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Trade: MASK/USDT/480/HILO/MIDPRICE/6755

Strategy
MASK/USDT/480/HILO/MIDPRICE/6755
Pair
MASK_USDT
Interval
8h
Score
384298
Daily Profit
0.255118
Profit Factor
1.656398
Profitability
47.916667
Streak
0.000000
Best Strategy
Training Data Length
1584.670000
Evaluation Time
2025-09-25 18:22
Expiration Time
2025-11-11 22:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 404277.4063 301030.8199 103246.5864 42181.0768 -74291.1853 116472.262
Total P&L (%) 404.2774 301.0308 103.2466 42.1811 -74.2912 116.4723
Avg Daily Profit (%) 0.2551 0.19 0.0652 0.0222 -0.0857 0.0487
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127947 -117138 -66252 -730692 -418201 -383847
Profit Factor 1.6564 1.8259 1.4107 1.0205 0.9399 1.1416
Total Trades 96 48 48 96 48 48
Winning Trades 46 20 26 46 20 26
Losing Trades 50 28 22 50 28 22
Profitability (%) 47.9167 41.6667 54.1667 47.9167 41.6667 54.1667
Ratio Avg Win / Avg Loss 1.8004 2.5563 1.1936 1.1092 1.3159 0.966
Largest Winning Trade 281513 281513 34101 215848 215848 130803
Largest Losing Trade -67536 -67536 -51982 -230071 -230071 -161744
Avg Bars in Trades 47 71 23 47 71 23
Avg Bars in Winners 41 65 24 41 65 24
Avg Bars in Losers 52 75 22 52 75 22
Bars Traded 4530 3414 1116 4530 3414 1116
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384298 282511 -104268 -363770 -582263 -193339

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 1584.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625500800000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758813767150,
    "expiration_time": 1762894656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "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": [
        [
            404277.4063268695,
            301030.8199460277,
            103246.5863808423,
            42181.0767556473,
            -74291.1852581484,
            116472.2620137955
        ],
        [
            404.277406,
            301.03082,
            103.246586,
            42.181077,
            -74.291185,
            116.472262
        ],
        [
            0.255118,
            0.189964,
            0.065153,
            0.022211,
            -0.085681,
            0.048747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127947,
            -117138,
            -66252,
            -730692,
            -418201,
            -383847
        ],
        [
            1.656398,
            1.825913,
            1.410653,
            1.020483,
            0.939931,
            1.141598
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            50,
            28,
            22,
            50,
            28,
            22
        ],
        [
            47.916667,
            41.666667,
            54.166667,
            47.916667,
            41.666667,
            54.166667
        ],
        [
            1.800433,
            2.556279,
            1.19363,
            1.109221,
            1.315903,
            0.965968
        ],
        [
            281513,
            281513,
            34101,
            215848,
            215848,
            130803
        ],
        [
            -67536,
            -67536,
            -51982,
            -230071,
            -230071,
            -161744
        ],
        [
            47,
            71,
            23,
            47,
            71,
            23
        ],
        [
            41,
            65,
            24,
            41,
            65,
            24
        ],
        [
            52,
            75,
            22,
            52,
            75,
            22
        ],
        [
            4530,
            3414,
            1116,
            4530,
            3414,
            1116
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384298,
            282511,
            -104268,
            -363770,
            -582263,
            -193339
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 1584.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1625500800000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758813767150,
    "expiration_time": 1762894656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "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)