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Trade: MASK/USDT/360/BBL/ALMA/9424

Strategy
MASK/USDT/360/BBL/ALMA/9424
Pair
MASK_USDT
Interval
6h
Score
430842
Daily Profit
0.191492
Profit Factor
1.893307
Profitability
60.526316
Streak
65.989953
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 20:45
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 337830.7091 303227.5184 34603.1907 -25588.8651 -121596.079 96007.2139
Total P&L (%) 337.8307 303.2275 34.6032 -25.5889 -121.5961 96.0072
Avg Daily Profit (%) 0.2133 0.1915 0.0219 -0.0187 0 0.0425
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211314 -132476 -113097 -850379 -646870 -214965
Profit Factor 1.5682 1.8933 1.1356 0.9889 0.9257 1.1418
Total Trades 76 38 38 76 38 38
Winning Trades 43 23 20 43 23 20
Losing Trades 33 15 18 33 15 18
Profitability (%) 56.5789 60.5263 52.6316 56.5789 60.5263 52.6316
Ratio Avg Win / Avg Loss 1.2035 1.2348 1.0221 0.759 0.6037 1.0276
Largest Winning Trade 188331 188331 43315 299839 299839 104342
Largest Losing Trade -65302 -65302 -41971 -485488 -485488 -102400
Avg Bars in Trades 78 134 22 78 134 22
Avg Bars in Winners 47 68 24 47 68 24
Avg Bars in Losers 118 235 20 118 235 20
Bars Traded 5955 5096 859 5955 5096 859
Profit Streak 65.99 65.99 115.24 65.99 65.99 115.24
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -41805 430842 -235704 -632041 -578841 -198708

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6334,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908731922,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 21,
            "offset": 0,
            "std": 4.40483
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 152,
            "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": [
        [
            337830.7091325594,
            303227.518393455,
            34603.1907391039,
            -25588.8651252337,
            -121596.0790045086,
            96007.2138792748
        ],
        [
            337.830709,
            303.227518,
            34.603191,
            -25.588865,
            -121.596079,
            96.007214
        ],
        [
            0.213344,
            0.191492,
            0.021852,
            -0.018664,
            0,
            0.042509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211314,
            -132476,
            -113097,
            -850379,
            -646870,
            -214965
        ],
        [
            1.56822,
            1.893307,
            1.135646,
            0.988943,
            0.925725,
            1.141784
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            56.578947,
            60.526316,
            52.631579,
            56.578947,
            60.526316,
            52.631579
        ],
        [
            1.203517,
            1.234765,
            1.022082,
            0.758956,
            0.603733,
            1.027606
        ],
        [
            188331,
            188331,
            43315,
            299839,
            299839,
            104342
        ],
        [
            -65302,
            -65302,
            -41971,
            -485488,
            -485488,
            -102400
        ],
        [
            78,
            134,
            22,
            78,
            134,
            22
        ],
        [
            47,
            68,
            24,
            47,
            68,
            24
        ],
        [
            118,
            235,
            20,
            118,
            235,
            20
        ],
        [
            5955,
            5096,
            859,
            5955,
            5096,
            859
        ],
        [
            65.989953,
            65.989953,
            115.239953,
            65.989953,
            65.989953,
            115.239953
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -41805,
            430842,
            -235704,
            -632041,
            -578841,
            -198708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6334,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625184000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908731922,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 21,
            "offset": 0,
            "std": 4.40483
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 152,
            "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)