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Trade: MASK/USDT/60/KCB/WMA/7387

Strategy
MASK/USDT/60/KCB/WMA/7387
Pair
MASK_USDT
Interval
1h
Score
343933
Daily Profit
0.200093
Profit Factor
1.257782
Profitability
61.818182
Streak
11.597898
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 04:20
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 208420.6246 134298.2458 74122.3788 -15422.0153 11583.9301 -27005.9454
Total P&L (%) 208.4206 134.2982 74.1224 -15.422 11.5839 -27.0059
Avg Daily Profit (%) 0.2001 0.1289 0.0712 -0.0161 0.0105 -0.0302
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113672 -88206 -97086 -141657 -104601 -127675
Profit Factor 1.2578 1.3255 1.1872 0.9768 1.0341 0.9169
Total Trades 220 110 110 220 110 110
Winning Trades 136 66 70 136 66 70
Losing Trades 84 44 40 84 44 40
Profitability (%) 61.8182 60 63.6364 61.8182 60 63.6364
Ratio Avg Win / Avg Loss 0.7769 0.8837 0.6784 0.6033 0.6894 0.524
Largest Winning Trade 35216 35216 27468 28157 28157 19274
Largest Losing Trade -77059 -46906 -77059 -74155 -49301 -74155
Avg Bars in Trades 111 105 117 111 105 117
Avg Bars in Winners 89 85 93 89 85 93
Avg Bars in Losers 147 135 159 147 135 159
Bars Traded 24565 11636 12929 24565 11636 12929
Profit Streak 11.5979 36.1396 11.5979 11.5979 36.1396 11.5979
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343933 -19851 -112042 -577005 -477457 -578641

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669348800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758849658442,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 123,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    }
}
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": [
        [
            208420.624602257,
            134298.2458312098,
            74122.3787710472,
            -15422.0153244106,
            11583.9301154483,
            -27005.9454398589
        ],
        [
            208.420625,
            134.298246,
            74.122379,
            -15.422015,
            11.58393,
            -27.005945
        ],
        [
            0.200093,
            0.128932,
            0.071161,
            -0.016079,
            0.010523,
            -0.030217
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113672,
            -88206,
            -97086,
            -141657,
            -104601,
            -127675
        ],
        [
            1.257782,
            1.325491,
            1.187218,
            0.976792,
            1.034127,
            0.916923
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            136,
            66,
            70,
            136,
            66,
            70
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            61.818182,
            60,
            63.636364,
            61.818182,
            60,
            63.636364
        ],
        [
            0.776865,
            0.883661,
            0.67841,
            0.603313,
            0.689418,
            0.523956
        ],
        [
            35216,
            35216,
            27468,
            28157,
            28157,
            19274
        ],
        [
            -77059,
            -46906,
            -77059,
            -74155,
            -49301,
            -74155
        ],
        [
            111,
            105,
            117,
            111,
            105,
            117
        ],
        [
            89,
            85,
            93,
            89,
            85,
            93
        ],
        [
            147,
            135,
            159,
            147,
            135,
            159
        ],
        [
            24565,
            11636,
            12929,
            24565,
            11636,
            12929
        ],
        [
            11.597898,
            36.139565,
            11.597898,
            11.597899,
            36.139565,
            11.597899
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343933,
            -19851,
            -112042,
            -577005,
            -477457,
            -578641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669348800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758849658442,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 123,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    }
}

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)