← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: MASK/USDT/120/DCU/MIDPRICE/2038

Strategy
MASK/USDT/120/DCU/MIDPRICE/2038
Pair
MASK_USDT
Interval
2h
Score
412749
Daily Profit
0.172331
Profit Factor
1.779526
Profitability
58.653846
Streak
64.607812
Best Strategy
Training Data Length
1591.080000
Evaluation Time
2025-10-02 13:35
Expiration Time
2025-11-28 18:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335466.6015 274192.6326 61273.9688 -850372.2612 543146.2352 -1393518.4964
Total P&L (%) 335.4666 274.1926 61.274 -850.3723 543.1462 -1393.5185
Avg Daily Profit (%) 0.2108 0.1723 0.0385 0 0.117 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -334828 -75617 -270658 -9037907 -1866679 -7548395
Profit Factor 1.3181 1.7795 1.0872 0.9541 1.0898 0.8883
Total Trades 208 104 104 208 104 104
Winning Trades 126 61 65 107 49 58
Losing Trades 82 43 39 101 55 46
Profitability (%) 60.5769 58.6538 62.5 51.4423 47.1154 55.7692
Ratio Avg Win / Avg Loss 0.8578 1.2544 0.6523 0.9006 1.2232 0.7045
Largest Winning Trade 55115 55115 46232 1340880 818632 1340880
Largest Losing Trade -195111 -25833 -195111 -7153243 -686421 -7153243
Avg Bars in Trades 88 49 127 88 49 127
Avg Bars in Winners 66 36 94 100 60 134
Avg Bars in Losers 122 68 182 75 40 117
Bars Traded 18398 5177 13221 18398 5177 13221
Profit Streak 64.6078 64.6078 66.8578 0 0 0
Trades During Streak 4 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365119 412749 -265603 -579502 -159493 -580307
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19093,
    "evaluation_days": 1591.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623146400000,
    "last_datapoint_time": 1759399200000,
    "evaluation_time": 1759401315002,
    "expiration_time": 1764348105600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "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": [
        [
            335466.6014657349,
            274192.6326342897,
            61273.968831445,
            -850372.2611783729,
            543146.235221839,
            -1393518.4964002154
        ],
        [
            335.466601,
            274.192633,
            61.273969,
            -850.372261,
            543.146235,
            -1393.518496
        ],
        [
            0.210842,
            0.172331,
            0.038511,
            0,
            0.117046,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -334828,
            -75617,
            -270658,
            -9037907,
            -1866679,
            -7548395
        ],
        [
            1.318117,
            1.779526,
            1.087186,
            0.954107,
            1.089783,
            0.888338
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            126,
            61,
            65,
            107,
            49,
            58
        ],
        [
            82,
            43,
            39,
            101,
            55,
            46
        ],
        [
            60.576923,
            58.653846,
            62.5,
            51.442308,
            47.115385,
            55.769231
        ],
        [
            0.857822,
            1.25442,
            0.652312,
            0.900605,
            1.223226,
            0.704544
        ],
        [
            55115,
            55115,
            46232,
            1340880,
            818632,
            1340880
        ],
        [
            -195111,
            -25833,
            -195111,
            -7153243,
            -686421,
            -7153243
        ],
        [
            88,
            49,
            127,
            88,
            49,
            127
        ],
        [
            66,
            36,
            94,
            100,
            60,
            134
        ],
        [
            122,
            68,
            182,
            75,
            40,
            117
        ],
        [
            18398,
            5177,
            13221,
            18398,
            5177,
            13221
        ],
        [
            64.607812,
            64.607812,
            66.857812,
            0,
            0,
            0
        ],
        [
            4,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365119,
            412749,
            -265603,
            -579502,
            -159493,
            -580307
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19093,
    "evaluation_days": 1591.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623146400000,
    "last_datapoint_time": 1759399200000,
    "evaluation_time": 1759401315002,
    "expiration_time": 1764348105600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "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)