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Trade: MASK/USDT/120/KCL/LINREG/5705

Strategy
MASK/USDT/120/KCL/LINREG/5705
Pair
MASK_USDT
Interval
2h
Score
541601
Daily Profit
0.356321
Profit Factor
1.795590
Profitability
63.157895
Streak
48.638962
Best Strategy
Training Data Length
1591.330000
Evaluation Time
2025-10-02 20:20
Expiration Time
2025-11-29 00:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 567024.6642 403085.204 163939.4602 488578.5614 -555657.0917 1044235.653
Total P&L (%) 567.0247 403.0852 163.9395 488.5786 -555.6571 1044.2357
Avg Daily Profit (%) 0.3563 0.2533 0.103 0.1114 0 0.1533
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96245 -134093 -57009 -1447650 -1624569 -623075
Profit Factor 1.7956 1.843 1.6989 1.0646 0.8972 1.4827
Total Trades 95 47 48 95 47 48
Winning Trades 60 27 33 60 27 33
Losing Trades 35 20 15 35 20 15
Profitability (%) 63.1579 57.4468 68.75 63.1579 57.4468 68.75
Ratio Avg Win / Avg Loss 1.0474 1.3652 0.7722 0.621 0.6646 0.6739
Largest Winning Trade 146921 146921 38139 608802 608802 308664
Largest Losing Trade -53533 -53533 -51823 -941341 -941341 -577446
Avg Bars in Trades 193 277 111 193 277 111
Avg Bars in Winners 150 231 83 150 231 83
Avg Bars in Losers 267 339 172 267 339 172
Bars Traded 18367 13024 5343 18367 13024 5343
Profit Streak 48.639 48.639 68.7223 48.639 48.639 68.7223
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 541601 434572 -51516 -192015 -579169 383771
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19096,
    "evaluation_days": 1591.33,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624572000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759425606360,
    "expiration_time": 1764370483200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 247,
            "offset": 122
        }
    }
}
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": [
        [
            567024.66419063,
            403085.2039728126,
            163939.4602178176,
            488578.5613723119,
            -555657.0916773793,
            1044235.6530496916
        ],
        [
            567.024664,
            403.085204,
            163.93946,
            488.578561,
            -555.657092,
            1044.235653
        ],
        [
            0.356321,
            0.253301,
            0.10302,
            0.111449,
            0,
            0.15328
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96245,
            -134093,
            -57009,
            -1447650,
            -1624569,
            -623075
        ],
        [
            1.79559,
            1.843025,
            1.698901,
            1.064555,
            0.897195,
            1.482669
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            63.157895,
            57.446809,
            68.75,
            63.157895,
            57.446809,
            68.75
        ],
        [
            1.047428,
            1.365204,
            0.772228,
            0.62099,
            0.664589,
            0.67394
        ],
        [
            146921,
            146921,
            38139,
            608802,
            608802,
            308664
        ],
        [
            -53533,
            -53533,
            -51823,
            -941341,
            -941341,
            -577446
        ],
        [
            193,
            277,
            111,
            193,
            277,
            111
        ],
        [
            150,
            231,
            83,
            150,
            231,
            83
        ],
        [
            267,
            339,
            172,
            267,
            339,
            172
        ],
        [
            18367,
            13024,
            5343,
            18367,
            13024,
            5343
        ],
        [
            48.638962,
            48.638962,
            68.722296,
            48.638962,
            48.638962,
            68.722296
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            541601,
            434572,
            -51516,
            -192015,
            -579169,
            383771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19096,
    "evaluation_days": 1591.33,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624572000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759425606360,
    "expiration_time": 1764370483200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 247,
            "offset": 122
        }
    }
}

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)