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Trade: MASK/USDT/240/BBL/KCU/4286

Strategy
MASK/USDT/240/BBL/KCU/4286
Pair
MASK_USDT
Interval
4h
Score
454841
Daily Profit
0.270579
Profit Factor
1.803049
Profitability
70.786517
Streak
74.121122
Best Strategy
Training Data Length
1592.670000
Evaluation Time
2025-10-03 21:54
Expiration Time
2025-11-20 12:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430943.5974 297568.001 133375.5964 178151.2807 -109949.5879 288100.8685
Total P&L (%) 430.9436 297.568 133.3756 178.1513 -109.9496 288.1009
Avg Daily Profit (%) 0.2706 0.1868 0.0837 0.0643 0 0.0852
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137096 -127442 -64392 -727933 -694939 -151099
Profit Factor 1.803 1.8217 1.7643 1.093 0.9262 1.6761
Total Trades 89 44 45 89 44 45
Winning Trades 63 30 33 63 30 33
Losing Trades 26 14 12 26 14 12
Profitability (%) 70.7865 68.1818 73.3333 70.7865 68.1818 73.3333
Ratio Avg Win / Avg Loss 0.7441 0.8501 0.6416 0.4511 0.4322 0.6095
Largest Winning Trade 124021 124021 37116 170791 170791 85682
Largest Losing Trade -65662 -65662 -64392 -487377 -487377 -116614
Avg Bars in Trades 97 178 18 97 178 18
Avg Bars in Winners 54 93 18 54 93 18
Avg Bars in Losers 203 361 17 203 361 17
Bars Traded 8684 7872 812 8684 7872 812
Profit Streak 74.1211 0 124.1211 74.1211 0 124.1211
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454841 381681 -76254 -223272 -578362 -74505
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624276800000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759517664931,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 223,
            "offset": 0,
            "std": 2.11845
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 165,
            "offset": 63,
            "scalar": 1
        }
    }
}
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": [
        [
            430943.5974016383,
            297568.0009776189,
            133375.5964240192,
            178151.2806566786,
            -109949.5878554937,
            288100.8685121723
        ],
        [
            430.943597,
            297.568001,
            133.375596,
            178.151281,
            -109.949588,
            288.100869
        ],
        [
            0.270579,
            0.186836,
            0.083743,
            0.064252,
            0,
            0.085182
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137096,
            -127442,
            -64392,
            -727933,
            -694939,
            -151099
        ],
        [
            1.803049,
            1.821709,
            1.764325,
            1.092991,
            0.926191,
            1.676067
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            70.786517,
            68.181818,
            73.333333,
            70.786517,
            68.181818,
            73.333333
        ],
        [
            0.744115,
            0.850131,
            0.641573,
            0.451076,
            0.432222,
            0.609479
        ],
        [
            124021,
            124021,
            37116,
            170791,
            170791,
            85682
        ],
        [
            -65662,
            -65662,
            -64392,
            -487377,
            -487377,
            -116614
        ],
        [
            97,
            178,
            18,
            97,
            178,
            18
        ],
        [
            54,
            93,
            18,
            54,
            93,
            18
        ],
        [
            203,
            361,
            17,
            203,
            361,
            17
        ],
        [
            8684,
            7872,
            812,
            8684,
            7872,
            812
        ],
        [
            74.121122,
            0,
            124.121122,
            74.121122,
            0,
            124.121122
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454841,
            381681,
            -76254,
            -223272,
            -578362,
            -74505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624276800000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759517664931,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 223,
            "offset": 0,
            "std": 2.11845
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 165,
            "offset": 63,
            "scalar": 1
        }
    }
}

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)