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Trade: MASK/USDT/60/LINREG/KCU/9916

Strategy
MASK/USDT/60/LINREG/KCU/9916
Pair
MASK_USDT
Interval
1h
Score
433966
Daily Profit
0.170846
Profit Factor
1.287813
Profitability
74.433657
Streak
8.120177
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 01:53
Expiration Time
2025-12-19 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 177964.6393 113379.0995 64585.5398 79243.5721 -82977.7784 162221.3504
Total P&L (%) 177.9646 113.3791 64.5855 79.2436 -82.9778 162.2214
Avg Daily Profit (%) 0.1708 0.1088 0.062 0.056 -0.1698 0.0926
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110206 -78346 -67820 -471598 -409488 -139000
Profit Factor 1.2878 1.3468 1.2216 1.0529 0.911 1.2865
Total Trades 309 154 155 309 154 155
Winning Trades 230 116 114 230 116 114
Losing Trades 79 38 41 79 38 41
Profitability (%) 74.4337 75.3247 73.5484 74.4337 75.3247 73.5484
Ratio Avg Win / Avg Loss 0.4423 0.4412 0.4394 0.3616 0.2984 0.4627
Largest Winning Trade 32614 32614 17732 42430 31472 42430
Largest Losing Trade -53174 -50190 -53174 -304363 -304363 -90580
Avg Bars in Trades 78 99 57 78 99 57
Avg Bars in Winners 38 45 32 38 45 32
Avg Bars in Losers 192 262 127 192 262 127
Bars Traded 24138 15271 8867 24138 15271 8867
Profit Streak 8.1202 8.1202 13.2035 8.1202 8.1202 13.2035
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433966 -44769 -108170 -275780 -576569 -66632
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669615200000,
    "first_datapoint_time": 1670454000000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759618383267,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 234,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            177964.6393395392,
            113379.0995387433,
            64585.5398007958,
            79243.5720867082,
            -82977.7783533018,
            162221.3504400098
        ],
        [
            177.964639,
            113.3791,
            64.58554,
            79.243572,
            -82.977778,
            162.22135
        ],
        [
            0.170846,
            0.108844,
            0.062002,
            0.056039,
            -0.169838,
            0.092588
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110206,
            -78346,
            -67820,
            -471598,
            -409488,
            -139000
        ],
        [
            1.287813,
            1.34681,
            1.221629,
            1.052874,
            0.911008,
            1.286456
        ],
        [
            309,
            154,
            155,
            309,
            154,
            155
        ],
        [
            230,
            116,
            114,
            230,
            116,
            114
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            74.433657,
            75.324675,
            73.548387,
            74.433657,
            75.324675,
            73.548387
        ],
        [
            0.442336,
            0.441196,
            0.439358,
            0.361639,
            0.298434,
            0.462673
        ],
        [
            32614,
            32614,
            17732,
            42430,
            31472,
            42430
        ],
        [
            -53174,
            -50190,
            -53174,
            -304363,
            -304363,
            -90580
        ],
        [
            78,
            99,
            57,
            78,
            99,
            57
        ],
        [
            38,
            45,
            32,
            38,
            45,
            32
        ],
        [
            192,
            262,
            127,
            192,
            262,
            127
        ],
        [
            24138,
            15271,
            8867,
            24138,
            15271,
            8867
        ],
        [
            8.120177,
            8.120177,
            13.20351,
            8.120177,
            8.120177,
            13.20351
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433966,
            -44769,
            -108170,
            -275780,
            -576569,
            -66632
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669615200000,
    "first_datapoint_time": 1670454000000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759618383267,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 234,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)