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Trade: MASK/USDT/720/HILO/JMA/2515

Strategy
MASK/USDT/720/HILO/JMA/2515
Pair
MASK_USDT
Interval
12h
Score
345892
Daily Profit
0.207660
Profit Factor
1.373359
Profitability
52.229299
Streak
0.000000
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 14:26
Expiration Time
2025-11-11 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328933.4246 266804.9749 62128.4498 -26092.0964 253530.1138 -279622.2102
Total P&L (%) 328.9334 266.805 62.1285 -26.0921 253.5301 -279.6222
Avg Daily Profit (%) 0.2077 0.1684 0.0392 -0.0191 0.0798 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -219950 -118923 -136591 -369387 -129707 -364762
Profit Factor 1.3734 1.5775 1.1483 0.9806 1.4297 0.6289
Total Trades 157 79 78 157 79 78
Winning Trades 82 38 44 82 38 44
Losing Trades 75 41 34 75 41 34
Profitability (%) 52.2293 48.1013 56.4103 52.2293 48.1013 56.4103
Ratio Avg Win / Avg Loss 1.2561 1.7021 0.8873 0.8969 1.5426 0.486
Largest Winning Trade 162214 162214 35848 116015 116015 68423
Largest Losing Trade -68717 -48341 -68717 -156207 -79526 -156207
Avg Bars in Trades 19 20 18 19 20 18
Avg Bars in Winners 25 25 25 25 25 25
Avg Bars in Losers 13 15 10 13 15 10
Bars Traded 3045 1599 1446 3045 1599 1446
Profit Streak 0 0 18.4767 0 0 18.4767
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345892 -17176 -232650 -579388 -111898 -613287

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624795200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885985895,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "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": [
        [
            328933.4246150982,
            266804.9748571808,
            62128.4497579173,
            -26092.0963933775,
            253530.1138271572,
            -279622.2102205346
        ],
        [
            328.933425,
            266.804975,
            62.12845,
            -26.092096,
            253.530114,
            -279.62221
        ],
        [
            0.20766,
            0.168437,
            0.039223,
            -0.019086,
            0.079754,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -219950,
            -118923,
            -136591,
            -369387,
            -129707,
            -364762
        ],
        [
            1.373359,
            1.577548,
            1.14826,
            0.980578,
            1.429734,
            0.628896
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            82,
            38,
            44,
            82,
            38,
            44
        ],
        [
            75,
            41,
            34,
            75,
            41,
            34
        ],
        [
            52.229299,
            48.101266,
            56.410256,
            52.229299,
            48.101266,
            56.410256
        ],
        [
            1.256121,
            1.702092,
            0.887292,
            0.89687,
            1.542607,
            0.485965
        ],
        [
            162214,
            162214,
            35848,
            116015,
            116015,
            68423
        ],
        [
            -68717,
            -48341,
            -68717,
            -156207,
            -79526,
            -156207
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            13,
            15,
            10,
            13,
            15,
            10
        ],
        [
            3045,
            1599,
            1446,
            3045,
            1599,
            1446
        ],
        [
            0,
            0,
            18.476689,
            0,
            0,
            18.476689
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345892,
            -17176,
            -232650,
            -579388,
            -111898,
            -613287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624795200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885985895,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "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)