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Trade: MASK/USDT/480/DCM/KCU/2009

Strategy
MASK/USDT/480/DCM/KCU/2009
Pair
MASK_USDT
Interval
8h
Score
373505
Daily Profit
0.283067
Profit Factor
1.409392
Profitability
43.243243
Streak
55.422319
Best Strategy
Training Data Length
1587.670000
Evaluation Time
2025-09-28 13:08
Expiration Time
2025-11-15 01:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 449416.4643 317358.3233 132058.141 165044.2553 29153.5528 135890.7025
Total P&L (%) 449.4165 317.3583 132.0581 165.0443 29.1536 135.8907
Avg Daily Profit (%) 0.2831 0.1999 0.0832 0.0614 0.0161 0.0541
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141688 -144207 -63232 -759231 -571268 -347768
Profit Factor 1.4094 1.4519 1.3339 1.051 1.0139 1.1201
Total Trades 296 148 148 296 148 148
Winning Trades 128 59 69 128 59 69
Losing Trades 168 89 79 168 89 79
Profitability (%) 43.2432 39.8649 46.6216 43.2432 39.8649 46.6216
Ratio Avg Win / Avg Loss 1.8498 2.1902 1.5272 1.3795 1.5294 1.2825
Largest Winning Trade 199828 199828 28697 352546 352546 94843
Largest Losing Trade -44055 -44055 -34822 -155968 -129110 -155968
Avg Bars in Trades 15 25 5 15 25 5
Avg Bars in Winners 21 39 6 21 39 6
Avg Bars in Losers 11 17 4 11 17 4
Bars Traded 4618 3829 789 4618 3829 789
Profit Streak 55.4223 57.4223 55.4223 55.4223 57.4223 55.4223
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373505 233228 -81138 -275140 -381941 -209717
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4763,
    "evaluation_days": 1587.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622332800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759054088336,
    "expiration_time": 1763161632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 7,
            "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": [
        [
            449416.4642908955,
            317358.3232890249,
            132058.1410018707,
            165044.2553469002,
            29153.5528281325,
            135890.7025187679
        ],
        [
            449.416464,
            317.358323,
            132.058141,
            165.044255,
            29.153553,
            135.890703
        ],
        [
            0.283067,
            0.199889,
            0.083177,
            0.061412,
            0.016115,
            0.054069
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141688,
            -144207,
            -63232,
            -759231,
            -571268,
            -347768
        ],
        [
            1.409392,
            1.451922,
            1.333881,
            1.051027,
            1.01386,
            1.120146
        ],
        [
            296,
            148,
            148,
            296,
            148,
            148
        ],
        [
            128,
            59,
            69,
            128,
            59,
            69
        ],
        [
            168,
            89,
            79,
            168,
            89,
            79
        ],
        [
            43.243243,
            39.864865,
            46.621622,
            43.243243,
            39.864865,
            46.621622
        ],
        [
            1.849827,
            2.190188,
            1.527197,
            1.379472,
            1.529382,
            1.282486
        ],
        [
            199828,
            199828,
            28697,
            352546,
            352546,
            94843
        ],
        [
            -44055,
            -44055,
            -34822,
            -155968,
            -129110,
            -155968
        ],
        [
            15,
            25,
            5,
            15,
            25,
            5
        ],
        [
            21,
            39,
            6,
            21,
            39,
            6
        ],
        [
            11,
            17,
            4,
            11,
            17,
            4
        ],
        [
            4618,
            3829,
            789,
            4618,
            3829,
            789
        ],
        [
            55.422319,
            57.422319,
            55.422319,
            55.422319,
            57.422319,
            55.422319
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373505,
            233228,
            -81138,
            -275140,
            -381941,
            -209717
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4763,
    "evaluation_days": 1587.67,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1622332800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759054088336,
    "expiration_time": 1763161632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 7,
            "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)