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Trade: MASK/USDT/720/JMA/PSAR/4603

Strategy
MASK/USDT/720/JMA/PSAR/4603
Pair
MASK_USDT
Interval
12h
Score
369140
Daily Profit
0.208376
Profit Factor
1.243965
Profitability
63.197026
Streak
11.382925
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 12:11
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 330067.5943 272350.9673 57716.627 -93694.6628 128742.4779 -222437.1407
Total P&L (%) 330.0676 272.351 57.7166 -93.6947 128.7425 -222.4371
Avg Daily Profit (%) 0.2084 0.1719 0.0364 -0.1743 0.0523 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190081 -73803 -186831 -305980 -30360 -350837
Profit Factor 1.244 1.413 1.0832 0.7918 3.1212 0.4287
Total Trades 269 134 135 269 134 135
Winning Trades 170 82 88 148 76 72
Losing Trades 99 52 47 121 58 63
Profitability (%) 63.197 61.194 65.1852 55.0186 56.7164 53.3333
Ratio Avg Win / Avg Loss 0.7244 0.8961 0.5785 0.6473 2.382 0.3751
Largest Winning Trade 63944 63944 31300 61351 61161 61351
Largest Losing Trade -112461 -50809 -112461 -186103 -30360 -186103
Avg Bars in Trades 11 12 10 11 12 10
Avg Bars in Winners 9 9 9 10 11 9
Avg Bars in Losers 15 18 12 13 15 11
Bars Traded 3128 1721 1408 3128 1721 1408
Profit Streak 11.3829 52.8829 11.3829 11.3829 52.8829 11.3829
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369140 341725 -273002 -577351 -114752 -579630

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622808000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877884694,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            330067.5943124908,
            272350.9672798658,
            57716.627032625,
            -93694.6628206345,
            128742.477917739,
            -222437.1407383734
        ],
        [
            330.067594,
            272.350967,
            57.716627,
            -93.694663,
            128.742478,
            -222.437141
        ],
        [
            0.208376,
            0.171939,
            0.036437,
            -0.174329,
            0.05225,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190081,
            -73803,
            -186831,
            -305980,
            -30360,
            -350837
        ],
        [
            1.243965,
            1.413003,
            1.083227,
            0.791796,
            3.121206,
            0.428655
        ],
        [
            269,
            134,
            135,
            269,
            134,
            135
        ],
        [
            170,
            82,
            88,
            148,
            76,
            72
        ],
        [
            99,
            52,
            47,
            121,
            58,
            63
        ],
        [
            63.197026,
            61.19403,
            65.185185,
            55.018587,
            56.716418,
            53.333333
        ],
        [
            0.724427,
            0.896051,
            0.578541,
            0.647347,
            2.381973,
            0.375073
        ],
        [
            63944,
            63944,
            31300,
            61351,
            61161,
            61351
        ],
        [
            -112461,
            -50809,
            -112461,
            -186103,
            -30360,
            -186103
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            9,
            9,
            9,
            10,
            11,
            9
        ],
        [
            15,
            18,
            12,
            13,
            15,
            11
        ],
        [
            3128,
            1721,
            1408,
            3128,
            1721,
            1408
        ],
        [
            11.382925,
            52.882925,
            11.382925,
            11.382925,
            52.882925,
            11.382925
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369140,
            341725,
            -273002,
            -577351,
            -114752,
            -579630
        ]
    ]
}
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": 1622808000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877884694,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)