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Trade: MASK/USDT/240/SSF/KCB/3761

Strategy
MASK/USDT/240/SSF/KCB/3761
Pair
MASK_USDT
Interval
4h
Score
336707
Daily Profit
0.186508
Profit Factor
1.817481
Profitability
42.222222
Streak
186.712514
Best Strategy
Training Data Length
1593.170000
Evaluation Time
2025-10-04 12:06
Expiration Time
2025-11-21 01:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 244620.9172 297138.2462 -52517.329 -101713.1234 34553.6428 -136266.7662
Total P&L (%) 244.6209 297.1382 -52.5173 -101.7131 34.5536 -136.2668
Avg Daily Profit (%) 0.1535 0.1865 -0.033 0 0.0186 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194334 -107226 -164646 -102139 -4052 -101178
Profit Factor 1.2768 1.8175 0.899 0.3453 5.6929 0.0793
Total Trades 91 45 46 91 45 46
Winning Trades 45 19 26 45 27 18
Losing Trades 46 26 20 46 18 28
Profitability (%) 49.4505 42.2222 56.5217 49.4505 60 39.1304
Ratio Avg Win / Avg Loss 1.3052 2.4871 0.6916 0.353 3.7952 0.1233
Largest Winning Trade 268608 268608 52085 35201 35201 5532
Largest Losing Trade -104970 -56021 -104970 -99409 -2493 -99409
Avg Bars in Trades 101 119 82 101 119 82
Avg Bars in Winners 111 135 93 92 107 70
Avg Bars in Losers 91 108 69 109 138 90
Bars Traded 9201 5398 3803 9201 5398 3803
Profit Streak 186.7125 186.7125 282.3792 0 0 0
Trades During Streak 7 3 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311778 336707 -578488 -580748 -160728 -584931
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9559,
    "evaluation_days": 1593.17,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623672000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759568761181,
    "expiration_time": 1763679888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 183,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 123,
            "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": [
        [
            244620.9172405779,
            297138.2462406603,
            -52517.3290000825,
            -101713.1233996522,
            34553.6427709057,
            -136266.7661705579
        ],
        [
            244.620917,
            297.138246,
            -52.517329,
            -101.713123,
            34.553643,
            -136.266766
        ],
        [
            0.153544,
            0.186508,
            -0.032964,
            0,
            0.018631,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194334,
            -107226,
            -164646,
            -102139,
            -4052,
            -101178
        ],
        [
            1.276842,
            1.817481,
            0.899031,
            0.345326,
            5.69287,
            0.079288
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            45,
            19,
            26,
            45,
            27,
            18
        ],
        [
            46,
            26,
            20,
            46,
            18,
            28
        ],
        [
            49.450549,
            42.222222,
            56.521739,
            49.450549,
            60,
            39.130435
        ],
        [
            1.305216,
            2.48708,
            0.691562,
            0.353,
            3.795247,
            0.123336
        ],
        [
            268608,
            268608,
            52085,
            35201,
            35201,
            5532
        ],
        [
            -104970,
            -56021,
            -104970,
            -99409,
            -2493,
            -99409
        ],
        [
            101,
            119,
            82,
            101,
            119,
            82
        ],
        [
            111,
            135,
            93,
            92,
            107,
            70
        ],
        [
            91,
            108,
            69,
            109,
            138,
            90
        ],
        [
            9201,
            5398,
            3803,
            9201,
            5398,
            3803
        ],
        [
            186.712514,
            186.712514,
            282.37918,
            0,
            0,
            0
        ],
        [
            7,
            3,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311778,
            336707,
            -578488,
            -580748,
            -160728,
            -584931
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9559,
    "evaluation_days": 1593.17,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623672000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759568761181,
    "expiration_time": 1763679888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 183,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 123,
            "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)