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Trade: MASK/USDT/60/MIDPOINT/SSF/4246

Strategy
MASK/USDT/60/MIDPOINT/SSF/4246
Pair
MASK_USDT
Interval
1h
Score
310747
Daily Profit
0.192875
Profit Factor
1.205242
Profitability
59.580052
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 05:23
Expiration Time
2025-12-14 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 200911.6297 120680.054 80231.5756 64619.6513 -24372.3472 88991.9985
Total P&L (%) 200.9116 120.6801 80.2316 64.6197 -24.3723 88.992
Avg Daily Profit (%) 0.1929 0.1159 0.077 0.0479 -0.0268 0.0611
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114341 -64837 -102793 -265602 -229647 -126859
Profit Factor 1.2052 1.2557 1.1583 1.0383 0.9732 1.1145
Total Trades 381 190 191 381 190 191
Winning Trades 227 111 116 227 111 116
Losing Trades 154 79 75 154 79 75
Profitability (%) 59.5801 58.4211 60.733 59.5801 58.4211 60.733
Ratio Avg Win / Avg Loss 0.8177 0.8937 0.7489 0.7044 0.6927 0.7206
Largest Winning Trade 27602 25226 27602 47992 40456 47992
Largest Losing Trade -41746 -41746 -37056 -166294 -166294 -97542
Avg Bars in Trades 65 55 74 65 55 74
Avg Bars in Winners 49 39 59 49 39 59
Avg Bars in Losers 88 78 98 88 78 98
Bars Traded 24826 10587 14239 24826 10587 14239
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 310747 -38659 -136343 -306195 -579247 -205663
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669197600000,
    "first_datapoint_time": 1669719600000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759199032027,
    "expiration_time": 1765677600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            200911.629673261,
            120680.0540404557,
            80231.5756328049,
            64619.6513315528,
            -24372.3471905684,
            88991.9985221214
        ],
        [
            200.91163,
            120.680054,
            80.231576,
            64.619651,
            -24.372347,
            88.991999
        ],
        [
            0.192875,
            0.115852,
            0.077022,
            0.047864,
            -0.026814,
            0.061126
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114341,
            -64837,
            -102793,
            -265602,
            -229647,
            -126859
        ],
        [
            1.205242,
            1.25565,
            1.158295,
            1.038283,
            0.973248,
            1.114545
        ],
        [
            381,
            190,
            191,
            381,
            190,
            191
        ],
        [
            227,
            111,
            116,
            227,
            111,
            116
        ],
        [
            154,
            79,
            75,
            154,
            79,
            75
        ],
        [
            59.580052,
            58.421053,
            60.732984,
            59.580052,
            58.421053,
            60.732984
        ],
        [
            0.817653,
            0.893661,
            0.748898,
            0.704386,
            0.692672,
            0.720611
        ],
        [
            27602,
            25226,
            27602,
            47992,
            40456,
            47992
        ],
        [
            -41746,
            -41746,
            -37056,
            -166294,
            -166294,
            -97542
        ],
        [
            65,
            55,
            74,
            65,
            55,
            74
        ],
        [
            49,
            39,
            59,
            49,
            39,
            59
        ],
        [
            88,
            78,
            98,
            88,
            78,
            98
        ],
        [
            24826,
            10587,
            14239,
            24826,
            10587,
            14239
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310747,
            -38659,
            -136343,
            -306195,
            -579247,
            -205663
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669197600000,
    "first_datapoint_time": 1669719600000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759199032027,
    "expiration_time": 1765677600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 3
        }
    }
}

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)