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Trade: MASK/USDT/120/KCL/ALMA/1532

Strategy
MASK/USDT/120/KCL/ALMA/1532
Pair
MASK_USDT
Interval
2h
Score
516158
Daily Profit
0.294901
Profit Factor
1.758431
Profitability
62.790698
Streak
57.983669
Best Strategy
Training Data Length
1601.250000
Evaluation Time
2025-10-12 18:36
Expiration Time
2025-12-09 07:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 472210.139 365225.9517 106984.1874 146220.0943 -1026692.0937 1172912.188
Total P&L (%) 472.2101 365.226 106.9842 146.2201 -1026.6921 1172.9122
Avg Daily Profit (%) 0.2949 0.2281 0.0668 0.0563 0 0.159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189511 -131545 -80519 -4178586 -3075877 -1272127
Profit Factor 1.7584 1.8572 1.5443 1.0136 0.8739 1.4518
Total Trades 86 43 43 86 43 43
Winning Trades 54 27 27 54 27 27
Losing Trades 32 16 16 32 16 16
Profitability (%) 62.7907 62.7907 62.7907 62.7907 62.7907 62.7907
Ratio Avg Win / Avg Loss 1.042 1.1006 0.9151 0.6007 0.5178 0.8604
Largest Winning Trade 179981 179981 49450 1896840 1896840 599289
Largest Losing Trade -75230 -75230 -38896 -1268618 -1268618 -886523
Avg Bars in Trades 220 323 118 220 323 118
Avg Bars in Winners 161 240 81 161 240 81
Avg Bars in Losers 321 461 180 321 461 180
Bars Traded 18975 13889 5086 18975 13889 5086
Profit Streak 57.9837 57.9837 76.4837 57.9837 57.9837 76.4837
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516158 466659 -100731 -321283 -578089 364051
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19215,
    "evaluation_days": 1601.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623470400000,
    "last_datapoint_time": 1760277600000,
    "evaluation_time": 1760283389005,
    "expiration_time": 1765258128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 177,
            "offset": 218,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 216,
            "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": [
        [
            472210.1390321119,
            365225.951679475,
            106984.187352637,
            146220.0943237779,
            -1026692.0936959587,
            1172912.1880197364
        ],
        [
            472.210139,
            365.225952,
            106.984187,
            146.220094,
            -1026.692094,
            1172.912188
        ],
        [
            0.294901,
            0.228088,
            0.066813,
            0.056288,
            0,
            0.158995
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189511,
            -131545,
            -80519,
            -4178586,
            -3075877,
            -1272127
        ],
        [
            1.758431,
            1.857211,
            1.544307,
            1.013621,
            0.873855,
            1.451845
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            62.790698,
            62.790698,
            62.790698,
            62.790698,
            62.790698,
            62.790698
        ],
        [
            1.042033,
            1.100569,
            0.915145,
            0.600664,
            0.51784,
            0.860353
        ],
        [
            179981,
            179981,
            49450,
            1896840,
            1896840,
            599289
        ],
        [
            -75230,
            -75230,
            -38896,
            -1268618,
            -1268618,
            -886523
        ],
        [
            220,
            323,
            118,
            220,
            323,
            118
        ],
        [
            161,
            240,
            81,
            161,
            240,
            81
        ],
        [
            321,
            461,
            180,
            321,
            461,
            180
        ],
        [
            18975,
            13889,
            5086,
            18975,
            13889,
            5086
        ],
        [
            57.983669,
            57.983669,
            76.483669,
            57.983669,
            57.983669,
            76.483669
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516158,
            466659,
            -100731,
            -321283,
            -578089,
            364051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19215,
    "evaluation_days": 1601.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623470400000,
    "last_datapoint_time": 1760277600000,
    "evaluation_time": 1760283389005,
    "expiration_time": 1765258128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 177,
            "offset": 218,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 216,
            "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)