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Trade: MASK/USDT/720/ZLMA/MIDPOINT/7320

Strategy
MASK/USDT/720/ZLMA/MIDPOINT/7320
Pair
MASK_USDT
Interval
12h
Score
434475
Daily Profit
0.158301
Profit Factor
1.946191
Profitability
60.000000
Streak
177.726377
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 08:25
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 301799.0704 250748.8337 51050.2367 -90220.3321 -2211.81 -88008.5221
Total P&L (%) 301.7991 250.7488 51.0502 -90.2203 -2.2118 -88.0085
Avg Daily Profit (%) 0.1905 0.1583 0.0322 -0.1467 -0.0014 -0.1338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138241 -120275 -124799 -72665 -9797 -69677
Profit Factor 1.5256 1.9462 1.1651 0.3492 0.9136 0.2213
Total Trades 61 30 31 61 30 31
Winning Trades 39 18 21 39 18 21
Losing Trades 22 12 10 22 12 10
Profitability (%) 63.9344 60 67.7419 63.9344 60 67.7419
Ratio Avg Win / Avg Loss 0.8606 1.2975 0.5548 0.197 0.6091 0.1054
Largest Winning Trade 246617 246617 44839 3864 3864 2501
Largest Losing Trade -92617 -60307 -92617 -65941 -6021 -65941
Avg Bars in Trades 47 64 31 47 64 31
Avg Bars in Winners 41 54 30 41 54 30
Avg Bars in Losers 58 78 35 58 78 35
Bars Traded 2915 1926 989 2915 1926 989
Profit Streak 105.2264 177.7264 105.2264 105.2264 177.7264 105.2264
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155899 434475 -188872 -743735 -578281 -577679

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625659200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864358961,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 88,
            "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": [
        [
            301799.0704203583,
            250748.8337363668,
            51050.2366839914,
            -90220.3320830938,
            -2211.8099916056,
            -88008.5220914881
        ],
        [
            301.79907,
            250.748834,
            51.050237,
            -90.220332,
            -2.21181,
            -88.008522
        ],
        [
            0.19053,
            0.158301,
            0.032229,
            -0.146664,
            -0.001412,
            -0.13381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138241,
            -120275,
            -124799,
            -72665,
            -9797,
            -69677
        ],
        [
            1.525566,
            1.946191,
            1.165089,
            0.349187,
            0.913606,
            0.221341
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            63.934426,
            60,
            67.741935,
            63.934426,
            60,
            67.741935
        ],
        [
            0.860576,
            1.29746,
            0.554804,
            0.196977,
            0.609071,
            0.1054
        ],
        [
            246617,
            246617,
            44839,
            3864,
            3864,
            2501
        ],
        [
            -92617,
            -60307,
            -92617,
            -65941,
            -6021,
            -65941
        ],
        [
            47,
            64,
            31,
            47,
            64,
            31
        ],
        [
            41,
            54,
            30,
            41,
            54,
            30
        ],
        [
            58,
            78,
            35,
            58,
            78,
            35
        ],
        [
            2915,
            1926,
            989,
            2915,
            1926,
            989
        ],
        [
            105.226377,
            177.726377,
            105.226377,
            105.226377,
            177.726377,
            105.226377
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155899,
            434475,
            -188872,
            -743735,
            -578281,
            -577679
        ]
    ]
}
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": 1625659200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864358961,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 88,
            "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)