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Trade: MASK/USDT/120/HILO/DCM/3463

Strategy
MASK/USDT/120/HILO/DCM/3463
Pair
MASK_USDT
Interval
2h
Score
304276
Daily Profit
0.154912
Profit Factor
1.303871
Profitability
53.112033
Streak
0.000000
Best Strategy
Training Data Length
1593.250000
Evaluation Time
2025-10-04 18:34
Expiration Time
2025-12-01 00:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286580.7461 246813.523 39767.2231 -72407.4783 96740.4569 -169147.9351
Total P&L (%) 286.5807 246.8135 39.7672 -72.4075 96.7405 -169.1479
Avg Daily Profit (%) 0.1799 0.1549 0.025 -0.0808 0.0425 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -232420 -175371 -141099 -1364050 -906818 -569044
Profit Factor 1.1812 1.3039 1.0517 0.9762 1.0604 0.8822
Total Trades 482 241 241 482 241 241
Winning Trades 273 128 145 273 128 145
Losing Trades 209 113 96 209 113 96
Profitability (%) 56.639 53.112 60.166 56.639 53.112 60.166
Ratio Avg Win / Avg Loss 0.9043 1.1511 0.6963 0.7473 0.9361 0.5841
Largest Winning Trade 121750 121750 40797 444686 444686 172164
Largest Losing Trade -82430 -47281 -82430 -432021 -227419 -432021
Avg Bars in Trades 39 49 28 39 49 28
Avg Bars in Winners 34 42 27 34 42 27
Avg Bars in Losers 44 58 28 44 58 28
Bars Traded 18808 12034 6774 18808 12034 6774
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 -12012 304276 -324784 -577398 -290798 -578476
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19119,
    "evaluation_days": 1593.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622772000000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759592066218,
    "expiration_time": 1764542044800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "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": [
        [
            286580.7460559775,
            246813.5229854621,
            39767.2230705156,
            -72407.4782525622,
            96740.456877125,
            -169147.9351296867
        ],
        [
            286.580746,
            246.813523,
            39.767223,
            -72.407478,
            96.740457,
            -169.147935
        ],
        [
            0.179872,
            0.154912,
            0.02496,
            -0.080785,
            0.042483,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -232420,
            -175371,
            -141099,
            -1364050,
            -906818,
            -569044
        ],
        [
            1.18123,
            1.303871,
            1.051707,
            0.976164,
            1.060408,
            0.882234
        ],
        [
            482,
            241,
            241,
            482,
            241,
            241
        ],
        [
            273,
            128,
            145,
            273,
            128,
            145
        ],
        [
            209,
            113,
            96,
            209,
            113,
            96
        ],
        [
            56.639004,
            53.112033,
            60.165975,
            56.639004,
            53.112033,
            60.165975
        ],
        [
            0.904311,
            1.151074,
            0.696303,
            0.74732,
            0.936141,
            0.5841
        ],
        [
            121750,
            121750,
            40797,
            444686,
            444686,
            172164
        ],
        [
            -82430,
            -47281,
            -82430,
            -432021,
            -227419,
            -432021
        ],
        [
            39,
            49,
            28,
            39,
            49,
            28
        ],
        [
            34,
            42,
            27,
            34,
            42,
            27
        ],
        [
            44,
            58,
            28,
            44,
            58,
            28
        ],
        [
            18808,
            12034,
            6774,
            18808,
            12034,
            6774
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12012,
            304276,
            -324784,
            -577398,
            -290798,
            -578476
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19119,
    "evaluation_days": 1593.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622772000000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759592066218,
    "expiration_time": 1764542044800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "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)