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Trade: MASK/USDT/720/BBL/MIDPOINT/3821

Strategy
MASK/USDT/720/BBL/MIDPOINT/3821
Pair
MASK_USDT
Interval
12h
Score
342804
Daily Profit
0.156305
Profit Factor
1.370286
Profitability
67.153285
Streak
116.383008
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 12:11
Expiration Time
2025-11-11 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 247586.4988 200388.0328 47198.466 -29697.9931 2759.9364 -32457.9295
Total P&L (%) 247.5865 200.388 47.1985 -29.698 2.7599 -32.4579
Avg Daily Profit (%) 0.1563 0.1265 0.0298 -0.0222 0.0017 -0.0248
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140363 -129765 -83153 -193632 -119379 -104507
Profit Factor 1.3703 1.6741 1.1271 0.9577 1.0079 0.9083
Total Trades 137 68 69 137 68 69
Winning Trades 92 48 44 92 48 44
Losing Trades 45 20 25 45 20 25
Profitability (%) 67.1533 70.5882 63.7681 67.1533 70.5882 63.7681
Ratio Avg Win / Avg Loss 0.6702 0.6976 0.6404 0.4684 0.42 0.5161
Largest Winning Trade 50374 50374 34344 40354 40354 36634
Largest Losing Trade -66607 -66607 -55166 -111606 -111606 -73150
Avg Bars in Trades 20 30 10 20 30 10
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 42 79 13 42 79 13
Bars Traded 2806 2056 750 2806 2056 750
Profit Streak 116.383 0 116.883 116.383 0 116.883
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342804 -130246 -336110 -577349 -676276 -679831

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627689600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877891889,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 2,
            "offset": 0,
            "std": 2.19158
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "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": [
        [
            247586.498834943,
            200388.0327872256,
            47198.4660477173,
            -29697.9931498264,
            2759.9363531181,
            -32457.9295029445
        ],
        [
            247.586499,
            200.388033,
            47.198466,
            -29.697993,
            2.759936,
            -32.45793
        ],
        [
            0.156305,
            0.126508,
            0.029797,
            -0.022243,
            0.001719,
            -0.024771
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140363,
            -129765,
            -83153,
            -193632,
            -119379,
            -104507
        ],
        [
            1.370286,
            1.674133,
            1.127088,
            0.957709,
            1.007928,
            0.908336
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            92,
            48,
            44,
            92,
            48,
            44
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            67.153285,
            70.588235,
            63.768116,
            67.153285,
            70.588235,
            63.768116
        ],
        [
            0.670249,
            0.697555,
            0.640391,
            0.468444,
            0.41997,
            0.5161
        ],
        [
            50374,
            50374,
            34344,
            40354,
            40354,
            36634
        ],
        [
            -66607,
            -66607,
            -55166,
            -111606,
            -111606,
            -73150
        ],
        [
            20,
            30,
            10,
            20,
            30,
            10
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            42,
            79,
            13,
            42,
            79,
            13
        ],
        [
            2806,
            2056,
            750,
            2806,
            2056,
            750
        ],
        [
            116.383008,
            0,
            116.883008,
            116.383008,
            0,
            116.883008
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342804,
            -130246,
            -336110,
            -577349,
            -676276,
            -679831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627689600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877891889,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 2,
            "offset": 0,
            "std": 2.19158
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "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)