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Trade: MASK/USDT/360/HWMA/KCU/7064

Strategy
MASK/USDT/360/HWMA/KCU/7064
Pair
MASK_USDT
Interval
6h
Score
381236
Daily Profit
0.148329
Profit Factor
1.326209
Profitability
83.251232
Streak
13.343705
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 05:14
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234879.2339 172953.1996 61926.0342 -131365.036 -138606.3425 7241.3065
Total P&L (%) 234.8792 172.9532 61.926 -131.365 -138.6063 7.2413
Avg Daily Profit (%) 0.1483 0.1092 0.0391 0 0 0.0044
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215238 -135131 -109241 -869018 -719322 -200669
Profit Factor 1.3262 1.4282 1.1959 0.8973 0.8324 1.016
Total Trades 203 101 102 203 101 102
Winning Trades 169 87 82 69 32 37
Losing Trades 34 14 20 134 69 65
Profitability (%) 83.2512 86.1386 80.3922 33.9901 31.6832 36.2745
Ratio Avg Win / Avg Loss 0.2668 0.2298 0.2917 1.7425 1.7949 1.7849
Largest Winning Trade 47983 47983 18239 72534 72534 58944
Largest Losing Trade -109241 -67451 -109241 -394941 -394941 -126007
Avg Bars in Trades 30 48 12 30 48 12
Avg Bars in Winners 9 13 5 50 88 18
Avg Bars in Losers 131 262 39 19 29 8
Bars Traded 6093 4868 1225 6093 4868 1225
Profit Streak 13.3437 13.3437 111.5937 0 0 0
Trades During Streak 3 1 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381236 -42893 -142309 -583163 -585408 -559812

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6334,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625356800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852896146,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.83536,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 160,
            "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": [
        [
            234879.2338550992,
            172953.1996208385,
            61926.0342342611,
            -131365.0359754919,
            -138606.3425085561,
            7241.3065330644
        ],
        [
            234.879234,
            172.9532,
            61.926034,
            -131.365036,
            -138.606343,
            7.241307
        ],
        [
            0.148329,
            0.109222,
            0.039107,
            0,
            0,
            0.004415
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215238,
            -135131,
            -109241,
            -869018,
            -719322,
            -200669
        ],
        [
            1.326209,
            1.42824,
            1.195872,
            0.897257,
            0.832417,
            1.016039
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            169,
            87,
            82,
            69,
            32,
            37
        ],
        [
            34,
            14,
            20,
            134,
            69,
            65
        ],
        [
            83.251232,
            86.138614,
            80.392157,
            33.990148,
            31.683168,
            36.27451
        ],
        [
            0.266811,
            0.229832,
            0.291676,
            1.742498,
            1.794899,
            1.784933
        ],
        [
            47983,
            47983,
            18239,
            72534,
            72534,
            58944
        ],
        [
            -109241,
            -67451,
            -109241,
            -394941,
            -394941,
            -126007
        ],
        [
            30,
            48,
            12,
            30,
            48,
            12
        ],
        [
            9,
            13,
            5,
            50,
            88,
            18
        ],
        [
            131,
            262,
            39,
            19,
            29,
            8
        ],
        [
            6093,
            4868,
            1225,
            6093,
            4868,
            1225
        ],
        [
            13.343705,
            13.343705,
            111.593705,
            0,
            0,
            0
        ],
        [
            3,
            1,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381236,
            -42893,
            -142309,
            -583163,
            -585408,
            -559812
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6334,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1625356800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852896146,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.83536,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 160,
            "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)