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Trade: MASK/USDT/360/LINREG/EMA/5136

Strategy
MASK/USDT/360/LINREG/EMA/5136
Pair
MASK_USDT
Interval
6h
Score
393881
Daily Profit
0.271166
Profit Factor
1.918007
Profitability
47.058824
Streak
31.475788
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 08:25
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 496692.0029 429391.7353 67300.2677 47818.9044 942457.2851 -894638.3807
Total P&L (%) 496.692 429.3917 67.3003 47.8189 942.4573 -894.6384
Avg Daily Profit (%) 0.3137 0.2712 0.0425 0.0247 0.1481 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184254 -94278 -132065 -2209571 -1005472 -1755122
Profit Factor 1.4797 1.918 1.1186 1.0076 1.3479 0.7531
Total Trades 170 85 85 170 85 85
Winning Trades 78 40 38 78 40 38
Losing Trades 92 45 47 92 45 47
Profitability (%) 45.8824 47.0588 44.7059 45.8824 47.0588 44.7059
Ratio Avg Win / Avg Loss 1.7453 2.1578 1.3835 1.1884 1.5164 0.9314
Largest Winning Trade 310936 310936 55044 753127 753127 472183
Largest Losing Trade -52898 -46608 -52898 -777540 -408453 -777540
Avg Bars in Trades 36 39 33 36 39 33
Avg Bars in Winners 47 53 42 47 53 42
Avg Bars in Losers 26 26 26 26 26 26
Bars Traded 6178 3323 2855 6178 3323 2855
Profit Streak 30.4758 31.4758 0 30.4758 31.4758 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385739 393881 -228826 -373812 205111 -583163

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": 1623542400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864308114,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 15,
            "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": [
        [
            496692.0029177315,
            429391.7352573383,
            67300.2676603936,
            47818.9044246579,
            942457.2851080885,
            -894638.380683431
        ],
        [
            496.692003,
            429.391735,
            67.300268,
            47.818904,
            942.457285,
            -894.638381
        ],
        [
            0.313667,
            0.271166,
            0.042501,
            0.024684,
            0.148147,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184254,
            -94278,
            -132065,
            -2209571,
            -1005472,
            -1755122
        ],
        [
            1.479693,
            1.918007,
            1.11855,
            1.007552,
            1.347949,
            0.753076
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            78,
            40,
            38,
            78,
            40,
            38
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            45.882353,
            47.058824,
            44.705882,
            45.882353,
            47.058824,
            44.705882
        ],
        [
            1.745278,
            2.157758,
            1.38347,
            1.188395,
            1.516443,
            0.931436
        ],
        [
            310936,
            310936,
            55044,
            753127,
            753127,
            472183
        ],
        [
            -52898,
            -46608,
            -52898,
            -777540,
            -408453,
            -777540
        ],
        [
            36,
            39,
            33,
            36,
            39,
            33
        ],
        [
            47,
            53,
            42,
            47,
            53,
            42
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            6178,
            3323,
            2855,
            6178,
            3323,
            2855
        ],
        [
            30.475788,
            31.475788,
            0,
            30.475788,
            31.475788,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385739,
            393881,
            -228826,
            -373812,
            205111,
            -583163
        ]
    ]
}
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": 1623542400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864308114,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 15,
            "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)