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Trade: MASK/USDT/240/T3/ZLMA/8355

Strategy
MASK/USDT/240/T3/ZLMA/8355
Pair
MASK_USDT
Interval
4h
Score
558027
Daily Profit
0.357367
Profit Factor
2.025358
Profitability
62.711864
Streak
45.936984
Best Strategy
Training Data Length
1590.170000
Evaluation Time
2025-10-01 09:29
Expiration Time
2025-11-17 22:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 568273.7084 325894.0028 242379.7056 2125554.313 1459396.0125 666158.3005
Total P&L (%) 568.2737 325.894 242.3797 2125.5543 1459.396 666.1583
Avg Daily Profit (%) 0.3574 0.2049 0.1524 0.1953 0.1729 0.1281
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91903 -65240 -65176 -1894829 -1391563 -1251404
Profit Factor 2.0254 2.1677 1.8809 1.2528 1.3398 1.1619
Total Trades 118 59 59 118 59 59
Winning Trades 74 34 40 74 34 40
Losing Trades 44 25 19 44 25 19
Profitability (%) 62.7119 57.6271 67.7966 62.7119 57.6271 67.7966
Ratio Avg Win / Avg Loss 1.2043 1.5939 0.8934 0.7449 0.9852 0.5519
Largest Winning Trade 114919 114919 60451 1291257 1291257 675638
Largest Losing Trade -59627 -33295 -59627 -1049653 -592352 -1049653
Avg Bars in Trades 75 75 74 75 75 74
Avg Bars in Winners 66 59 71 66 59 71
Avg Bars in Losers 89 96 80 89 96 80
Bars Traded 8858 4456 4402 8858 4456 4402
Profit Streak 45.937 45.937 64.7703 45.937 45.937 64.7703
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 558027 -163347 -165394 342222 -168667 -239036
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9541,
    "evaluation_days": 1590.17,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1626004800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759300155430,
    "expiration_time": 1763412912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 117,
            "offset": 0,
            "a": 0.74155
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 233,
            "offset": 52
        }
    }
}
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": [
        [
            568273.7084473643,
            325894.0028017226,
            242379.7056456418,
            2125554.3129919926,
            1459396.0125291424,
            666158.300462849
        ],
        [
            568.273708,
            325.894003,
            242.379706,
            2125.554313,
            1459.396013,
            666.1583
        ],
        [
            0.357367,
            0.204943,
            0.152424,
            0.195301,
            0.172891,
            0.128132
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91903,
            -65240,
            -65176,
            -1894829,
            -1391563,
            -1251404
        ],
        [
            2.025358,
            2.167742,
            1.880934,
            1.252784,
            1.339845,
            1.161914
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            62.711864,
            57.627119,
            67.79661,
            62.711864,
            57.627119,
            67.79661
        ],
        [
            1.204267,
            1.593928,
            0.893444,
            0.744899,
            0.98518,
            0.551909
        ],
        [
            114919,
            114919,
            60451,
            1291257,
            1291257,
            675638
        ],
        [
            -59627,
            -33295,
            -59627,
            -1049653,
            -592352,
            -1049653
        ],
        [
            75,
            75,
            74,
            75,
            75,
            74
        ],
        [
            66,
            59,
            71,
            66,
            59,
            71
        ],
        [
            89,
            96,
            80,
            89,
            96,
            80
        ],
        [
            8858,
            4456,
            4402,
            8858,
            4456,
            4402
        ],
        [
            45.936984,
            45.936984,
            64.770317,
            45.936984,
            45.936984,
            64.770317
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            558027,
            -163347,
            -165394,
            342222,
            -168667,
            -239036
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9541,
    "evaluation_days": 1590.17,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1626004800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759300155430,
    "expiration_time": 1763412912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 117,
            "offset": 0,
            "a": 0.74155
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 233,
            "offset": 52
        }
    }
}

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)