners 21 19 23 21 19 23
Avg Bars in Losers 73 69 77 73 69 77
Bars Traded 24603 11411 13191 24603 11411 13191
Profit Streak 10.2999 14.7583 10.2999 10.2999 14.7583 10.2999
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516832 412104 -142359 -572371 -177847 -575228
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670130000000,
    "first_datapoint_time": 1671008400000,
    "last_datapoint_time": 1760130000000,
    "evaluation_time": 1760130712858,
    "expiration_time": 1766610000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 245,
            "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": [
        [
            245265.3301805619,
            163855.4034728876,
            81409.9267076747,
            -64206.794142345,
            17210.5221807447,
            -81417.3163230897
        ],
        [
            245.26533,
            163.855403,
            81.409927,
            -64.206794,
            17.210522,
            -81.417316
        ],
        [
            0.235454,
            0.157301,
            0.078153,
            -0.098583,
            0.015246,
            -0.161431
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235702,
            -90582,
            -177092,
            -132159,
            -31133,
            -127594
        ],
        [
            1.236029,
            1.334837,
            1.148079,
            0.768106,
            1.201926,
            0.575172
        ],
        [
            676,
            338,
            338,
            676,
            338,
            338
        ],
        [
            484,
            242,
            242,
            484,
            242,
            242
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            71.597633,
            71.597633,
            71.597633,
            71.597633,
            71.597633,
            71.597633
        ],
        [
            0.490325,
            0.529522,
            0.455436,
            0.304703,
            0.476797,
            0.228167
        ],
        [
            39834,
            28280,
            39834,
            9925,
            6153,
            9925
        ],
        [
            -95898,
            -33978,
            -95898,
            -61069,
            -16620,
            -61069
        ],
        [
            36,
            33,
            39,
            36,
            33,
            39
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            73,
            69,
            77,
            73,
            69,
            77
        ],
        [
            24603,
            11411,
            13191,
            24603,
            11411,
            13191
        ],
        [
            10.299917,
            14.75825,
            10.299917,
            10.299917,
            14.758251,
            10.299917
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516832,
            412104,
            -142359,
            -572371,
            -177847,
            -575228
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670130000000,
    "first_datapoint_time": 1671008400000,
    "last_datapoint_time": 1760130000000,
    "evaluation_time": 1760130712858,
    "expiration_time": 1766610000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 245,
            "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)