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Trade: MASK/USDT/720/MIDPRICE/JMA/8390

Strategy
MASK/USDT/720/MIDPRICE/JMA/8390
Pair
MASK_USDT
Interval
12h
Score
509429
Daily Profit
0.267141
Profit Factor
1.955578
Profitability
73.863636
Streak
51.315060
Best Strategy
Training Data Length
1593.500000
Evaluation Time
2025-10-04 10:33
Expiration Time
2025-11-20 21:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 425689.7886 220472.7253 205217.0634 682929.6809 323011.5095 359918.1713
Total P&L (%) 425.6898 220.4727 205.2171 682.9297 323.0115 359.9182
Avg Daily Profit (%) 0.2671 0.1384 0.1288 0.1292 0.0905 0.0958
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132953 -92091 -61563 -2219213 -1334048 -885165
Profit Factor 1.9556 1.8194 2.1632 1.2078 1.1629 1.2761
Total Trades 88 44 44 88 44 44
Winning Trades 65 30 35 65 30 35
Losing Trades 23 14 9 23 14 9
Profitability (%) 73.8636 68.1818 79.5455 73.8636 68.1818 79.5455
Ratio Avg Win / Avg Loss 0.692 0.8491 0.5563 0.4274 0.5427 0.3281
Largest Winning Trade 54238 54238 43153 580322 580322 369819
Largest Losing Trade -61563 -51359 -61563 -877506 -773288 -877506
Avg Bars in Trades 33 31 35 33 31 35
Avg Bars in Winners 28 26 30 28 26 30
Avg Bars in Losers 47 41 57 47 41 57
Bars Traded 2945 1365 1580 2945 1365 1580
Profit Streak 51.3151 51.3151 103.8151 51.3151 51.3151 103.8151
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 509429 -4675 -14513 -17216 -112098 -61555
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3187,
    "evaluation_days": 1593.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629504000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759563221218,
    "expiration_time": 1763666352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 177,
            "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": [
        [
            425689.7886493723,
            220472.7252590475,
            205217.0633903246,
            682929.6808843864,
            323011.5095416229,
            359918.1713427636
        ],
        [
            425.689789,
            220.472725,
            205.217063,
            682.929681,
            323.01151,
            359.918171
        ],
        [
            0.267141,
            0.138358,
            0.128784,
            0.129225,
            0.090548,
            0.095802
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132953,
            -92091,
            -61563,
            -2219213,
            -1334048,
            -885165
        ],
        [
            1.955578,
            1.819414,
            2.163246,
            1.207804,
            1.162902,
            1.276106
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            73.863636,
            68.181818,
            79.545455,
            73.863636,
            68.181818,
            79.545455
        ],
        [
            0.691974,
            0.84906,
            0.556263,
            0.427377,
            0.542687,
            0.328141
        ],
        [
            54238,
            54238,
            43153,
            580322,
            580322,
            369819
        ],
        [
            -61563,
            -51359,
            -61563,
            -877506,
            -773288,
            -877506
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            47,
            41,
            57,
            47,
            41,
            57
        ],
        [
            2945,
            1365,
            1580,
            2945,
            1365,
            1580
        ],
        [
            51.31506,
            51.31506,
            103.81506,
            51.31506,
            51.31506,
            103.81506
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            509429,
            -4675,
            -14513,
            -17216,
            -112098,
            -61555
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3187,
    "evaluation_days": 1593.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629504000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759563221218,
    "expiration_time": 1763666352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 177,
            "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)