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Trade: MASK/USDT/360/KCL/BBL/9696

Strategy
MASK/USDT/360/KCL/BBL/9696
Pair
MASK_USDT
Interval
6h
Score
387524
Daily Profit
0.279365
Profit Factor
1.342036
Profitability
49.429658
Streak
6.325355
Best Strategy
Training Data Length
1588.250000
Evaluation Time
2025-09-29 10:48
Expiration Time
2025-11-15 23:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443701.4085 341160.7242 102540.6843 36217.6126 23356.0623 12861.5503
Total P&L (%) 443.7014 341.1607 102.5407 36.2176 23.3561 12.8616
Avg Daily Profit (%) 0.2794 0.2148 0.0646 0.0195 0.0132 0.0076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129363 -148727 -123863 -477083 -481961 -266375
Profit Factor 1.342 1.3965 1.2347 1.0138 1.0138 1.0137
Total Trades 263 131 132 263 131 132
Winning Trades 130 63 67 130 63 67
Losing Trades 133 68 65 133 68 65
Profitability (%) 49.4297 48.0916 50.7576 49.4297 48.0916 50.7576
Ratio Avg Win / Avg Loss 1.373 1.5074 1.1979 1.0372 1.0943 0.9834
Largest Winning Trade 89051 89051 30522 181148 181148 99955
Largest Losing Trade -67224 -44089 -67224 -264326 -132368 -264326
Avg Bars in Trades 23 38 8 23 38 8
Avg Bars in Winners 25 42 10 25 42 10
Avg Bars in Losers 22 35 7 22 35 7
Bars Traded 6280 5101 1179 6280 5101 1179
Profit Streak 6.3254 0 11.8254 6.3254 0 11.8254
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387524 309006 -106240 -372660 -386077 -465778
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6353,
    "evaluation_days": 1588.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622440800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759132110649,
    "expiration_time": 1763242344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 25,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 211,
            "offset": 0,
            "std": 4.038
        }
    }
}
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": [
        [
            443701.4085315459,
            341160.7242207823,
            102540.6843107633,
            36217.6125559238,
            23356.0622904193,
            12861.5502655043
        ],
        [
            443.701409,
            341.160724,
            102.540684,
            36.217613,
            23.356062,
            12.86155
        ],
        [
            0.279365,
            0.214803,
            0.064562,
            0.019463,
            0.013217,
            0.007618
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129363,
            -148727,
            -123863,
            -477083,
            -481961,
            -266375
        ],
        [
            1.342036,
            1.396515,
            1.234733,
            1.013779,
            1.013849,
            1.013653
        ],
        [
            263,
            131,
            132,
            263,
            131,
            132
        ],
        [
            130,
            63,
            67,
            130,
            63,
            67
        ],
        [
            133,
            68,
            65,
            133,
            68,
            65
        ],
        [
            49.429658,
            48.091603,
            50.757576,
            49.429658,
            48.091603,
            50.757576
        ],
        [
            1.373006,
            1.50735,
            1.197875,
            1.037174,
            1.094313,
            0.983395
        ],
        [
            89051,
            89051,
            30522,
            181148,
            181148,
            99955
        ],
        [
            -67224,
            -44089,
            -67224,
            -264326,
            -132368,
            -264326
        ],
        [
            23,
            38,
            8,
            23,
            38,
            8
        ],
        [
            25,
            42,
            10,
            25,
            42,
            10
        ],
        [
            22,
            35,
            7,
            22,
            35,
            7
        ],
        [
            6280,
            5101,
            1179,
            6280,
            5101,
            1179
        ],
        [
            6.325355,
            0,
            11.825355,
            6.325355,
            0,
            11.825355
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387524,
            309006,
            -106240,
            -372660,
            -386077,
            -465778
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6353,
    "evaluation_days": 1588.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622440800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759132110649,
    "expiration_time": 1763242344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 25,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 211,
            "offset": 0,
            "std": 4.038
        }
    }
}

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)