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Trade: MASK/USDT/360/ALMA/KCL/5729

Strategy
MASK/USDT/360/ALMA/KCL/5729
Pair
MASK_USDT
Interval
6h
Score
335733
Daily Profit
0.168782
Profit Factor
1.347015
Profitability
52.293578
Streak
27.213959
Best Strategy
Training Data Length
1595.500000
Evaluation Time
2025-10-06 20:08
Expiration Time
2025-11-23 10:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 269292.0441 282393.9291 -13101.885 -99482.6158 41751.6149 -141234.2307
Total P&L (%) 269.292 282.3939 -13.1019 -99.4826 41.7516 -141.2342
Avg Daily Profit (%) 0.1688 0.177 -0.0082 -0.3294 0.0219 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223220 -82845 -180139 -106976 -351 -119406
Profit Factor 1.347 2.218 0.9759 0.3152 34.4887 0.0194
Total Trades 109 54 55 109 54 55
Winning Trades 57 28 29 57 28 29
Losing Trades 52 26 26 52 26 26
Profitability (%) 52.2936 51.8519 52.7273 52.2936 51.8519 52.7273
Ratio Avg Win / Avg Loss 1.2289 2.0596 0.875 0.2875 32.0252 0.0174
Largest Winning Trade 249959 249959 56856 29138 29138 951
Largest Losing Trade -99076 -42591 -99076 -100736 -175 -100736
Avg Bars in Trades 56 45 66 56 45 66
Avg Bars in Winners 56 49 62 56 49 62
Avg Bars in Losers 56 41 71 56 41 71
Bars Traded 6137 2458 3679 6137 2458 3679
Profit Streak 27.214 49.964 27.214 27.214 49.964 27.214
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335733 -167179 -759938 -579177 -335729 -759661
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6382,
    "evaluation_days": 1595.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624838400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759770486101,
    "expiration_time": 1763887536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            269292.0441070415,
            282393.9291399125,
            -13101.885032871,
            -99482.6157771112,
            41751.6148759819,
            -141234.230653093
        ],
        [
            269.292044,
            282.393929,
            -13.101885,
            -99.482616,
            41.751615,
            -141.234231
        ],
        [
            0.168782,
            0.176994,
            -0.008212,
            -0.329393,
            0.021871,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223220,
            -82845,
            -180139,
            -106976,
            -351,
            -119406
        ],
        [
            1.347015,
            2.21802,
            0.975924,
            0.315187,
            34.488728,
            0.019364
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            52.293578,
            51.851852,
            52.727273,
            52.293578,
            51.851852,
            52.727273
        ],
        [
            1.228856,
            2.05959,
            0.874966,
            0.287539,
            32.025247,
            0.017361
        ],
        [
            249959,
            249959,
            56856,
            29138,
            29138,
            951
        ],
        [
            -99076,
            -42591,
            -99076,
            -100736,
            -175,
            -100736
        ],
        [
            56,
            45,
            66,
            56,
            45,
            66
        ],
        [
            56,
            49,
            62,
            56,
            49,
            62
        ],
        [
            56,
            41,
            71,
            56,
            41,
            71
        ],
        [
            6137,
            2458,
            3679,
            6137,
            2458,
            3679
        ],
        [
            27.213959,
            49.963959,
            27.213959,
            27.213959,
            49.963959,
            27.213959
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335733,
            -167179,
            -759938,
            -579177,
            -335729,
            -759661
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6382,
    "evaluation_days": 1595.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624838400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759770486101,
    "expiration_time": 1763887536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)