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Trade: MASK/USDT/120/DEMA/HILO/6255

Strategy
MASK/USDT/120/DEMA/HILO/6255
Pair
MASK_USDT
Interval
2h
Score
440361
Daily Profit
0.285222
Profit Factor
1.244974
Profitability
51.347518
Streak
0.000000
Best Strategy
Training Data Length
1597.920000
Evaluation Time
2025-10-09 09:30
Expiration Time
2025-12-05 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455761.8456 340526.9603 115234.8853 107989.61 345350.3871 -237360.7772
Total P&L (%) 455.7618 340.527 115.2349 107.9896 345.3504 -237.3608
Avg Daily Profit (%) 0.2852 0.2131 0.0721 0.0458 0.0935 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214289 -93896 -161212 -703826 -283127 -563464
Profit Factor 1.245 1.3963 1.1151 1.0217 1.1566 0.9145
Total Trades 705 353 352 705 353 352
Winning Trades 362 170 192 362 170 192
Losing Trades 343 183 160 343 183 160
Profitability (%) 51.3475 48.1586 54.5455 51.3475 48.1586 54.5455
Ratio Avg Win / Avg Loss 1.1796 1.503 0.9293 0.9681 1.2451 0.7621
Largest Winning Trade 123626 123626 50079 241126 241126 146849
Largest Losing Trade -56411 -28750 -56411 -246048 -115353 -246048
Avg Bars in Trades 26 26 27 26 26 27
Avg Bars in Winners 29 29 28 29 29 28
Avg Bars in Losers 24 24 25 24 24 25
Bars Traded 18947 9355 9592 18947 9355 9592
Profit Streak 0 0 7.1876 0 0 7.1876
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440361 373252 -189395 -325892 -115483 -577944
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19175,
    "evaluation_days": 1597.92,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622800800000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759991412003,
    "expiration_time": 1764959760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            455761.8455819471,
            340526.960323728,
            115234.885258218,
            107989.6099781595,
            345350.3871487234,
            -237360.777170564
        ],
        [
            455.761846,
            340.52696,
            115.234885,
            107.98961,
            345.350387,
            -237.360777
        ],
        [
            0.285222,
            0.213106,
            0.072116,
            0.04584,
            0.093521,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214289,
            -93896,
            -161212,
            -703826,
            -283127,
            -563464
        ],
        [
            1.244974,
            1.396271,
            1.115106,
            1.021684,
            1.15664,
            0.914477
        ],
        [
            705,
            353,
            352,
            705,
            353,
            352
        ],
        [
            362,
            170,
            192,
            362,
            170,
            192
        ],
        [
            343,
            183,
            160,
            343,
            183,
            160
        ],
        [
            51.347518,
            48.15864,
            54.545455,
            51.347518,
            48.15864,
            54.545455
        ],
        [
            1.17963,
            1.503045,
            0.929255,
            0.96806,
            1.245089,
            0.762064
        ],
        [
            123626,
            123626,
            50079,
            241126,
            241126,
            146849
        ],
        [
            -56411,
            -28750,
            -56411,
            -246048,
            -115353,
            -246048
        ],
        [
            26,
            26,
            27,
            26,
            26,
            27
        ],
        [
            29,
            29,
            28,
            29,
            29,
            28
        ],
        [
            24,
            24,
            25,
            24,
            24,
            25
        ],
        [
            18947,
            9355,
            9592,
            18947,
            9355,
            9592
        ],
        [
            0,
            0,
            7.187639,
            0,
            0,
            7.187639
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440361,
            373252,
            -189395,
            -325892,
            -115483,
            -577944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19175,
    "evaluation_days": 1597.92,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622800800000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759991412003,
    "expiration_time": 1764959760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)