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Trade: MASK/USDT/60/DCM/MIDPOINT/5405

Strategy
MASK/USDT/60/DCM/MIDPOINT/5405
Pair
MASK_USDT
Interval
1h
Score
519270
Daily Profit
0.407230
Profit Factor
1.672302
Profitability
54.771784
Streak
10.798232
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 16:09
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 424178.8723 238634.4971 185544.3752 1546939.5931 753079.4224 793860.1707
Total P&L (%) 424.1789 238.6345 185.5444 1546.9396 753.0794 793.8602
Avg Daily Profit (%) 0.4072 0.2291 0.1781 0.2693 0.206 0.2105
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43313 -56251 -68392 -989746 -751011 -1530171
Profit Factor 1.6723 1.7602 1.5853 1.3345 1.3606 1.3131
Total Trades 241 120 121 241 120 121
Winning Trades 132 62 70 132 62 70
Losing Trades 109 58 51 109 58 51
Profitability (%) 54.7718 51.6667 57.8512 54.7718 51.6667 57.8512
Ratio Avg Win / Avg Loss 1.3809 1.6466 1.155 1.102 1.2728 0.9567
Largest Winning Trade 46410 46410 45986 622144 386075 622144
Largest Losing Trade -43062 -30388 -43062 -598728 -463031 -598728
Avg Bars in Trades 102 110 95 102 110 95
Avg Bars in Winners 101 114 89 101 114 89
Avg Bars in Losers 104 104 103 104 104 103
Bars Traded 24749 13201 11548 24749 13201 11548
Profit Streak 10.7982 20.0066 10.7982 10.7982 20.0066 10.7982
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 519270 422759 384909 428409 326863 289980

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669392000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758892167216,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 185,
            "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": [
        [
            424178.8722889266,
            238634.4971194567,
            185544.3751694697,
            1546939.5930991587,
            753079.422365663,
            793860.170733496
        ],
        [
            424.178872,
            238.634497,
            185.544375,
            1546.939593,
            753.079422,
            793.860171
        ],
        [
            0.40723,
            0.229099,
            0.178131,
            0.269318,
            0.206015,
            0.210507
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43313,
            -56251,
            -68392,
            -989746,
            -751011,
            -1530171
        ],
        [
            1.672302,
            1.760167,
            1.585292,
            1.334533,
            1.360609,
            1.313058
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            132,
            62,
            70,
            132,
            62,
            70
        ],
        [
            109,
            58,
            51,
            109,
            58,
            51
        ],
        [
            54.771784,
            51.666667,
            57.85124,
            54.771784,
            51.666667,
            57.85124
        ],
        [
            1.380916,
            1.646608,
            1.154998,
            1.102,
            1.272828,
            0.956656
        ],
        [
            46410,
            46410,
            45986,
            622144,
            386075,
            622144
        ],
        [
            -43062,
            -30388,
            -43062,
            -598728,
            -463031,
            -598728
        ],
        [
            102,
            110,
            95,
            102,
            110,
            95
        ],
        [
            101,
            114,
            89,
            101,
            114,
            89
        ],
        [
            104,
            104,
            103,
            104,
            104,
            103
        ],
        [
            24749,
            13201,
            11548,
            24749,
            13201,
            11548
        ],
        [
            10.798232,
            20.006565,
            10.798232,
            10.798232,
            20.006565,
            10.798232
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519270,
            422759,
            384909,
            428409,
            326863,
            289980
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669392000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758892167216,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 185,
            "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)