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Trade: MASK/USDT/120/KCL/WMA/1918

Strategy
MASK/USDT/120/KCL/WMA/1918
Pair
MASK_USDT
Interval
2h
Score
378691
Daily Profit
0.167847
Profit Factor
1.456320
Profitability
66.086957
Streak
52.555935
Best Strategy
Training Data Length
1591.500000
Evaluation Time
2025-10-03 00:20
Expiration Time
2025-11-29 05:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267128.1954 215269.0281 51859.1674 -67624.5528 -154965.1143 87340.5615
Total P&L (%) 267.1282 215.269 51.8592 -67.6246 -154.9651 87.3406
Avg Daily Profit (%) 0.1678 0.1353 0.0326 -0.0708 0 0.0395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200667 -152973 -96315 -449880 -389911 -97978
Profit Factor 1.4563 1.5157 1.3087 0.8952 0.6915 1.6119
Total Trades 115 57 58 115 57 58
Winning Trades 76 36 40 76 36 40
Losing Trades 39 21 18 39 21 18
Profitability (%) 66.087 63.1579 68.9655 66.087 63.1579 68.9655
Ratio Avg Win / Avg Loss 0.7473 0.8842 0.5889 0.4594 0.4034 0.7253
Largest Winning Trade 157400 157400 29120 181311 181311 70073
Largest Losing Trade -78070 -70719 -78070 -190474 -190474 -51278
Avg Bars in Trades 156 296 19 156 296 19
Avg Bars in Winners 97 185 18 97 185 18
Avg Bars in Losers 271 486 20 271 486 20
Bars Traded 18014 16895 1119 18014 16895 1119
Profit Streak 52.5559 52.5559 77.2226 52.5559 52.5559 77.2226
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378691 -190507 -328046 -576977 -758564 -315878
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623297600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440032795,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 192,
            "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": [
        [
            267128.1954325977,
            215269.0280810237,
            51859.167351574,
            -67624.5528227844,
            -154965.114296651,
            87340.5614738666
        ],
        [
            267.128195,
            215.269028,
            51.859167,
            -67.624553,
            -154.965114,
            87.340561
        ],
        [
            0.167847,
            0.135262,
            0.032585,
            -0.070837,
            0,
            0.039452
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200667,
            -152973,
            -96315,
            -449880,
            -389911,
            -97978
        ],
        [
            1.45632,
            1.515706,
            1.30874,
            0.895173,
            0.691527,
            1.61186
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            76,
            36,
            40,
            76,
            36,
            40
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            66.086957,
            63.157895,
            68.965517,
            66.086957,
            63.157895,
            68.965517
        ],
        [
            0.747322,
            0.884162,
            0.588933,
            0.459365,
            0.40339,
            0.725337
        ],
        [
            157400,
            157400,
            29120,
            181311,
            181311,
            70073
        ],
        [
            -78070,
            -70719,
            -78070,
            -190474,
            -190474,
            -51278
        ],
        [
            156,
            296,
            19,
            156,
            296,
            19
        ],
        [
            97,
            185,
            18,
            97,
            185,
            18
        ],
        [
            271,
            486,
            20,
            271,
            486,
            20
        ],
        [
            18014,
            16895,
            1119,
            18014,
            16895,
            1119
        ],
        [
            52.555935,
            52.555935,
            77.222602,
            52.555935,
            52.555935,
            77.222602
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378691,
            -190507,
            -328046,
            -576977,
            -758564,
            -315878
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19098,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623297600000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440032795,
    "expiration_time": 1764385401600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 192,
            "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)