← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: MASK/USDT/120/KCL/MIDPRICE/8523

Strategy
MASK/USDT/120/KCL/MIDPRICE/8523
Pair
MASK_USDT
Interval
2h
Score
357113
Daily Profit
0.217075
Profit Factor
1.381630
Profitability
49.743590
Streak
10.639278
Best Strategy
Training Data Length
1591.500000
Evaluation Time
2025-10-03 00:20
Expiration Time
2025-11-29 05:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345475.352 302237.5663 43237.7857 -56066.0416 -59722.1926 3656.151
Total P&L (%) 345.4754 302.2376 43.2378 -56.066 -59.7222 3.6562
Avg Daily Profit (%) 0.2171 0.1899 0.0272 -0.0517 -0.0571 0.0023
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149635 -160907 -72106 -275675 -209939 -137370
Profit Factor 1.3816 1.4959 1.1462 0.9595 0.9365 1.0083
Total Trades 195 97 98 195 97 98
Winning Trades 97 52 45 97 52 45
Losing Trades 98 45 53 98 45 53
Profitability (%) 49.7436 53.6082 45.9184 49.7436 53.6082 45.9184
Ratio Avg Win / Avg Loss 1.3959 1.2945 1.35 0.9693 0.8105 1.1875
Largest Winning Trade 330652 330652 37116 104676 104676 35430
Largest Losing Trade -62742 -62742 -19901 -102514 -102514 -29911
Avg Bars in Trades 92 160 25 92 160 25
Avg Bars in Winners 97 156 30 97 156 30
Avg Bars in Losers 87 164 22 87 164 22
Bars Traded 18054 15523 2531 18054 15523 2531
Profit Streak 10.6393 0 21.6393 10.6393 0 21.6393
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357113 323566 -218781 -579207 -580605 -567551
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623153600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440033645,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 109,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 172,
            "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": [
        [
            345475.3520116994,
            302237.5663362351,
            43237.7856754645,
            -56066.0416222204,
            -59722.1926294813,
            3656.1510072608
        ],
        [
            345.475352,
            302.237566,
            43.237786,
            -56.066042,
            -59.722193,
            3.656151
        ],
        [
            0.217075,
            0.189907,
            0.027168,
            -0.051666,
            -0.057123,
            0.002256
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149635,
            -160907,
            -72106,
            -275675,
            -209939,
            -137370
        ],
        [
            1.38163,
            1.495868,
            1.146196,
            0.95945,
            0.936533,
            1.008278
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            97,
            52,
            45,
            97,
            52,
            45
        ],
        [
            98,
            45,
            53,
            98,
            45,
            53
        ],
        [
            49.74359,
            53.608247,
            45.918367,
            49.74359,
            53.608247,
            45.918367
        ],
        [
            1.395873,
            1.294502,
            1.349965,
            0.969342,
            0.810462,
            1.187528
        ],
        [
            330652,
            330652,
            37116,
            104676,
            104676,
            35430
        ],
        [
            -62742,
            -62742,
            -19901,
            -102514,
            -102514,
            -29911
        ],
        [
            92,
            160,
            25,
            92,
            160,
            25
        ],
        [
            97,
            156,
            30,
            97,
            156,
            30
        ],
        [
            87,
            164,
            22,
            87,
            164,
            22
        ],
        [
            18054,
            15523,
            2531,
            18054,
            15523,
            2531
        ],
        [
            10.639278,
            0,
            21.639278,
            10.639278,
            0,
            21.639278
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357113,
            323566,
            -218781,
            -579207,
            -580605,
            -567551
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623153600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440033645,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 109,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 172,
            "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)