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Trade: MASK/USDT/720/KCL/SINWMA/1362

Strategy
MASK/USDT/720/KCL/SINWMA/1362
Pair
MASK_USDT
Interval
12h
Score
668689
Daily Profit
0.160167
Profit Factor
4.235226
Profitability
68.292683
Streak
121.833124
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 22:59
Expiration Time
2025-11-11 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 626875.448 431197.8974 195677.5506 1473972.0906 312301.2842 1161670.8064
Total P&L (%) 626.8754 431.1979 195.6776 1473.9721 312.3013 1161.6708
Avg Daily Profit (%) 0.3958 0.2722 0.1235 0.1742 0.0895 0.1602
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85881 -85881 -30037 -929541 -827509 -104199
Profit Factor 2.903 2.7205 3.4831 1.5731 1.1411 4.2352
Total Trades 81 40 41 81 40 41
Winning Trades 54 26 28 54 26 28
Losing Trades 27 14 13 27 14 13
Profitability (%) 66.6667 65 68.2927 66.6667 65 68.2927
Ratio Avg Win / Avg Loss 1.4515 1.4649 1.6171 0.7866 0.6145 1.9664
Largest Winning Trade 165715 165715 38158 400408 371725 400408
Largest Losing Trade -85881 -85881 -30037 -827509 -827509 -104199
Avg Bars in Trades 34 65 4 34 65 4
Avg Bars in Winners 19 36 4 19 36 4
Avg Bars in Losers 63 118 4 63 118 4
Bars Traded 2791 2604 187 2791 2604 187
Profit Streak 121.8331 122.3331 121.8331 121.8331 122.3331 121.8331
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 60825 548968 -17788 -4549 -137527 668689

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627862400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916781938,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "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": [
        [
            626875.4479517302,
            431197.8973515133,
            195677.5506002169,
            1473972.0905789882,
            312301.2841794005,
            1161670.8063995873
        ],
        [
            626.875448,
            431.197897,
            195.677551,
            1473.972091,
            312.301284,
            1161.670806
        ],
        [
            0.395755,
            0.272221,
            0.123534,
            0.174153,
            0.089471,
            0.160167
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85881,
            -85881,
            -30037,
            -929541,
            -827509,
            -104199
        ],
        [
            2.902953,
            2.72054,
            3.483067,
            1.573115,
            1.141134,
            4.235226
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            66.666667,
            65,
            68.292683,
            66.666667,
            65,
            68.292683
        ],
        [
            1.451476,
            1.464906,
            1.617138,
            0.786557,
            0.614457,
            1.966355
        ],
        [
            165715,
            165715,
            38158,
            400408,
            371725,
            400408
        ],
        [
            -85881,
            -85881,
            -30037,
            -827509,
            -827509,
            -104199
        ],
        [
            34,
            65,
            4,
            34,
            65,
            4
        ],
        [
            19,
            36,
            4,
            19,
            36,
            4
        ],
        [
            63,
            118,
            4,
            63,
            118,
            4
        ],
        [
            2791,
            2604,
            187,
            2791,
            2604,
            187
        ],
        [
            121.833124,
            122.333124,
            121.833124,
            121.833124,
            122.333124,
            121.833124
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            60825,
            548968,
            -17788,
            -4549,
            -137527,
            668689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627862400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758916781938,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "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)