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Trade: MASK/USDT/120/DEMA/HILO/7887

Strategy
MASK/USDT/120/DEMA/HILO/7887
Pair
MASK_USDT
Interval
2h
Score
490648
Daily Profit
0.330989
Profit Factor
1.276890
Profitability
51.890482
Streak
0.000000
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-26 20:40
Expiration Time
2025-11-20 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 524038.929 380591.9149 143447.014 257558.9312 538772.2639 -281213.3327
Total P&L (%) 524.0389 380.5919 143.447 257.5589 538.7723 -281.2133
Avg Daily Profit (%) 0.331 0.2404 0.0906 0.0805 0.1172 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184653 -78606 -133377 -784701 -523331 -679953
Profit Factor 1.2769 1.4248 1.1439 1.0387 1.1807 0.9233
Total Trades 767 384 383 767 384 383
Winning Trades 398 180 218 398 180 218
Losing Trades 369 204 165 369 204 165
Profitability (%) 51.8905 46.875 56.9191 51.8905 46.875 56.9191
Ratio Avg Win / Avg Loss 1.1839 1.6148 0.8658 0.963 1.3382 0.6989
Largest Winning Trade 131797 131797 52047 350471 350471 136855
Largest Losing Trade -64048 -24378 -64048 -394790 -195110 -394790
Avg Bars in Trades 24 23 25 24 23 25
Avg Bars in Winners 26 27 26 26 27 26
Avg Bars in Losers 21 20 24 21 20 24
Bars Traded 18766 9056 9710 18766 9056 9710
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490648 375781 -133261 -260522 -57352 -578156

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622736000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758908400193,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 114,
            "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": [
        [
            524038.9289670829,
            380591.9149478819,
            143447.0140191995,
            257558.9312277018,
            538772.2638789274,
            -281213.3326512256
        ],
        [
            524.038929,
            380.591915,
            143.447014,
            257.558931,
            538.772264,
            -281.213333
        ],
        [
            0.330989,
            0.240386,
            0.090603,
            0.080508,
            0.117193,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184653,
            -78606,
            -133377,
            -784701,
            -523331,
            -679953
        ],
        [
            1.27689,
            1.424824,
            1.143921,
            1.038731,
            1.180721,
            0.923349
        ],
        [
            767,
            384,
            383,
            767,
            384,
            383
        ],
        [
            398,
            180,
            218,
            398,
            180,
            218
        ],
        [
            369,
            204,
            165,
            369,
            204,
            165
        ],
        [
            51.890482,
            46.875,
            56.91906,
            51.890482,
            46.875,
            56.91906
        ],
        [
            1.18385,
            1.6148,
            0.865811,
            0.963044,
            1.33815,
            0.698865
        ],
        [
            131797,
            131797,
            52047,
            350471,
            350471,
            136855
        ],
        [
            -64048,
            -24378,
            -64048,
            -394790,
            -195110,
            -394790
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            26,
            27,
            26,
            26,
            27,
            26
        ],
        [
            21,
            20,
            24,
            21,
            20,
            24
        ],
        [
            18766,
            9056,
            9710,
            18766,
            9056,
            9710
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490648,
            375781,
            -133261,
            -260522,
            -57352,
            -578156
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18999,
    "evaluation_days": 1583.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622736000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758908400193,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 114,
            "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)