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Trade: MASK/USDT/120/SMA/DCM/2421

Strategy
MASK/USDT/120/SMA/DCM/2421
Pair
MASK_USDT
Interval
2h
Score
304327
Daily Profit
0.192328
Profit Factor
1.246979
Profitability
42.465753
Streak
21.639265
Best Strategy
Training Data Length
1591.500000
Evaluation Time
2025-10-03 00:20
Expiration Time
2025-11-29 05:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306089.7696 238800.7439 67289.0257 -11810.5963 104837.4707 -116648.0671
Total P&L (%) 306.0898 238.8007 67.289 -11.8106 104.8375 -116.6481
Avg Daily Profit (%) 0.1923 0.15 0.0423 -0.0079 0.0451 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160491 -103686 -118393 -702145 -488675 -476480
Profit Factor 1.247 1.3434 1.1237 0.9963 1.0604 0.9183
Total Trades 365 182 183 365 182 183
Winning Trades 155 80 75 155 80 75
Losing Trades 210 102 108 210 102 108
Profitability (%) 42.4658 43.956 40.9836 42.4658 43.956 40.9836
Ratio Avg Win / Avg Loss 1.6895 1.7128 1.6181 1.3498 1.352 1.3224
Largest Winning Trade 177784 177784 41067 407105 407105 139263
Largest Losing Trade -44061 -33210 -44061 -156559 -156559 -119112
Avg Bars in Trades 51 69 34 51 69 34
Avg Bars in Winners 74 94 53 74 94 53
Avg Bars in Losers 35 49 21 35 49 21
Bars Traded 18932 12633 6299 18932 12633 6299
Profit Streak 21.6393 28.7226 21.6393 21.6393 28.7226 21.6393
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304327 260703 -222502 -579084 -288229 -581664
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622836800000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440032475,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 125,
            "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": [
        [
            306089.7696288893,
            238800.7438971267,
            67289.0257317624,
            -11810.5963453925,
            104837.4707298011,
            -116648.0670751939
        ],
        [
            306.08977,
            238.800744,
            67.289026,
            -11.810596,
            104.837471,
            -116.648067
        ],
        [
            0.192328,
            0.150048,
            0.04228,
            -0.007897,
            0.045065,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160491,
            -103686,
            -118393,
            -702145,
            -488675,
            -476480
        ],
        [
            1.246979,
            1.343396,
            1.12371,
            0.996267,
            1.060391,
            0.91832
        ],
        [
            365,
            182,
            183,
            365,
            182,
            183
        ],
        [
            155,
            80,
            75,
            155,
            80,
            75
        ],
        [
            210,
            102,
            108,
            210,
            102,
            108
        ],
        [
            42.465753,
            43.956044,
            40.983607,
            42.465753,
            43.956044,
            40.983607
        ],
        [
            1.689456,
            1.71283,
            1.618142,
            1.349781,
            1.351999,
            1.322381
        ],
        [
            177784,
            177784,
            41067,
            407105,
            407105,
            139263
        ],
        [
            -44061,
            -33210,
            -44061,
            -156559,
            -156559,
            -119112
        ],
        [
            51,
            69,
            34,
            51,
            69,
            34
        ],
        [
            74,
            94,
            53,
            74,
            94,
            53
        ],
        [
            35,
            49,
            21,
            35,
            49,
            21
        ],
        [
            18932,
            12633,
            6299,
            18932,
            12633,
            6299
        ],
        [
            21.639265,
            28.722598,
            21.639265,
            21.639265,
            28.722598,
            21.639265
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304327,
            260703,
            -222502,
            -579084,
            -288229,
            -581664
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622836800000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440032475,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 125,
            "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)