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Trade: MASK/USDT/720/OHLC4/KCU/4648

Strategy
MASK/USDT/720/OHLC4/KCU/4648
Pair
MASK_USDT
Interval
12h
Score
510697
Daily Profit
0.185181
Profit Factor
1.757159
Profitability
80.808081
Streak
129.476698
Best Strategy
Training Data Length
1584.000000
Evaluation Time
2025-09-26 14:26
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 293326.3075 208452.2964 84874.0111 20833.3883 -184150.4772 204983.8655
Total P&L (%) 293.3263 208.4523 84.874 20.8334 -184.1505 204.9839
Avg Daily Profit (%) 0.1852 0.1316 0.0536 0.0119 0 0.0704
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154692 -87595 -67097 -562390 -513590 -50800
Profit Factor 1.7572 1.8947 1.5497 1.0215 0.7705 2.2241
Total Trades 99 49 50 99 49 50
Winning Trades 80 42 38 80 42 38
Losing Trades 19 7 12 19 7 12
Profitability (%) 80.8081 85.7143 76 80.8081 85.7143 76
Ratio Avg Win / Avg Loss 0.4173 0.3158 0.4894 0.2426 0.1284 0.7024
Largest Winning Trade 43312 43312 24621 83607 83607 40847
Largest Losing Trade -87595 -87595 -67097 -513590 -513590 -48800
Avg Bars in Trades 28 46 10 28 46 10
Avg Bars in Winners 8 11 6 8 11 6
Avg Bars in Losers 110 256 24 110 256 24
Bars Traded 2806 2278 528 2806 2278 528
Profit Streak 129.4767 129.4767 290.9767 129.4767 129.4767 290.9767
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 510697 -11413 -296479 -375632 -575669 -272514

Evaluation Data

{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3168,
    "evaluation_days": 1584,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1627776000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885986693,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 137,
            "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": [
        [
            293326.3075324601,
            208452.2964083736,
            84874.0111240863,
            20833.3883376853,
            -184150.4771613492,
            204983.8654990346
        ],
        [
            293.326308,
            208.452296,
            84.874011,
            20.833388,
            -184.150477,
            204.983865
        ],
        [
            0.185181,
            0.131599,
            0.053582,
            0.011948,
            0,
            0.070422
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154692,
            -87595,
            -67097,
            -562390,
            -513590,
            -50800
        ],
        [
            1.757159,
            1.894667,
            1.549669,
            1.021484,
            0.770463,
            2.224112
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            80,
            42,
            38,
            80,
            42,
            38
        ],
        [
            19,
            7,
            12,
            19,
            7,
            12
        ],
        [
            80.808081,
            85.714286,
            76,
            80.808081,
            85.714286,
            76
        ],
        [
            0.417325,
            0.315778,
            0.489369,
            0.242602,
            0.128411,
            0.702351
        ],
        [
            43312,
            43312,
            24621,
            83607,
            83607,
            40847
        ],
        [
            -87595,
            -87595,
            -67097,
            -513590,
            -513590,
            -48800
        ],
        [
            28,
            46,
            10,
            28,
            46,
            10
        ],
        [
            8,
            11,
            6,
            8,
            11,
            6
        ],
        [
            110,
            256,
            24,
            110,
            256,
            24
        ],
        [
            2806,
            2278,
            528,
            2806,
            2278,
            528
        ],
        [
            129.476698,
            129.476698,
            290.976698,
            129.476698,
            129.476698,
            290.976698
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510697,
            -11413,
            -296479,
            -375632,
            -575669,
            -272514
        ]
    ]
}
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": 1627776000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885986693,
    "expiration_time": 1762820928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 137,
            "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)