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Trade: MASK/USDT/120/MIDPRICE/LINREG/7448

Strategy
MASK/USDT/120/MIDPRICE/LINREG/7448
Pair
MASK_USDT
Interval
2h
Score
440774
Daily Profit
0.159163
Profit Factor
1.857143
Profitability
61.702128
Streak
88.607874
Best Strategy
Training Data Length
1591.080000
Evaluation Time
2025-10-02 13:35
Expiration Time
2025-11-28 18:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310689.9189 253241.2536 57448.6654 -185486.9907 32493.8632 -217980.8539
Total P&L (%) 310.6899 253.2413 57.4487 -185.487 32.4939 -217.9809
Avg Daily Profit (%) 0.1953 0.1592 0.0361 0 0.0177 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189841 -94583 -128823 -299528 -125172 -121657
Profit Factor 1.4524 1.8571 1.1468 0.7031 1.1682 0.4948
Total Trades 94 47 47 94 47 47
Winning Trades 61 29 32 33 19 14
Losing Trades 33 18 15 61 28 33
Profitability (%) 64.8936 61.7021 68.0851 35.1064 40.4255 29.7872
Ratio Avg Win / Avg Loss 0.7858 1.1527 0.5376 1.2996 1.7216 1.1663
Largest Winning Trade 105811 105811 42915 143951 34475 143951
Largest Losing Trade -139342 -43602 -139342 -187380 -21648 -187380
Avg Bars in Trades 197 184 211 197 184 211
Avg Bars in Winners 156 144 166 256 242 276
Avg Bars in Losers 274 247 307 166 144 184
Bars Traded 18606 8654 9952 18606 8654 9952
Profit Streak 60.4412 88.6079 60.4412 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390207 440774 -202770 -584652 -210144 -587745
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19093,
    "evaluation_days": 1591.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625097600000,
    "last_datapoint_time": 1759399200000,
    "evaluation_time": 1759401320338,
    "expiration_time": 1764348105600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 230,
            "offset": 212
        }
    }
}
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": [
        [
            310689.9189349242,
            253241.2535689452,
            57448.665365979,
            -185486.9906967253,
            32493.8632432361,
            -217980.8539399614
        ],
        [
            310.689919,
            253.241254,
            57.448665,
            -185.486991,
            32.493863,
            -217.980854
        ],
        [
            0.19527,
            0.159163,
            0.036107,
            0,
            0.017686,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189841,
            -94583,
            -128823,
            -299528,
            -125172,
            -121657
        ],
        [
            1.452447,
            1.857143,
            1.146838,
            0.703056,
            1.168208,
            0.494802
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            61,
            29,
            32,
            33,
            19,
            14
        ],
        [
            33,
            18,
            15,
            61,
            28,
            33
        ],
        [
            64.893617,
            61.702128,
            68.085106,
            35.106383,
            40.425532,
            29.787234
        ],
        [
            0.78575,
            1.15271,
            0.53758,
            1.299588,
            1.72157,
            1.16632
        ],
        [
            105811,
            105811,
            42915,
            143951,
            34475,
            143951
        ],
        [
            -139342,
            -43602,
            -139342,
            -187380,
            -21648,
            -187380
        ],
        [
            197,
            184,
            211,
            197,
            184,
            211
        ],
        [
            156,
            144,
            166,
            256,
            242,
            276
        ],
        [
            274,
            247,
            307,
            166,
            144,
            184
        ],
        [
            18606,
            8654,
            9952,
            18606,
            8654,
            9952
        ],
        [
            60.441208,
            88.607874,
            60.441208,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390207,
            440774,
            -202770,
            -584652,
            -210144,
            -587745
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19093,
    "evaluation_days": 1591.08,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625097600000,
    "last_datapoint_time": 1759399200000,
    "evaluation_time": 1759401320338,
    "expiration_time": 1764348105600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 230,
            "offset": 212
        }
    }
}

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)