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Trade: MASK/USDT/240/SSF/DCM/6539

Strategy
MASK/USDT/240/SSF/DCM/6539
Pair
MASK_USDT
Interval
4h
Score
528619
Daily Profit
0.368429
Profit Factor
1.848889
Profitability
52.941176
Streak
4.879204
Best Strategy
Training Data Length
1593.170000
Evaluation Time
2025-10-04 12:06
Expiration Time
2025-11-21 01:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 793726.5938 586970.1173 206756.4765 1609935.0714 1432843.9899 177091.0815
Total P&L (%) 793.7266 586.9701 206.7565 1609.9351 1432.844 177.0911
Avg Daily Profit (%) 0.4982 0.3684 0.1298 0.1784 0.1715 0.064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124047 -70658 -95990 -9611299 -4891228 -5936407
Profit Factor 1.707 1.8489 1.4795 1.0403 1.0645 1.01
Total Trades 306 153 153 306 153 153
Winning Trades 154 81 73 154 81 73
Losing Trades 152 72 80 152 72 80
Profitability (%) 50.3268 52.9412 47.7124 50.3268 52.9412 47.7124
Ratio Avg Win / Avg Loss 1.6848 1.6435 1.6214 1.0268 0.9462 1.1068
Largest Winning Trade 374683 374683 44113 3272525 3272525 2478628
Largest Losing Trade -64116 -64116 -30373 -2627748 -2627748 -2287264
Avg Bars in Trades 30 42 19 30 42 19
Avg Bars in Winners 37 44 29 37 44 29
Avg Bars in Losers 24 39 11 24 39 11
Bars Traded 9474 6464 3010 9474 6464 3010
Profit Streak 1.7125 4.8792 0 1.7125 4.8792 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472813 528619 -17844 -169056 -141801 -317396
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9559,
    "evaluation_days": 1593.17,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1622808000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759568763224,
    "expiration_time": 1763679888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "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": [
        [
            793726.5938251558,
            586970.1173382469,
            206756.4764869088,
            1609935.0714121864,
            1432843.9898771073,
            177091.0815350722
        ],
        [
            793.726594,
            586.970117,
            206.756476,
            1609.935071,
            1432.84399,
            177.091082
        ],
        [
            0.498206,
            0.368429,
            0.129777,
            0.17836,
            0.171485,
            0.063992
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124047,
            -70658,
            -95990,
            -9611299,
            -4891228,
            -5936407
        ],
        [
            1.707011,
            1.848889,
            1.479497,
            1.040278,
            1.064455,
            1.009982
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            154,
            81,
            73,
            154,
            81,
            73
        ],
        [
            152,
            72,
            80,
            152,
            72,
            80
        ],
        [
            50.326797,
            52.941176,
            47.712418,
            50.326797,
            52.941176,
            47.712418
        ],
        [
            1.684842,
            1.643457,
            1.621366,
            1.026768,
            0.946182,
            1.10683
        ],
        [
            374683,
            374683,
            44113,
            3272525,
            3272525,
            2478628
        ],
        [
            -64116,
            -64116,
            -30373,
            -2627748,
            -2627748,
            -2287264
        ],
        [
            30,
            42,
            19,
            30,
            42,
            19
        ],
        [
            37,
            44,
            29,
            37,
            44,
            29
        ],
        [
            24,
            39,
            11,
            24,
            39,
            11
        ],
        [
            9474,
            6464,
            3010,
            9474,
            6464,
            3010
        ],
        [
            1.712537,
            4.879204,
            0,
            1.712537,
            4.879204,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472813,
            528619,
            -17844,
            -169056,
            -141801,
            -317396
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9559,
    "evaluation_days": 1593.17,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1622808000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759568763224,
    "expiration_time": 1763679888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 63,
            "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)