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Trade: MASK/USDT/720/BBM/MIDPRICE/1187

Strategy
MASK/USDT/720/BBM/MIDPRICE/1187
Pair
MASK_USDT
Interval
12h
Score
330905
Daily Profit
0.203557
Profit Factor
1.379174
Profitability
45.454545
Streak
37.240439
Best Strategy
Training Data Length
1591.500000
Evaluation Time
2025-10-02 08:46
Expiration Time
2025-11-18 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323960.9781 264552.8709 59408.1072 -25856.9893 37765.2144 -63622.2038
Total P&L (%) 323.961 264.5529 59.4081 -25.857 37.7652 -63.6222
Avg Daily Profit (%) 0.2036 0.1662 0.0373 -0.0188 0.0201 -0.0635
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147935 -109533 -75383 -367397 -233621 -234057
Profit Factor 1.3792 1.5018 1.1816 0.9833 1.0406 0.897
Total Trades 154 77 77 154 77 77
Winning Trades 70 34 36 70 34 36
Losing Trades 84 43 41 84 43 41
Profitability (%) 45.4545 44.1558 46.7532 45.4545 44.1558 46.7532
Ratio Avg Win / Avg Loss 1.655 1.8994 1.3457 1.18 1.316 1.0216
Largest Winning Trade 225406 225406 51113 203835 203835 51591
Largest Losing Trade -55514 -55514 -33427 -101510 -97093 -101510
Avg Bars in Trades 19 28 10 19 28 10
Avg Bars in Winners 25 35 15 25 35 15
Avg Bars in Losers 14 22 5 14 22 5
Bars Traded 2993 2184 808 2993 2184 808
Profit Streak 37.2404 37.7404 0 37.2404 37.7404 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 330905 -33647 -207503 -579249 -387679 -622054
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3183,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623499200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383973895,
    "expiration_time": 1763488368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 29,
            "offset": 0,
            "std": 3.5131
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "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": [
        [
            323960.978058656,
            264552.8708513894,
            59408.1072072666,
            -25856.989319567,
            37765.2144471809,
            -63622.2037667477
        ],
        [
            323.960978,
            264.552871,
            59.408107,
            -25.856989,
            37.765214,
            -63.622204
        ],
        [
            0.203557,
            0.166229,
            0.037328,
            -0.018796,
            0.020133,
            -0.063518
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147935,
            -109533,
            -75383,
            -367397,
            -233621,
            -234057
        ],
        [
            1.379174,
            1.501841,
            1.181553,
            0.983299,
            1.040581,
            0.896987
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            45.454545,
            44.155844,
            46.753247,
            45.454545,
            44.155844,
            46.753247
        ],
        [
            1.655009,
            1.899387,
            1.345658,
            1.179959,
            1.316029,
            1.021568
        ],
        [
            225406,
            225406,
            51113,
            203835,
            203835,
            51591
        ],
        [
            -55514,
            -55514,
            -33427,
            -101510,
            -97093,
            -101510
        ],
        [
            19,
            28,
            10,
            19,
            28,
            10
        ],
        [
            25,
            35,
            15,
            25,
            35,
            15
        ],
        [
            14,
            22,
            5,
            14,
            22,
            5
        ],
        [
            2993,
            2184,
            808,
            2993,
            2184,
            808
        ],
        [
            37.240439,
            37.740439,
            0,
            37.240439,
            37.740439,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330905,
            -33647,
            -207503,
            -579249,
            -387679,
            -622054
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3183,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1623499200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759383973895,
    "expiration_time": 1763488368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 29,
            "offset": 0,
            "std": 3.5131
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "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)