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Trade: MASK/USDT/240/KCL/RMA/3847

Strategy
MASK/USDT/240/KCL/RMA/3847
Pair
MASK_USDT
Interval
4h
Score
464985
Daily Profit
0.249723
Profit Factor
1.728464
Profitability
71.794872
Streak
116.414829
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 04:57
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395436.3325 291725.5127 103710.8198 94739.0018 -24927.1589 119666.1607
Total P&L (%) 395.4363 291.7255 103.7108 94.739 -24.9272 119.6662
Avg Daily Profit (%) 0.2497 0.1842 0.0655 0.0421 -0.0181 0.0497
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146684 -84519 -93751 -470826 -332285 -143554
Profit Factor 1.7285 2.1362 1.3625 1.0926 0.9637 1.3565
Total Trades 117 58 59 117 58 59
Winning Trades 84 43 41 84 43 41
Losing Trades 33 15 18 33 15 18
Profitability (%) 71.7949 74.1379 69.4915 71.7949 74.1379 69.4915
Ratio Avg Win / Avg Loss 0.679 0.7452 0.5982 0.4292 0.3362 0.5956
Largest Winning Trade 57058 57058 51622 114176 114176 62773
Largest Losing Trade -82688 -82688 -63996 -332285 -332285 -132997
Avg Bars in Trades 71 123 21 71 123 21
Avg Bars in Winners 35 45 24 35 45 24
Avg Bars in Losers 164 346 13 164 346 13
Bars Traded 8403 7163 1240 8403 7163 1240
Profit Streak 116.4148 127.9148 116.4148 116.4148 127.9148 116.4148
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464985 -167195 -279992 -252637 -756745 -301076

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624219200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851841238,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 161,
            "offset": 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": [
        [
            395436.332453077,
            291725.5126718044,
            103710.8197812725,
            94739.0017821104,
            -24927.1589277864,
            119666.1607098968
        ],
        [
            395.436332,
            291.725513,
            103.71082,
            94.739002,
            -24.927159,
            119.666161
        ],
        [
            0.249723,
            0.184228,
            0.065495,
            0.042099,
            -0.018105,
            0.049709
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146684,
            -84519,
            -93751,
            -470826,
            -332285,
            -143554
        ],
        [
            1.728464,
            2.136207,
            1.362522,
            1.092599,
            0.963741,
            1.35654
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            71.794872,
            74.137931,
            69.491525,
            71.794872,
            74.137931,
            69.491525
        ],
        [
            0.679039,
            0.745188,
            0.59818,
            0.429235,
            0.336189,
            0.595554
        ],
        [
            57058,
            57058,
            51622,
            114176,
            114176,
            62773
        ],
        [
            -82688,
            -82688,
            -63996,
            -332285,
            -332285,
            -132997
        ],
        [
            71,
            123,
            21,
            71,
            123,
            21
        ],
        [
            35,
            45,
            24,
            35,
            45,
            24
        ],
        [
            164,
            346,
            13,
            164,
            346,
            13
        ],
        [
            8403,
            7163,
            1240,
            8403,
            7163,
            1240
        ],
        [
            116.414829,
            127.914829,
            116.414829,
            116.414829,
            127.914829,
            116.414829
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464985,
            -167195,
            -279992,
            -252637,
            -756745,
            -301076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9501,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1624219200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851841238,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 161,
            "offset": 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)