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Trade: MASK/USDT/360/PWMA/KCB/6715

Strategy
MASK/USDT/360/PWMA/KCB/6715
Pair
MASK_USDT
Interval
6h
Score
378026
Daily Profit
0.160356
Profit Factor
1.810156
Profitability
45.945946
Streak
176.465279
Best Strategy
Training Data Length
1583.500000
Evaluation Time
2025-09-26 20:10
Expiration Time
2025-11-11 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257959.6066 253923.8463 4035.7603 -95559.5091 64353.3428 -159912.8519
Total P&L (%) 257.9596 253.9238 4.0358 -95.5595 64.3533 -159.9129
Avg Daily Profit (%) 0.1629 0.1604 0.0025 -0.1965 0.0314 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -220292 -146594 -101036 -144691 -16354 -143652
Profit Factor 1.4158 1.8102 1.0131 0.5339 3.4978 0.1079
Total Trades 75 37 38 75 37 38
Winning Trades 38 17 21 38 17 21
Losing Trades 37 20 17 37 20 17
Profitability (%) 50.6667 45.9459 55.2632 50.6667 45.9459 55.2632
Ratio Avg Win / Avg Loss 1.3785 2.1296 0.8202 0.5199 4.1151 0.0874
Largest Winning Trade 238845 238845 52215 64710 64710 4464
Largest Losing Trade -97304 -56217 -97304 -142309 -4576 -142309
Avg Bars in Trades 81 103 59 81 103 59
Avg Bars in Winners 72 95 53 72 95 53
Avg Bars in Losers 90 110 66 90 110 66
Bars Traded 6094 3840 2254 6094 3840 2254
Profit Streak 176.4653 176.4653 273.4653 176.4653 176.4653 273.4653
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51629 378026 -560828 -640502 -144586 -578410
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6334,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626890400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906600097,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 231,
            "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": [
        [
            257959.6066200749,
            253923.8463117548,
            4035.7603083201,
            -95559.5090674314,
            64353.3428338069,
            -159912.8519012384
        ],
        [
            257.959607,
            253.923846,
            4.03576,
            -95.559509,
            64.353343,
            -159.912852
        ],
        [
            0.162905,
            0.160356,
            0.002549,
            -0.196485,
            0.031382,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -220292,
            -146594,
            -101036,
            -144691,
            -16354,
            -143652
        ],
        [
            1.415796,
            1.810156,
            1.013147,
            0.533916,
            3.497803,
            0.10794
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            50.666667,
            45.945946,
            55.263158,
            50.666667,
            45.945946,
            55.263158
        ],
        [
            1.378538,
            2.129595,
            0.820167,
            0.519865,
            4.115063,
            0.08738
        ],
        [
            238845,
            238845,
            52215,
            64710,
            64710,
            4464
        ],
        [
            -97304,
            -56217,
            -97304,
            -142309,
            -4576,
            -142309
        ],
        [
            81,
            103,
            59,
            81,
            103,
            59
        ],
        [
            72,
            95,
            53,
            72,
            95,
            53
        ],
        [
            90,
            110,
            66,
            90,
            110,
            66
        ],
        [
            6094,
            3840,
            2254,
            6094,
            3840,
            2254
        ],
        [
            176.465279,
            176.465279,
            273.465279,
            176.465279,
            176.465279,
            273.465279
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51629,
            378026,
            -560828,
            -640502,
            -144586,
            -578410
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6334,
    "evaluation_days": 1583.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626890400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906600097,
    "expiration_time": 1762819632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 231,
            "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)