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Trade: MASK/USDT/60/KCL/SMA/4493

Strategy
MASK/USDT/60/KCL/SMA/4493
Pair
MASK_USDT
Interval
1h
Score
332138
Daily Profit
0.206873
Profit Factor
1.428733
Profitability
61.261261
Streak
14.874021
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 14:58
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 215483.3031 142359.3702 73123.9329 91083.3607 -12425.3689 103508.7296
Total P&L (%) 215.4833 142.3594 73.1239 91.0834 -12.4254 103.5087
Avg Daily Profit (%) 0.2069 0.1367 0.0702 0.0622 -0.0127 0.0682
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90278 -84455 -33964 -107754 -145440 -34154
Profit Factor 1.4287 1.4075 1.4773 1.1581 0.971 1.6986
Total Trades 111 55 56 111 55 56
Winning Trades 68 32 36 68 32 36
Losing Trades 43 23 20 43 23 20
Profitability (%) 61.2613 58.1818 64.2857 61.2613 58.1818 64.2857
Ratio Avg Win / Avg Loss 0.9035 1.0116 0.8207 0.7323 0.6979 0.9437
Largest Winning Trade 61053 61053 36666 65107 65107 62973
Largest Losing Trade -53959 -53959 -29251 -65390 -65390 -31909
Avg Bars in Trades 221 360 85 221 360 85
Avg Bars in Winners 174 300 62 174 300 62
Avg Bars in Losers 295 442 126 295 442 126
Bars Traded 24561 19801 4760 24561 19801 4760
Profit Streak 14.874 0 43.2074 14.874 0 43.2074
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332138 -188832 -277354 -155870 -759772 -279032

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": 1669410000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758887915427,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 173,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 190,
            "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": [
        [
            215483.3031230335,
            142359.3701988522,
            73123.9329241815,
            91083.360673463,
            -12425.3688904471,
            103508.7295639102
        ],
        [
            215.483303,
            142.35937,
            73.123933,
            91.083361,
            -12.425369,
            103.50873
        ],
        [
            0.206873,
            0.136671,
            0.070202,
            0.062186,
            -0.012737,
            0.068238
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90278,
            -84455,
            -33964,
            -107754,
            -145440,
            -34154
        ],
        [
            1.428733,
            1.407452,
            1.477261,
            1.158066,
            0.970974,
            1.698617
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            61.261261,
            58.181818,
            64.285714,
            61.261261,
            58.181818,
            64.285714
        ],
        [
            0.903463,
            1.011606,
            0.8207,
            0.732307,
            0.697887,
            0.943676
        ],
        [
            61053,
            61053,
            36666,
            65107,
            65107,
            62973
        ],
        [
            -53959,
            -53959,
            -29251,
            -65390,
            -65390,
            -31909
        ],
        [
            221,
            360,
            85,
            221,
            360,
            85
        ],
        [
            174,
            300,
            62,
            174,
            300,
            62
        ],
        [
            295,
            442,
            126,
            295,
            442,
            126
        ],
        [
            24561,
            19801,
            4760,
            24561,
            19801,
            4760
        ],
        [
            14.874021,
            0,
            43.207354,
            14.874021,
            0,
            43.207354
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332138,
            -188832,
            -277354,
            -155870,
            -759772,
            -279032
        ]
    ]
}
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": 1669410000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758887915427,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 173,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 190,
            "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)