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Trade: MASK/USDT/360/HILO/KCU/2611

Strategy
MASK/USDT/360/HILO/KCU/2611
Pair
MASK_USDT
Interval
6h
Score
337449
Daily Profit
0.162691
Profit Factor
1.451225
Profitability
51.612903
Streak
13.187373
Best Strategy
Training Data Length
1587.250000
Evaluation Time
2025-09-28 13:29
Expiration Time
2025-11-14 22:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 258231.7425 218194.139 40037.6035 -31789.1227 -255677.1598 223888.037
Total P&L (%) 258.2317 218.1941 40.0376 -31.7891 -255.6772 223.888
Avg Daily Profit (%) 0.1627 0.1375 0.0252 -0.0241 0 0.0741
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128633 -131782 -55691 -984975 -968687 -188093
Profit Factor 1.4512 1.5162 1.2676 0.9847 0.8497 1.5924
Total Trades 93 46 47 93 46 47
Winning Trades 48 23 25 48 23 25
Losing Trades 45 23 22 45 23 22
Profitability (%) 51.6129 50 53.1915 51.6129 50 53.1915
Ratio Avg Win / Avg Loss 1.3605 1.5162 1.1155 0.9232 0.8497 1.4013
Largest Winning Trade 122950 122950 22346 250456 250456 98493
Largest Losing Trade -67464 -67464 -25585 -640972 -640972 -130631
Avg Bars in Trades 65 121 10 65 121 10
Avg Bars in Winners 44 78 13 44 78 13
Avg Bars in Losers 87 163 7 87 163 7
Bars Traded 6089 5578 511 6089 5578 511
Profit Streak 13.1874 0 316.1874 13.1874 0 316.1874
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337449 -6927 -159346 -579714 -580704 -90016
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6349,
    "evaluation_days": 1587.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624276800000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759055389038,
    "expiration_time": 1763153352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 110,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            258231.7424696485,
            218194.1390007693,
            40037.6034688795,
            -31789.122713429,
            -255677.1597523645,
            223888.0370389356
        ],
        [
            258.231742,
            218.194139,
            40.037603,
            -31.789123,
            -255.67716,
            223.888037
        ],
        [
            0.162691,
            0.137467,
            0.025225,
            -0.0241,
            0,
            0.074069
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128633,
            -131782,
            -55691,
            -984975,
            -968687,
            -188093
        ],
        [
            1.451225,
            1.516222,
            1.267603,
            0.984709,
            0.849692,
            1.592431
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            51.612903,
            50,
            53.191489,
            51.612903,
            50,
            53.191489
        ],
        [
            1.360523,
            1.516222,
            1.11549,
            0.923165,
            0.849692,
            1.401339
        ],
        [
            122950,
            122950,
            22346,
            250456,
            250456,
            98493
        ],
        [
            -67464,
            -67464,
            -25585,
            -640972,
            -640972,
            -130631
        ],
        [
            65,
            121,
            10,
            65,
            121,
            10
        ],
        [
            44,
            78,
            13,
            44,
            78,
            13
        ],
        [
            87,
            163,
            7,
            87,
            163,
            7
        ],
        [
            6089,
            5578,
            511,
            6089,
            5578,
            511
        ],
        [
            13.187373,
            0,
            316.187373,
            13.187373,
            0,
            316.187373
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337449,
            -6927,
            -159346,
            -579714,
            -580704,
            -90016
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6349,
    "evaluation_days": 1587.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1624276800000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759055389038,
    "expiration_time": 1763153352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 110,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)