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Trade: MASK/USDT/120/BBM/DEMA/9980

Strategy
MASK/USDT/120/BBM/DEMA/9980
Pair
MASK_USDT
Interval
2h
Score
320841
Daily Profit
0.216741
Profit Factor
1.687754
Profitability
42.696629
Streak
20.685647
Best Strategy
Training Data Length
1595.920000
Evaluation Time
2025-10-07 11:27
Expiration Time
2025-12-03 18:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345900.7916 269827.6399 76073.1517 109841.2465 219117.4676 -109276.2211
Total P&L (%) 345.9008 269.8276 76.0732 109.8412 219.1175 -109.2762
Avg Daily Profit (%) 0.2167 0.1691 0.0477 0.0465 0.0727 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137331 -98101 -75355 -292340 -158014 -237253
Profit Factor 1.6878 2.0151 1.3208 1.0859 1.345 0.8301
Total Trades 89 44 45 89 44 45
Winning Trades 38 16 22 38 16 22
Losing Trades 51 28 23 51 28 23
Profitability (%) 42.6966 36.3636 48.8889 42.6966 36.3636 48.8889
Ratio Avg Win / Avg Loss 2.2651 3.5264 1.3809 1.4574 2.3537 0.8678
Largest Winning Trade 199794 199794 60568 201215 201215 87255
Largest Losing Trade -41263 -27066 -41263 -189424 -77128 -189424
Avg Bars in Trades 210 159 260 210 159 260
Avg Bars in Winners 348 292 389 348 292 389
Avg Bars in Losers 107 83 136 107 83 136
Bars Traded 18734 7013 11720 18734 7013 11720
Profit Streak 20.6856 0 25.6023 20.6856 0 25.6023
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320841 213893 -128862 -258920 -99599 -580601
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19151,
    "evaluation_days": 1595.92,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623607200000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759825639944,
    "expiration_time": 1764780739200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 129,
            "offset": 0,
            "std": 4.66488
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 235,
            "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": [
        [
            345900.7916450354,
            269827.6399482143,
            76073.151696821,
            109841.2465111596,
            219117.4675875969,
            -109276.2210764374
        ],
        [
            345.900792,
            269.82764,
            76.073152,
            109.841247,
            219.117468,
            -109.276221
        ],
        [
            0.216741,
            0.169073,
            0.047667,
            0.046453,
            0.072736,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137331,
            -98101,
            -75355,
            -292340,
            -158014,
            -237253
        ],
        [
            1.687754,
            2.015072,
            1.320819,
            1.085932,
            1.344968,
            0.830068
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            42.696629,
            36.363636,
            48.888889,
            42.696629,
            36.363636,
            48.888889
        ],
        [
            2.265143,
            3.526376,
            1.380856,
            1.457434,
            2.353694,
            0.867798
        ],
        [
            199794,
            199794,
            60568,
            201215,
            201215,
            87255
        ],
        [
            -41263,
            -27066,
            -41263,
            -189424,
            -77128,
            -189424
        ],
        [
            210,
            159,
            260,
            210,
            159,
            260
        ],
        [
            348,
            292,
            389,
            348,
            292,
            389
        ],
        [
            107,
            83,
            136,
            107,
            83,
            136
        ],
        [
            18734,
            7013,
            11720,
            18734,
            7013,
            11720
        ],
        [
            20.685647,
            0,
            25.602314,
            20.685647,
            0,
            25.602314
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320841,
            213893,
            -128862,
            -258920,
            -99599,
            -580601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19151,
    "evaluation_days": 1595.92,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623607200000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759825639944,
    "expiration_time": 1764780739200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 129,
            "offset": 0,
            "std": 4.66488
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 235,
            "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)