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Trade: MASK/USDT/720/ZLMA/PSAR/6922

Strategy
MASK/USDT/720/ZLMA/PSAR/6922
Pair
MASK_USDT
Interval
12h
Score
371663
Daily Profit
0.162476
Profit Factor
1.434732
Profitability
55.421687
Streak
54.524011
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 03:34
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 274421.1404 257362.7039 17058.4365 -100478.3767 321.0212 -100799.3978
Total P&L (%) 274.4211 257.3627 17.0584 -100.4784 0.321 -100.7994
Avg Daily Profit (%) 0.1732 0.1625 0.0108 0 0.0002 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141981 -124381 -112390 -1383 -1395 -705
Profit Factor 1.257 1.4347 1.0359 0.0578 1.0929 0.0232
Total Trades 167 83 84 167 83 84
Winning Trades 100 46 54 66 37 29
Losing Trades 67 37 30 101 46 55
Profitability (%) 59.8802 55.4217 64.2857 39.521 44.5783 34.5238
Ratio Avg Win / Avg Loss 0.8422 1.154 0.5755 0.0885 1.3588 0.044
Largest Winning Trade 202775 202775 43189 493 491 493
Largest Losing Trade -100794 -53220 -100794 -100794 -496 -100794
Avg Bars in Trades 17 22 13 17 22 13
Avg Bars in Winners 17 21 13 18 23 13
Avg Bars in Losers 18 23 12 17 21 13
Bars Traded 2983 1850 1133 2983 1850 1133
Profit Streak 12.024 54.524 12.024 0 0 0
Trades During Streak 2 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326402 371663 -367336 -583422 -478222 -586570

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1626868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846874522,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            274421.1404089238,
            257362.7039262599,
            17058.4364826638,
            -100478.3766754084,
            321.0211583399,
            -100799.3978337484
        ],
        [
            274.42114,
            257.362704,
            17.058436,
            -100.478377,
            0.321021,
            -100.799398
        ],
        [
            0.173246,
            0.162476,
            0.010769,
            0,
            0.000202,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141981,
            -124381,
            -112390,
            -1383,
            -1395,
            -705
        ],
        [
            1.257044,
            1.434732,
            1.035867,
            0.057835,
            1.092933,
            0.023185
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            100,
            46,
            54,
            66,
            37,
            29
        ],
        [
            67,
            37,
            30,
            101,
            46,
            55
        ],
        [
            59.88024,
            55.421687,
            64.285714,
            39.520958,
            44.578313,
            34.52381
        ],
        [
            0.84222,
            1.154024,
            0.575482,
            0.088505,
            1.358782,
            0.043972
        ],
        [
            202775,
            202775,
            43189,
            493,
            491,
            493
        ],
        [
            -100794,
            -53220,
            -100794,
            -100794,
            -496,
            -100794
        ],
        [
            17,
            22,
            13,
            17,
            22,
            13
        ],
        [
            17,
            21,
            13,
            18,
            23,
            13
        ],
        [
            18,
            23,
            12,
            17,
            21,
            13
        ],
        [
            2983,
            1850,
            1133,
            2983,
            1850,
            1133
        ],
        [
            12.024011,
            54.524011,
            12.024011,
            0,
            0,
            0
        ],
        [
            2,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326402,
            371663,
            -367336,
            -583422,
            -478222,
            -586570
        ]
    ]
}
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": 1626868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758846874522,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)