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Trade: MASK/USDT/120/MIDPRICE/KCU/1757

Strategy
MASK/USDT/120/MIDPRICE/KCU/1757
Pair
MASK_USDT
Interval
2h
Score
326763
Daily Profit
0.158498
Profit Factor
1.459651
Profitability
58.333333
Streak
0.000000
Best Strategy
Training Data Length
1600.670000
Evaluation Time
2025-10-12 04:00
Expiration Time
2025-12-08 16:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312110.0614 253702.312 58407.7494 -81001.9538 -202820.7332 121818.7794
Total P&L (%) 312.1101 253.7023 58.4077 -81.002 -202.8207 121.8188
Avg Daily Profit (%) 0.195 0.1585 0.0365 -0.1037 0 0.0498
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -273942 -157122 -144028 -867674 -790560 -203157
Profit Factor 1.3752 1.4597 1.2087 0.9356 0.7816 1.3691
Total Trades 169 84 85 169 84 85
Winning Trades 102 49 53 102 49 53
Losing Trades 67 35 32 67 35 32
Profitability (%) 60.355 58.3333 62.3529 60.355 58.3333 62.3529
Ratio Avg Win / Avg Loss 0.9033 1.0426 0.7298 0.6146 0.5583 0.8266
Largest Winning Trade 60239 60239 43700 152266 144874 152266
Largest Losing Trade -90512 -68919 -90512 -458497 -458497 -203157
Avg Bars in Trades 107 207 8 107 207 8
Avg Bars in Winners 61 119 7 61 119 7
Avg Bars in Losers 177 329 10 177 329 10
Bars Traded 18157 17405 752 18157 17405 752
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312575 326763 -145236 -578550 -580027 -125756
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19208,
    "evaluation_days": 1600.67,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622433600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760230821328,
    "expiration_time": 1765205913600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 72,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            312110.0613629408,
            253702.3120035838,
            58407.749359357,
            -81001.953810138,
            -202820.7332204917,
            121818.7794103541
        ],
        [
            312.110061,
            253.702312,
            58.407749,
            -81.001954,
            -202.820733,
            121.818779
        ],
        [
            0.194987,
            0.158498,
            0.03649,
            -0.103705,
            0,
            0.049785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -273942,
            -157122,
            -144028,
            -867674,
            -790560,
            -203157
        ],
        [
            1.375219,
            1.459651,
            1.208701,
            0.935645,
            0.781593,
            1.369109
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            102,
            49,
            53,
            102,
            49,
            53
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            60.35503,
            58.333333,
            62.352941,
            60.35503,
            58.333333,
            62.352941
        ],
        [
            0.90333,
            1.042608,
            0.729782,
            0.61459,
            0.558281,
            0.826632
        ],
        [
            60239,
            60239,
            43700,
            152266,
            144874,
            152266
        ],
        [
            -90512,
            -68919,
            -90512,
            -458497,
            -458497,
            -203157
        ],
        [
            107,
            207,
            8,
            107,
            207,
            8
        ],
        [
            61,
            119,
            7,
            61,
            119,
            7
        ],
        [
            177,
            329,
            10,
            177,
            329,
            10
        ],
        [
            18157,
            17405,
            752,
            18157,
            17405,
            752
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312575,
            326763,
            -145236,
            -578550,
            -580027,
            -125756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19208,
    "evaluation_days": 1600.67,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1622433600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760230821328,
    "expiration_time": 1765205913600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 72,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)