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Trade: MASK/USDT/120/KCB/DCM/8929

Strategy
MASK/USDT/120/KCB/DCM/8929
Pair
MASK_USDT
Interval
2h
Score
458433
Daily Profit
0.298748
Profit Factor
1.422484
Profitability
48.461538
Streak
19.892610
Best Strategy
Training Data Length
1589.830000
Evaluation Time
2025-10-01 08:25
Expiration Time
2025-11-27 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 474958.2792 396617.4587 78340.8205 26449.8267 602768.3852 -576318.5585
Total P&L (%) 474.9583 396.6175 78.3408 26.4498 602.7684 -576.3186
Avg Daily Profit (%) 0.2987 0.2495 0.0493 0.0148 0.1227 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -271761 -128036 -154232 -3809143 -1747744 -2280152
Profit Factor 1.4225 1.6279 1.159 1.002 1.0859 0.9052
Total Trades 260 130 130 260 130 130
Winning Trades 126 64 62 126 64 62
Losing Trades 134 66 68 134 66 68
Profitability (%) 48.4615 49.2308 47.6923 48.4615 49.2308 47.6923
Ratio Avg Win / Avg Loss 1.5128 1.6788 1.2712 1.0656 1.1198 0.9928
Largest Winning Trade 315683 315683 54006 815271 815271 613076
Largest Losing Trade -64778 -64778 -29618 -760087 -711385 -760087
Avg Bars in Trades 70 95 44 70 95 44
Avg Bars in Winners 79 102 55 79 102 55
Avg Bars in Losers 61 89 34 61 89 34
Bars Traded 18220 12456 5764 18220 12456 5764
Profit Streak 19.8926 31.5593 19.8926 19.8926 31.5593 19.8926
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458433 436286 -172732 -392530 -153847 -580819
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19078,
    "evaluation_days": 1589.83,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623312000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759296321494,
    "expiration_time": 1764236217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 194,
            "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": [
        [
            474958.2792248962,
            396617.4586984732,
            78340.820526424,
            26449.8267180402,
            602768.3851835531,
            -576318.5584655122
        ],
        [
            474.958279,
            396.617459,
            78.340821,
            26.449827,
            602.768385,
            -576.318558
        ],
        [
            0.298748,
            0.249472,
            0.049276,
            0.014762,
            0.122721,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -271761,
            -128036,
            -154232,
            -3809143,
            -1747744,
            -2280152
        ],
        [
            1.422484,
            1.627943,
            1.159038,
            1.002019,
            1.085862,
            0.905213
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            126,
            64,
            62,
            126,
            64,
            62
        ],
        [
            134,
            66,
            68,
            134,
            66,
            68
        ],
        [
            48.461538,
            49.230769,
            47.692308,
            48.461538,
            49.230769,
            47.692308
        ],
        [
            1.5128,
            1.678816,
            1.271203,
            1.065639,
            1.119795,
            0.992814
        ],
        [
            315683,
            315683,
            54006,
            815271,
            815271,
            613076
        ],
        [
            -64778,
            -64778,
            -29618,
            -760087,
            -711385,
            -760087
        ],
        [
            70,
            95,
            44,
            70,
            95,
            44
        ],
        [
            79,
            102,
            55,
            79,
            102,
            55
        ],
        [
            61,
            89,
            34,
            61,
            89,
            34
        ],
        [
            18220,
            12456,
            5764,
            18220,
            12456,
            5764
        ],
        [
            19.89261,
            31.559276,
            19.89261,
            19.89261,
            31.559277,
            19.89261
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458433,
            436286,
            -172732,
            -392530,
            -153847,
            -580819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19078,
    "evaluation_days": 1589.83,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623312000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759296321494,
    "expiration_time": 1764236217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 194,
            "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)