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Trade: MASK/USDT/120/MIDPRICE/T3/9729

Strategy
MASK/USDT/120/MIDPRICE/T3/9729
Pair
MASK_USDT
Interval
2h
Score
373208
Daily Profit
0.156580
Profit Factor
1.402783
Profitability
66.666667
Streak
52.920917
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-27 03:06
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 247905.4718 202896.1244 45009.3474 -158536.594 35856.2351 -194392.8291
Total P&L (%) 247.9055 202.8961 45.0093 -158.5366 35.8562 -194.3928
Avg Daily Profit (%) 0.1566 0.1282 0.0284 0 0.0194 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190891 -89703 -159156 -220020 -59336 -234879
Profit Factor 1.4028 1.7954 1.1249 0.6072 1.3641 0.363
Total Trades 84 42 42 84 42 42
Winning Trades 56 26 30 29 17 12
Losing Trades 28 16 12 55 25 30
Profitability (%) 66.6667 61.9048 71.4286 34.5238 40.4762 28.5714
Ratio Avg Win / Avg Loss 0.7014 1.1049 0.45 1.1516 2.0061 0.9074
Largest Winning Trade 55611 55611 51439 80600 30415 80600
Largest Losing Trade -132596 -41344 -132596 -174943 -12654 -174943
Avg Bars in Trades 219 192 247 219 192 247
Avg Bars in Winners 187 172 200 255 214 312
Avg Bars in Losers 284 224 364 201 177 221
Bars Traded 18460 8076 10383 18460 8076 10383
Profit Streak 52.9209 80.9209 52.9209 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373208 -17093 -238109 -584905 -171662 -594808

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": 1623996000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758931567262,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 106,
            "offset": 183,
            "a": 0.77942
        }
    }
}
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": [
        [
            247905.4717875573,
            202896.1243891674,
            45009.3473983899,
            -158536.5940469332,
            35856.2350606608,
            -194392.829107594
        ],
        [
            247.905472,
            202.896124,
            45.009347,
            -158.536594,
            35.856235,
            -194.392829
        ],
        [
            0.15658,
            0.128152,
            0.028428,
            0,
            0.019356,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190891,
            -89703,
            -159156,
            -220020,
            -59336,
            -234879
        ],
        [
            1.402783,
            1.795393,
            1.12489,
            0.607216,
            1.36414,
            0.362969
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            56,
            26,
            30,
            29,
            17,
            12
        ],
        [
            28,
            16,
            12,
            55,
            25,
            30
        ],
        [
            66.666667,
            61.904762,
            71.428571,
            34.52381,
            40.47619,
            28.571429
        ],
        [
            0.701392,
            1.104857,
            0.449956,
            1.151616,
            2.006088,
            0.907422
        ],
        [
            55611,
            55611,
            51439,
            80600,
            30415,
            80600
        ],
        [
            -132596,
            -41344,
            -132596,
            -174943,
            -12654,
            -174943
        ],
        [
            219,
            192,
            247,
            219,
            192,
            247
        ],
        [
            187,
            172,
            200,
            255,
            214,
            312
        ],
        [
            284,
            224,
            364,
            201,
            177,
            221
        ],
        [
            18460,
            8076,
            10383,
            18460,
            8076,
            10383
        ],
        [
            52.920917,
            80.920917,
            52.920917,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373208,
            -17093,
            -238109,
            -584905,
            -171662,
            -594808
        ]
    ]
}
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": 1623996000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758931567262,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 106,
            "offset": 183,
            "a": 0.77942
        }
    }
}

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)