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Trade: MASK/USDT/60/KCB/SWMA/5672

Strategy
MASK/USDT/60/KCB/SWMA/5672
Pair
MASK_USDT
Interval
1h
Score
424340
Daily Profit
0.261963
Profit Factor
1.350777
Profitability
69.512195
Streak
11.161637
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 13:52
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 272866.0292 160740.4541 112125.575 133637.9214 37601.4005 96036.5209
Total P&L (%) 272.866 160.7405 112.1256 133.6379 37.6014 96.0365
Avg Daily Profit (%) 0.262 0.1543 0.1076 0.0815 0.0306 0.0646
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104142 -82528 -86415 -153618 -149114 -66481
Profit Factor 1.3508 1.3988 1.2991 1.1724 1.0892 1.2715
Total Trades 246 123 123 246 123 123
Winning Trades 171 84 87 171 84 87
Losing Trades 75 39 36 75 39 36
Profitability (%) 69.5122 68.2927 70.7317 69.5122 68.2927 70.7317
Ratio Avg Win / Avg Loss 0.5924 0.6495 0.5376 0.5142 0.5057 0.5261
Largest Winning Trade 37963 37963 27056 31117 31117 30258
Largest Losing Trade -66189 -51381 -66189 -78170 -78170 -49165
Avg Bars in Trades 99 97 101 99 97 101
Avg Bars in Winners 69 63 74 69 63 74
Avg Bars in Losers 169 170 167 169 170 167
Bars Traded 24532 12021 12511 24532 12021 12511
Profit Streak 11.1616 52.7866 11.1616 11.1616 52.7866 11.1616
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424340 359811 -47769 -111761 -274665 -105273

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669305600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758883965486,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "swma",
        "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": [
        [
            272866.0291529577,
            160740.4541120583,
            112125.5750408993,
            133637.9214048482,
            37601.4005271168,
            96036.5208777315
        ],
        [
            272.866029,
            160.740454,
            112.125575,
            133.637921,
            37.601401,
            96.036521
        ],
        [
            0.261963,
            0.154318,
            0.107645,
            0.081503,
            0.030648,
            0.064644
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104142,
            -82528,
            -86415,
            -153618,
            -149114,
            -66481
        ],
        [
            1.350777,
            1.398824,
            1.299117,
            1.172417,
            1.089239,
            1.271498
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            171,
            84,
            87,
            171,
            84,
            87
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            69.512195,
            68.292683,
            70.731707,
            69.512195,
            68.292683,
            70.731707
        ],
        [
            0.592446,
            0.649454,
            0.537566,
            0.514218,
            0.505718,
            0.526137
        ],
        [
            37963,
            37963,
            27056,
            31117,
            31117,
            30258
        ],
        [
            -66189,
            -51381,
            -66189,
            -78170,
            -78170,
            -49165
        ],
        [
            99,
            97,
            101,
            99,
            97,
            101
        ],
        [
            69,
            63,
            74,
            69,
            63,
            74
        ],
        [
            169,
            170,
            167,
            169,
            170,
            167
        ],
        [
            24532,
            12021,
            12511,
            24532,
            12021,
            12511
        ],
        [
            11.161637,
            52.786637,
            11.161637,
            11.161638,
            52.786638,
            11.161638
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424340,
            359811,
            -47769,
            -111761,
            -274665,
            -105273
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669305600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758883965486,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "swma",
        "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)