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Trade: MASK/USDT/240/SSF/KCB/1795

Strategy
MASK/USDT/240/SSF/KCB/1795
Pair
MASK_USDT
Interval
4h
Score
384667
Daily Profit
0.172757
Profit Factor
1.450644
Profitability
65.517241
Streak
66.047245
Best Strategy
Training Data Length
1592.670000
Evaluation Time
2025-10-03 20:08
Expiration Time
2025-11-20 12:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275145.0308 203866.0655 71278.9652 -195493.8422 45056.8604 -240550.7026
Total P&L (%) 275.145 203.8661 71.279 -195.4938 45.0569 -240.5507
Avg Daily Profit (%) 0.1728 0.128 0.0448 0 0.0234 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123294 -125061 -117069 -324190 -103393 -289948
Profit Factor 1.4506 1.6739 1.2314 0.7325 1.155 0.4536
Total Trades 87 43 44 87 43 44
Winning Trades 57 27 30 31 17 14
Losing Trades 30 16 14 56 26 30
Profitability (%) 65.5172 62.7907 68.1818 35.6322 39.5349 31.8182
Ratio Avg Win / Avg Loss 0.7635 0.992 0.5746 1.3233 1.7665 0.9719
Largest Winning Trade 80928 80928 46474 59647 59647 45818
Largest Losing Trade -117069 -65534 -117069 -177355 -42858 -177355
Avg Bars in Trades 105 125 86 105 125 86
Avg Bars in Winners 67 85 51 166 184 144
Avg Bars in Losers 178 193 160 71 87 58
Bars Traded 9189 5402 3787 9189 5402 3787
Profit Streak 66.0472 80.7139 66.0472 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384667 -19070 -131749 -584466 -216363 -587790
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623873600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759511281943,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 137,
            "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": [
        [
            275145.0307555046,
            203866.0655450946,
            71278.96521041,
            -195493.8422193587,
            45056.8603755819,
            -240550.7025949406
        ],
        [
            275.145031,
            203.866066,
            71.278965,
            -195.493842,
            45.05686,
            -240.550703
        ],
        [
            0.172757,
            0.128003,
            0.044754,
            0,
            0.023357,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123294,
            -125061,
            -117069,
            -324190,
            -103393,
            -289948
        ],
        [
            1.450644,
            1.67393,
            1.231383,
            0.73253,
            1.155007,
            0.453573
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            57,
            27,
            30,
            31,
            17,
            14
        ],
        [
            30,
            16,
            14,
            56,
            26,
            30
        ],
        [
            65.517241,
            62.790698,
            68.181818,
            35.632184,
            39.534884,
            31.818182
        ],
        [
            0.763497,
            0.991958,
            0.574646,
            1.32328,
            1.766482,
            0.971942
        ],
        [
            80928,
            80928,
            46474,
            59647,
            59647,
            45818
        ],
        [
            -117069,
            -65534,
            -117069,
            -177355,
            -42858,
            -177355
        ],
        [
            105,
            125,
            86,
            105,
            125,
            86
        ],
        [
            67,
            85,
            51,
            166,
            184,
            144
        ],
        [
            178,
            193,
            160,
            71,
            87,
            58
        ],
        [
            9189,
            5402,
            3787,
            9189,
            5402,
            3787
        ],
        [
            66.047245,
            80.713911,
            66.047245,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384667,
            -19070,
            -131749,
            -584466,
            -216363,
            -587790
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9556,
    "evaluation_days": 1592.67,
    "actual_first_datapoint_time": 1621915200000,
    "first_datapoint_time": 1623873600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759511281943,
    "expiration_time": 1763635392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 137,
            "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)