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Trade: MASK/USDT/720/SMA/ZLMA/7507

Strategy
MASK/USDT/720/SMA/ZLMA/7507
Pair
MASK_USDT
Interval
12h
Score
478364
Daily Profit
0.202324
Profit Factor
1.498901
Profitability
76.984127
Streak
38.534433
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 15:49
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 320481.9649 169881.7067 150600.2582 -622188.182 23087.7645 -645275.9465
Total P&L (%) 320.482 169.8817 150.6003 -622.1882 23.0878 -645.2759
Avg Daily Profit (%) 0.2023 0.1072 0.0951 0 0.0131 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141398 -78807 -160447 -2265070 -874376 -1946072
Profit Factor 1.4989 1.5263 1.4712 0.8817 1.0101 0.7825
Total Trades 126 63 63 126 63 63
Winning Trades 97 45 52 59 28 31
Losing Trades 29 18 11 67 35 32
Profitability (%) 76.9841 71.4286 82.5397 46.8254 44.4444 49.2063
Ratio Avg Win / Avg Loss 0.4481 0.6105 0.3112 1.0013 1.2626 0.8077
Largest Winning Trade 50012 50012 32494 389099 389099 338345
Largest Losing Trade -131599 -45692 -131599 -1523555 -342950 -1523555
Avg Bars in Trades 23 21 25 23 21 25
Avg Bars in Winners 13 10 16 34 33 36
Avg Bars in Losers 56 48 69 13 11 15
Bars Traded 2952 1326 1626 2952 1326 1626
Profit Streak 38.5344 74.0344 38.5344 0 0 0
Trades During Streak 8 7 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478364 -192060 -207334 -579733 -538453 -727489

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629547200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890975034,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 178,
            "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": [
        [
            320481.9648969697,
            169881.7066947842,
            150600.2582021857,
            -622188.1819987628,
            23087.7644839585,
            -645275.9464827214
        ],
        [
            320.481965,
            169.881707,
            150.600258,
            -622.188182,
            23.087764,
            -645.275946
        ],
        [
            0.202324,
            0.107249,
            0.095076,
            0,
            0.013115,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141398,
            -78807,
            -160447,
            -2265070,
            -874376,
            -1946072
        ],
        [
            1.498901,
            1.526296,
            1.471231,
            0.881746,
            1.010059,
            0.782453
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            97,
            45,
            52,
            59,
            28,
            31
        ],
        [
            29,
            18,
            11,
            67,
            35,
            32
        ],
        [
            76.984127,
            71.428571,
            82.539683,
            46.825397,
            44.444444,
            49.206349
        ],
        [
            0.448125,
            0.610519,
            0.311222,
            1.001304,
            1.262573,
            0.807693
        ],
        [
            50012,
            50012,
            32494,
            389099,
            389099,
            338345
        ],
        [
            -131599,
            -45692,
            -131599,
            -1523555,
            -342950,
            -1523555
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            13,
            10,
            16,
            34,
            33,
            36
        ],
        [
            56,
            48,
            69,
            13,
            11,
            15
        ],
        [
            2952,
            1326,
            1626,
            2952,
            1326,
            1626
        ],
        [
            38.534433,
            74.034433,
            38.534433,
            0,
            0,
            0
        ],
        [
            8,
            7,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478364,
            -192060,
            -207334,
            -579733,
            -538453,
            -727489
        ]
    ]
}
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": 1629547200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890975034,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 178,
            "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)