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Trade: MASK/USDT/120/SSF/DCU/5784

Strategy
MASK/USDT/120/SSF/DCU/5784
Pair
MASK_USDT
Interval
2h
Score
317760
Daily Profit
0.184342
Profit Factor
1.374847
Profitability
53.600000
Streak
0.000000
Best Strategy
Training Data Length
1583.250000
Evaluation Time
2025-09-27 21:55
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 291859.5792 248494.7321 43364.8471 -14058.1367 -96036.8871 81978.7505
Total P&L (%) 291.8596 248.4947 43.3648 -14.0581 -96.0369 81.9788
Avg Daily Profit (%) 0.1843 0.157 0.0274 -0.0096 -0.2037 0.0378
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175698 -159996 -68891 -991191 -786522 -307513
Profit Factor 1.3748 1.5083 1.1497 0.994 0.9387 1.1059
Total Trades 125 62 63 125 62 63
Winning Trades 67 35 32 67 35 32
Losing Trades 58 27 31 58 27 31
Profitability (%) 53.6 56.4516 50.7937 53.6 56.4516 50.7937
Ratio Avg Win / Avg Loss 1.1902 1.1636 1.1137 0.8605 0.7242 1.0713
Largest Winning Trade 93765 93765 44361 282505 282505 276316
Largest Losing Trade -59250 -59250 -31599 -436359 -436359 -201058
Avg Bars in Trades 146 240 53 146 240 53
Avg Bars in Winners 114 171 53 114 171 53
Avg Bars in Losers 183 330 54 183 330 54
Bars Traded 18318 14926 3392 18318 14926 3392
Profit Streak 0 44.0388 0 0 44.0388 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317760 -144179 -360694 -579979 -733568 -393021
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": 1623139200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758999353679,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 171,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 58,
            "offset": 112
        }
    }
}
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": [
        [
            291859.5792054548,
            248494.7321231096,
            43364.8470823454,
            -14058.1366565611,
            -96036.8871353396,
            81978.7504787789
        ],
        [
            291.859579,
            248.494732,
            43.364847,
            -14.058137,
            -96.036887,
            81.97875
        ],
        [
            0.184342,
            0.156952,
            0.02739,
            -0.009568,
            -0.203686,
            0.037823
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175698,
            -159996,
            -68891,
            -991191,
            -786522,
            -307513
        ],
        [
            1.374847,
            1.508334,
            1.149654,
            0.993996,
            0.938719,
            1.105872
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            53.6,
            56.451613,
            50.793651,
            53.6,
            56.451613,
            50.793651
        ],
        [
            1.190166,
            1.163572,
            1.113727,
            0.860474,
            0.724154,
            1.071314
        ],
        [
            93765,
            93765,
            44361,
            282505,
            282505,
            276316
        ],
        [
            -59250,
            -59250,
            -31599,
            -436359,
            -436359,
            -201058
        ],
        [
            146,
            240,
            53,
            146,
            240,
            53
        ],
        [
            114,
            171,
            53,
            114,
            171,
            53
        ],
        [
            183,
            330,
            54,
            183,
            330,
            54
        ],
        [
            18318,
            14926,
            3392,
            18318,
            14926,
            3392
        ],
        [
            0,
            44.038816,
            0,
            0,
            44.038816,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317760,
            -144179,
            -360694,
            -579979,
            -733568,
            -393021
        ]
    ]
}
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": 1623139200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758999353679,
    "expiration_time": 1763646940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 171,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 58,
            "offset": 112
        }
    }
}

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)