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Trade: MASK/USDT/720/HWMA/KCU/4085

Strategy
MASK/USDT/720/HWMA/KCU/4085
Pair
MASK_USDT
Interval
12h
Score
501063
Daily Profit
0.179448
Profit Factor
1.738080
Profitability
81.318681
Streak
128.187316
Best Strategy
Training Data Length
1588.500000
Evaluation Time
2025-09-29 07:29
Expiration Time
2025-11-15 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285052.3589 200398.5071 84653.8518 15418.3849 -71102.1432 86520.5281
Total P&L (%) 285.0524 200.3985 84.6539 15.4184 -71.1021 86.5205
Avg Daily Profit (%) 0.1794 0.1262 0.0533 0.009 -0.0781 0.0393
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145605 -90179 -83381 -232083 -220609 -17047
Profit Factor 1.7381 1.8589 1.5537 1.0417 0.7645 2.278
Total Trades 91 45 46 91 45 46
Winning Trades 74 38 36 74 38 36
Losing Trades 17 7 10 17 7 10
Profitability (%) 81.3187 84.4444 78.2609 81.3187 84.4444 78.2609
Ratio Avg Win / Avg Loss 0.3993 0.3424 0.4316 0.2393 0.1408 0.6328
Largest Winning Trade 39727 39727 29778 42855 42855 26483
Largest Losing Trade -90179 -90179 -46797 -220156 -220156 -46797
Avg Bars in Trades 30 57 3 30 57 3
Avg Bars in Winners 11 19 2 11 19 2
Avg Bars in Losers 113 265 6 113 265 6
Bars Traded 2767 2603 164 2767 2603 164
Profit Streak 128.1873 128.1873 332.6873 128.1873 128.1873 332.6873
Trades During Streak 5 2 9 5 2 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501063 -18502 -116301 -361062 -575431 -133433
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3177,
    "evaluation_days": 1588.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629244800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120184106,
    "expiration_time": 1763221392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.73287,
            "nb": 0.61901,
            "nc": 0.72446
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            285052.3588692212,
            200398.5070832106,
            84653.8517860105,
            15418.3849270475,
            -71102.1431849767,
            86520.5281120242
        ],
        [
            285.052359,
            200.398507,
            84.653852,
            15.418385,
            -71.102143,
            86.520528
        ],
        [
            0.179448,
            0.126156,
            0.053292,
            0.009027,
            -0.078119,
            0.03925
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145605,
            -90179,
            -83381,
            -232083,
            -220609,
            -17047
        ],
        [
            1.73808,
            1.858889,
            1.55371,
            1.041717,
            0.764477,
            2.277975
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            17,
            7,
            10,
            17,
            7,
            10
        ],
        [
            81.318681,
            84.444444,
            78.26087,
            81.318681,
            84.444444,
            78.26087
        ],
        [
            0.399289,
            0.342427,
            0.431586,
            0.239313,
            0.140825,
            0.632771
        ],
        [
            39727,
            39727,
            29778,
            42855,
            42855,
            26483
        ],
        [
            -90179,
            -90179,
            -46797,
            -220156,
            -220156,
            -46797
        ],
        [
            30,
            57,
            3,
            30,
            57,
            3
        ],
        [
            11,
            19,
            2,
            11,
            19,
            2
        ],
        [
            113,
            265,
            6,
            113,
            265,
            6
        ],
        [
            2767,
            2603,
            164,
            2767,
            2603,
            164
        ],
        [
            128.187316,
            128.187316,
            332.687316,
            128.187316,
            128.187316,
            332.687316
        ],
        [
            5,
            2,
            9,
            5,
            2,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501063,
            -18502,
            -116301,
            -361062,
            -575431,
            -133433
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3177,
    "evaluation_days": 1588.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1629244800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120184106,
    "expiration_time": 1763221392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.73287,
            "nb": 0.61901,
            "nc": 0.72446
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)