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Trade: MASK/USDT/60/MIDPOINT/SMA/9425

Strategy
MASK/USDT/60/MIDPOINT/SMA/9425
Pair
MASK_USDT
Interval
1h
Score
503204
Daily Profit
0.325950
Profit Factor
1.628676
Profitability
71.040724
Streak
11.450794
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 09:49
Expiration Time
2025-12-24 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339532.4076 195198.3123 144334.0953 678861.7931 -6304.5561 685166.3492
Total P&L (%) 339.5324 195.1983 144.3341 678.8618 -6.3046 685.1663
Avg Daily Profit (%) 0.326 0.1874 0.1386 0.1972 -0.0063 0.198
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78548 -72137 -55457 -1282473 -920388 -610342
Profit Factor 1.6287 1.6978 1.5544 1.1976 0.9969 1.4976
Total Trades 221 110 111 221 110 111
Winning Trades 157 80 77 157 80 77
Losing Trades 64 30 34 64 30 34
Profitability (%) 71.0407 72.7273 69.3694 71.0407 72.7273 69.3694
Ratio Avg Win / Avg Loss 0.6639 0.6367 0.6864 0.4882 0.3739 0.6613
Largest Winning Trade 29102 29102 20533 239261 239261 231482
Largest Losing Trade -54288 -45279 -54288 -843808 -843808 -588146
Avg Bars in Trades 110 111 109 110 111 109
Avg Bars in Winners 67 68 66 67 68 66
Avg Bars in Losers 215 226 206 215 226 206
Bars Traded 24439 12298 12141 24439 12298 12141
Profit Streak 11.4508 12.2008 11.4508 11.4508 12.2008 11.4508
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503204 415270 -4925 293810 -577195 389084
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670076000000,
    "first_datapoint_time": 1670796000000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760078948610,
    "expiration_time": 1766556000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 201,
            "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": [
        [
            339532.4076119095,
            195198.3123495116,
            144334.0952623978,
            678861.7931348779,
            -6304.5560961274,
            685166.3492310045
        ],
        [
            339.532408,
            195.198312,
            144.334095,
            678.861793,
            -6.304556,
            685.166349
        ],
        [
            0.32595,
            0.18739,
            0.13856,
            0.197249,
            -0.006251,
            0.198025
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78548,
            -72137,
            -55457,
            -1282473,
            -920388,
            -610342
        ],
        [
            1.628676,
            1.697821,
            1.554386,
            1.197606,
            0.996937,
            1.49755
        ],
        [
            221,
            110,
            111,
            221,
            110,
            111
        ],
        [
            157,
            80,
            77,
            157,
            80,
            77
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            71.040724,
            72.727273,
            69.369369,
            71.040724,
            72.727273,
            69.369369
        ],
        [
            0.663919,
            0.636683,
            0.686352,
            0.488196,
            0.373851,
            0.661256
        ],
        [
            29102,
            29102,
            20533,
            239261,
            239261,
            231482
        ],
        [
            -54288,
            -45279,
            -54288,
            -843808,
            -843808,
            -588146
        ],
        [
            110,
            111,
            109,
            110,
            111,
            109
        ],
        [
            67,
            68,
            66,
            67,
            68,
            66
        ],
        [
            215,
            226,
            206,
            215,
            226,
            206
        ],
        [
            24439,
            12298,
            12141,
            24439,
            12298,
            12141
        ],
        [
            11.450794,
            12.200794,
            11.450794,
            11.450794,
            12.200794,
            11.450794
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503204,
            415270,
            -4925,
            293810,
            -577195,
            389084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670076000000,
    "first_datapoint_time": 1670796000000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760078948610,
    "expiration_time": 1766556000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 201,
            "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)