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Trade: MASK/USDT/120/FWMA/KCU/1896

Strategy
MASK/USDT/120/FWMA/KCU/1896
Pair
MASK_USDT
Interval
2h
Score
431913
Daily Profit
0.156035
Profit Factor
1.276312
Profitability
79.710145
Streak
24.575310
Best Strategy
Training Data Length
1595.330000
Evaluation Time
2025-10-06 20:48
Expiration Time
2025-12-03 04:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248926.6074 201452.0592 47474.5482 -94111.0482 -140794.7533 46683.7051
Total P&L (%) 248.9266 201.4521 47.4745 -94.111 -140.7948 46.6837
Avg Daily Profit (%) 0.156 0.1263 0.0298 -0.1774 0 0.024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -245856 -157592 -157546 -382951 -400574 -109861
Profit Factor 1.2763 1.3357 1.1578 0.879 0.7451 1.2071
Total Trades 207 103 104 207 103 104
Winning Trades 165 80 85 165 80 85
Losing Trades 42 23 19 42 23 19
Profitability (%) 79.7101 77.6699 81.7308 79.7101 77.6699 81.7308
Ratio Avg Win / Avg Loss 0.3249 0.384 0.2588 0.2237 0.2142 0.2698
Largest Winning Trade 38462 38462 26170 90417 90417 40692
Largest Losing Trade -95753 -73079 -95753 -138960 -138960 -108070
Avg Bars in Trades 89 169 11 89 169 11
Avg Bars in Winners 36 68 6 36 68 6
Avg Bars in Losers 297 519 29 297 519 29
Bars Traded 18565 17414 1151 18565 17414 1151
Profit Streak 24.5753 24.5753 86.3253 24.5753 24.5753 86.3253
Trades During Streak 5 2 8 5 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431913 -21190 -197358 -574298 -576165 -158642
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19144,
    "evaluation_days": 1595.33,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623045600000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759772906822,
    "expiration_time": 1764728524800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 119,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            248926.60740598,
            201452.059177749,
            47474.5482282309,
            -94111.0481531436,
            -140794.7532735275,
            46683.7051203839
        ],
        [
            248.926607,
            201.452059,
            47.474548,
            -94.111048,
            -140.794753,
            46.683705
        ],
        [
            0.156035,
            0.126276,
            0.029758,
            -0.177366,
            0,
            0.024017
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -245856,
            -157592,
            -157546,
            -382951,
            -400574,
            -109861
        ],
        [
            1.276312,
            1.335711,
            1.157821,
            0.879003,
            0.745118,
            1.207113
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            165,
            80,
            85,
            165,
            80,
            85
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            79.710145,
            77.669903,
            81.730769,
            79.710145,
            77.669903,
            81.730769
        ],
        [
            0.324879,
            0.384017,
            0.258807,
            0.223746,
            0.214221,
            0.269825
        ],
        [
            38462,
            38462,
            26170,
            90417,
            90417,
            40692
        ],
        [
            -95753,
            -73079,
            -95753,
            -138960,
            -138960,
            -108070
        ],
        [
            89,
            169,
            11,
            89,
            169,
            11
        ],
        [
            36,
            68,
            6,
            36,
            68,
            6
        ],
        [
            297,
            519,
            29,
            297,
            519,
            29
        ],
        [
            18565,
            17414,
            1151,
            18565,
            17414,
            1151
        ],
        [
            24.57531,
            24.57531,
            86.32531,
            24.57531,
            24.57531,
            86.32531
        ],
        [
            5,
            2,
            8,
            5,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431913,
            -21190,
            -197358,
            -574298,
            -576165,
            -158642
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19144,
    "evaluation_days": 1595.33,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623045600000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759772906822,
    "expiration_time": 1764728524800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 119,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)