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Trade: MASK/USDT/120/LINREG/DCM/6676

Strategy
MASK/USDT/120/LINREG/DCM/6676
Pair
MASK_USDT
Interval
2h
Score
310693
Daily Profit
0.188792
Profit Factor
1.213454
Profitability
42.465753
Streak
30.898931
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 300792.3934 340811.5075 -40019.1141 -86174.9387 33220.4948 -119395.4336
Total P&L (%) 300.7924 340.8115 -40.0191 -86.1749 33.2205 -119.3954
Avg Daily Profit (%) 0.1888 0.2139 -0.0251 -0.1241 0.018 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -375768 -202185 -209124 -998347 -513840 -650720
Profit Factor 1.2135 1.4793 0.9427 0.9679 1.0233 0.9053
Total Trades 365 182 183 365 182 183
Winning Trades 155 76 79 155 76 79
Losing Trades 210 106 104 210 106 104
Profitability (%) 42.4658 41.7582 43.1694 42.4658 41.7582 43.1694
Ratio Avg Win / Avg Loss 1.644 2.0633 1.241 1.3114 1.4272 1.1918
Largest Winning Trade 351630 351630 44846 351756 351756 136648
Largest Losing Trade -59230 -43968 -59230 -153402 -153402 -119919
Avg Bars in Trades 51 60 41 51 60 41
Avg Bars in Winners 62 73 51 62 73 51
Avg Bars in Losers 42 51 33 42 51 33
Bars Traded 18640 11093 7547 18640 11093 7547
Profit Streak 30.8989 30.8989 30.9823 30.8989 30.8989 30.9823
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310693 279484 -580364 -578672 -368818 -580364
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": 1623492000000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759592067613,
    "expiration_time": 1764542044800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 60,
            "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": [
        [
            300792.3934044029,
            340811.5074704788,
            -40019.1140660759,
            -86174.9387431224,
            33220.4948145029,
            -119395.4335576254
        ],
        [
            300.792393,
            340.811507,
            -40.019114,
            -86.174939,
            33.220495,
            -119.395434
        ],
        [
            0.188792,
            0.21391,
            -0.025118,
            -0.124115,
            0.018005,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -375768,
            -202185,
            -209124,
            -998347,
            -513840,
            -650720
        ],
        [
            1.213454,
            1.479327,
            0.942678,
            0.967948,
            1.023273,
            0.90533
        ],
        [
            365,
            182,
            183,
            365,
            182,
            183
        ],
        [
            155,
            76,
            79,
            155,
            76,
            79
        ],
        [
            210,
            106,
            104,
            210,
            106,
            104
        ],
        [
            42.465753,
            41.758242,
            43.169399,
            42.465753,
            41.758242,
            43.169399
        ],
        [
            1.644035,
            2.063272,
            1.240994,
            1.311414,
            1.427196,
            1.191827
        ],
        [
            351630,
            351630,
            44846,
            351756,
            351756,
            136648
        ],
        [
            -59230,
            -43968,
            -59230,
            -153402,
            -153402,
            -119919
        ],
        [
            51,
            60,
            41,
            51,
            60,
            41
        ],
        [
            62,
            73,
            51,
            62,
            73,
            51
        ],
        [
            42,
            51,
            33,
            42,
            51,
            33
        ],
        [
            18640,
            11093,
            7547,
            18640,
            11093,
            7547
        ],
        [
            30.898931,
            30.898931,
            30.982264,
            30.898931,
            30.898931,
            30.982264
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310693,
            279484,
            -580364,
            -578672,
            -368818,
            -580364
        ]
    ]
}
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": 1623492000000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759592067613,
    "expiration_time": 1764542044800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 60,
            "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)