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Trade: MASK/USDT/480/JMA/SUPERTREND/3656

Strategy
MASK/USDT/480/JMA/SUPERTREND/3656
Pair
MASK_USDT
Interval
8h
Score
334975
Daily Profit
0.170013
Profit Factor
1.200437
Profitability
48.750000
Streak
48.516396
Best Strategy
Training Data Length
1590.670000
Evaluation Time
2025-10-01 15:23
Expiration Time
2025-11-18 03:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270435.0325 270064.7528 370.2797 -82792.5355 2892.7865 -85685.322
Total P&L (%) 270.435 270.0648 0.3703 -82.7925 2.8928 -85.6853
Avg Daily Profit (%) 0.17 0.1698 0.0002 -0.1106 0.0018 -0.1221
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -220574 -137008 -171670 -121783 -62285 -88225
Profit Factor 1.2004 1.3675 1.0006 0.8445 1.0106 0.6698
Total Trades 240 120 120 240 120 120
Winning Trades 117 59 58 117 59 58
Losing Trades 123 61 62 123 61 62
Profitability (%) 48.75 49.1667 48.3333 48.75 49.1667 48.3333
Ratio Avg Win / Avg Loss 1.262 1.4138 1.0696 0.8878 1.0449 0.716
Largest Winning Trade 285584 285584 48238 30476 30476 14812
Largest Losing Trade -54102 -49599 -54102 -28814 -28814 -24941
Avg Bars in Trades 19 25 13 19 25 13
Avg Bars in Winners 19 22 16 19 22 16
Avg Bars in Losers 19 29 9 19 29 9
Bars Traded 4666 3103 1563 4666 3103 1563
Profit Streak 48.5164 48.5164 48.8497 48.5164 48.5164 48.8497
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334975 293008 -577753 -578313 -564779 -580393
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4772,
    "evaluation_days": 1590.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759321416616,
    "expiration_time": 1763428608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 75,
            "offset": 0,
            "multiplier": 2.71173
        }
    }
}
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": [
        [
            270435.032493046,
            270064.7528134875,
            370.2796795584,
            -82792.5355391478,
            2892.786507998,
            -85685.3220471458
        ],
        [
            270.435032,
            270.064753,
            0.37028,
            -82.792536,
            2.892787,
            -85.685322
        ],
        [
            0.170013,
            0.169781,
            0.000233,
            -0.110573,
            0.001793,
            -0.122131
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -220574,
            -137008,
            -171670,
            -121783,
            -62285,
            -88225
        ],
        [
            1.200437,
            1.367463,
            1.000603,
            0.844475,
            1.010601,
            0.66977
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            48.75,
            49.166667,
            48.333333,
            48.75,
            49.166667,
            48.333333
        ],
        [
            1.261998,
            1.413818,
            1.06961,
            0.887782,
            1.044859,
            0.715961
        ],
        [
            285584,
            285584,
            48238,
            30476,
            30476,
            14812
        ],
        [
            -54102,
            -49599,
            -54102,
            -28814,
            -28814,
            -24941
        ],
        [
            19,
            25,
            13,
            19,
            25,
            13
        ],
        [
            19,
            22,
            16,
            19,
            22,
            16
        ],
        [
            19,
            29,
            9,
            19,
            29,
            9
        ],
        [
            4666,
            3103,
            1563,
            4666,
            3103,
            1563
        ],
        [
            48.516396,
            48.516396,
            48.849729,
            48.516396,
            48.516396,
            48.849729
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334975,
            293008,
            -577753,
            -578313,
            -564779,
            -580393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4772,
    "evaluation_days": 1590.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624060800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759321416616,
    "expiration_time": 1763428608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 75,
            "offset": 0,
            "multiplier": 2.71173
        }
    }
}

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)