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Trade: MASK/USDT/60/MIDPRICE/SSF/6122

Strategy
MASK/USDT/60/MIDPRICE/SSF/6122
Pair
MASK_USDT
Interval
1h
Score
515570
Daily Profit
0.329656
Profit Factor
1.300458
Profitability
55.007949
Streak
6.961095
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-01 14:03
Expiration Time
2025-12-15 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343393.1906 188033.7867 155359.4039 696232.0642 297533.3964 398698.6679
Total P&L (%) 343.3932 188.0338 155.3594 696.2321 297.5334 398.6987
Avg Daily Profit (%) 0.3297 0.1805 0.1491 0.1994 0.1326 0.1544
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76715 -57231 -85197 -773202 -401936 -472528
Profit Factor 1.3005 1.3305 1.2707 1.2242 1.1922 1.2559
Total Trades 629 314 315 629 314 315
Winning Trades 346 170 176 346 170 176
Losing Trades 283 144 139 283 144 139
Profitability (%) 55.0079 54.1401 55.873 55.0079 54.1401 55.873
Ratio Avg Win / Avg Loss 1.0637 1.127 1.0035 1.0013 1.0099 0.9919
Largest Winning Trade 39834 31027 39834 305154 151747 305154
Largest Losing Trade -46058 -23287 -46058 -192939 -192939 -102634
Avg Bars in Trades 39 35 43 39 35 43
Avg Bars in Winners 33 30 35 33 30 35
Avg Bars in Losers 47 42 52 47 42 52
Bars Traded 24869 11265 13605 24869 11265 13605
Profit Streak 6.9611 6.9611 12.4194 6.9611 6.9611 12.4194
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515570 361169 335572 473698 -22813 314711
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669312800000,
    "first_datapoint_time": 1669680000000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759316638627,
    "expiration_time": 1765792800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            343393.1906175636,
            188033.786728024,
            155359.4038895399,
            696232.0642155202,
            297533.3963597228,
            398698.6678557983
        ],
        [
            343.393191,
            188.033787,
            155.359404,
            696.232064,
            297.533396,
            398.698668
        ],
        [
            0.329656,
            0.180512,
            0.149145,
            0.199371,
            0.132578,
            0.154374
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76715,
            -57231,
            -85197,
            -773202,
            -401936,
            -472528
        ],
        [
            1.300458,
            1.33051,
            1.270671,
            1.224169,
            1.19222,
            1.255912
        ],
        [
            629,
            314,
            315,
            629,
            314,
            315
        ],
        [
            346,
            170,
            176,
            346,
            170,
            176
        ],
        [
            283,
            144,
            139,
            283,
            144,
            139
        ],
        [
            55.007949,
            54.140127,
            55.873016,
            55.007949,
            54.140127,
            55.873016
        ],
        [
            1.06367,
            1.12702,
            1.003542,
            1.001271,
            1.00988,
            0.991885
        ],
        [
            39834,
            31027,
            39834,
            305154,
            151747,
            305154
        ],
        [
            -46058,
            -23287,
            -46058,
            -192939,
            -192939,
            -102634
        ],
        [
            39,
            35,
            43,
            39,
            35,
            43
        ],
        [
            33,
            30,
            35,
            33,
            30,
            35
        ],
        [
            47,
            42,
            52,
            47,
            42,
            52
        ],
        [
            24869,
            11265,
            13605,
            24869,
            11265,
            13605
        ],
        [
            6.961095,
            6.961095,
            12.419428,
            6.961095,
            6.961095,
            12.419429
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515570,
            361169,
            335572,
            473698,
            -22813,
            314711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669312800000,
    "first_datapoint_time": 1669680000000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759316638627,
    "expiration_time": 1765792800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 2
        }
    }
}

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)