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Trade: MASK/USDT/120/ZLMA/SUPERTREND/2718

Strategy
MASK/USDT/120/ZLMA/SUPERTREND/2718
Pair
MASK_USDT
Interval
2h
Score
310184
Daily Profit
0.194889
Profit Factor
1.281888
Profitability
45.454545
Streak
9.219276
Best Strategy
Training Data Length
1590.000000
Evaluation Time
2025-10-01 12:15
Expiration Time
2025-11-27 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 215683.3445 309873.0444 -94189.6999 -94158.2467 725251.8051 -819410.0518
Total P&L (%) 215.6833 309.873 -94.1897 -94.1582 725.2518 -819.4101
Avg Daily Profit (%) 0.1357 0.1949 -0.0592 -0.1785 0.1328 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -523614 -223866 -317528 -5274833 -2100971 -3263182
Profit Factor 1.1025 1.2819 0.9062 0.9912 1.1307 0.8412
Total Trades 617 308 309 617 308 309
Winning Trades 274 140 134 274 140 134
Losing Trades 343 168 175 343 168 175
Profitability (%) 44.4084 45.4545 43.3657 44.4084 45.4545 43.3657
Ratio Avg Win / Avg Loss 1.3802 1.5383 1.1835 1.2408 1.3569 1.0986
Largest Winning Trade 353890 353890 40936 2129674 2129674 895654
Largest Losing Trade -45248 -45248 -35440 -673015 -673015 -542185
Avg Bars in Trades 30 36 24 30 36 24
Avg Bars in Winners 37 43 31 37 43 31
Avg Bars in Losers 24 29 18 24 29 18
Bars Traded 18684 11157 7527 18684 11157 7527
Profit Streak 0 9.2193 0 0 9.2193 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 -118653 310184 -580353 -578062 -92068 -580353
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19080,
    "evaluation_days": 1590,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623297600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759310145482,
    "expiration_time": 1764251136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 156,
            "offset": 0,
            "multiplier": 3.04547
        }
    }
}
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": [
        [
            215683.3444911995,
            309873.0443915148,
            -94189.6999003153,
            -94158.2467157103,
            725251.8051173203,
            -819410.0518330291
        ],
        [
            215.683344,
            309.873044,
            -94.1897,
            -94.158247,
            725.251805,
            -819.410052
        ],
        [
            0.13565,
            0.194889,
            -0.059239,
            -0.178466,
            0.132825,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -523614,
            -223866,
            -317528,
            -5274833,
            -2100971,
            -3263182
        ],
        [
            1.102513,
            1.281888,
            0.906249,
            0.991207,
            1.130722,
            0.841197
        ],
        [
            617,
            308,
            309,
            617,
            308,
            309
        ],
        [
            274,
            140,
            134,
            274,
            140,
            134
        ],
        [
            343,
            168,
            175,
            343,
            168,
            175
        ],
        [
            44.408428,
            45.454545,
            43.365696,
            44.408428,
            45.454545,
            43.365696
        ],
        [
            1.380154,
            1.538266,
            1.183534,
            1.240817,
            1.356866,
            1.098578
        ],
        [
            353890,
            353890,
            40936,
            2129674,
            2129674,
            895654
        ],
        [
            -45248,
            -45248,
            -35440,
            -673015,
            -673015,
            -542185
        ],
        [
            30,
            36,
            24,
            30,
            36,
            24
        ],
        [
            37,
            43,
            31,
            37,
            43,
            31
        ],
        [
            24,
            29,
            18,
            24,
            29,
            18
        ],
        [
            18684,
            11157,
            7527,
            18684,
            11157,
            7527
        ],
        [
            0,
            9.219276,
            0,
            0,
            9.219276,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -118653,
            310184,
            -580353,
            -578062,
            -92068,
            -580353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19080,
    "evaluation_days": 1590,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623297600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759310145482,
    "expiration_time": 1764251136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 156,
            "offset": 0,
            "multiplier": 3.04547
        }
    }
}

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)