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Trade: MASK/USDT/720/ZLMA/PSAR/2288

Strategy
MASK/USDT/720/ZLMA/PSAR/2288
Pair
MASK_USDT
Interval
12h
Score
324575
Daily Profit
0.176567
Profit Factor
1.336939
Profitability
54.794521
Streak
0.000000
Best Strategy
Training Data Length
1588.500000
Evaluation Time
2025-09-29 07:29
Expiration Time
2025-11-15 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 280476.3935 203412.0909 77064.3026 -156217.2991 139874.7701 -296092.0692
Total P&L (%) 280.4764 203.4121 77.0643 -156.2173 139.8748 -296.0921
Avg Daily Profit (%) 0.1766 0.1281 0.0485 0 0.0551 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162310 -103784 -116301 -516433 -149684 -389231
Profit Factor 1.3369 1.4323 1.2129 0.8326 1.3887 0.4835
Total Trades 146 73 73 146 73 73
Winning Trades 80 36 44 73 36 37
Losing Trades 66 37 29 73 37 36
Profitability (%) 54.7945 49.3151 60.274 50 49.3151 50.6849
Ratio Avg Win / Avg Loss 1.103 1.4721 0.7994 0.8326 1.4273 0.4704
Largest Winning Trade 248594 248594 33163 143665 143665 34838
Largest Losing Trade -116301 -34456 -116301 -333021 -47164 -333021
Avg Bars in Trades 20 24 16 20 24 16
Avg Bars in Winners 20 23 18 19 23 14
Avg Bars in Losers 19 25 13 21 24 17
Bars Traded 2954 1773 1181 2954 1773 1181
Profit Streak 0 0 0 20.6872 20.6872 34.6872
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324575 -93123 -200306 -579056 -190113 -651827
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3177,
    "evaluation_days": 1588.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629072000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120177419,
    "expiration_time": 1763221392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            280476.3935089383,
            203412.0908809889,
            77064.3026279495,
            -156217.2990962428,
            139874.7701026261,
            -296092.0691988689
        ],
        [
            280.476394,
            203.412091,
            77.064303,
            -156.217299,
            139.87477,
            -296.092069
        ],
        [
            0.176567,
            0.128053,
            0.048514,
            0,
            0.055095,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162310,
            -103784,
            -116301,
            -516433,
            -149684,
            -389231
        ],
        [
            1.336939,
            1.432339,
            1.212925,
            0.83258,
            1.388712,
            0.483478
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            80,
            36,
            44,
            73,
            36,
            37
        ],
        [
            66,
            37,
            29,
            73,
            37,
            36
        ],
        [
            54.794521,
            49.315068,
            60.273973,
            50,
            49.315068,
            50.684932
        ],
        [
            1.102975,
            1.472126,
            0.799428,
            0.83258,
            1.427288,
            0.470411
        ],
        [
            248594,
            248594,
            33163,
            143665,
            143665,
            34838
        ],
        [
            -116301,
            -34456,
            -116301,
            -333021,
            -47164,
            -333021
        ],
        [
            20,
            24,
            16,
            20,
            24,
            16
        ],
        [
            20,
            23,
            18,
            19,
            23,
            14
        ],
        [
            19,
            25,
            13,
            21,
            24,
            17
        ],
        [
            2954,
            1773,
            1181,
            2954,
            1773,
            1181
        ],
        [
            0,
            0,
            0,
            20.687239,
            20.687239,
            34.687239
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324575,
            -93123,
            -200306,
            -579056,
            -190113,
            -651827
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3177,
    "evaluation_days": 1588.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629072000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120177419,
    "expiration_time": 1763221392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)