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Trade: MASK/USDT/360/HWMA/KCU/3366

Strategy
MASK/USDT/360/HWMA/KCU/3366
Pair
MASK_USDT
Interval
6h
Score
442709
Daily Profit
0.164584
Profit Factor
1.455309
Profitability
81.118881
Streak
125.585885
Best Strategy
Training Data Length
1593.250000
Evaluation Time
2025-10-04 11:03
Expiration Time
2025-11-21 03:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262222.9593 196559.6346 65663.3247 -135072.7276 -128421.8888 -6650.8388
Total P&L (%) 262.223 196.5596 65.6633 -135.0727 -128.4219 -6.6508
Avg Daily Profit (%) 0.1646 0.1234 0.0412 0 0 -0.0043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -241956 -155735 -106686 -631204 -558945 -146733
Profit Factor 1.4553 1.5896 1.2707 0.854 0.7879 0.9792
Total Trades 143 71 72 143 71 72
Winning Trades 116 61 55 54 25 29
Losing Trades 27 10 17 89 46 43
Profitability (%) 81.1189 85.9155 76.3889 37.7622 35.2113 40.2778
Ratio Avg Win / Avg Loss 0.3387 0.2606 0.3928 1.4075 1.4498 1.4519
Largest Winning Trade 47983 47983 18608 69691 69691 41729
Largest Losing Trade -106686 -68372 -106686 -341870 -341870 -95797
Avg Bars in Trades 39 65 13 39 65 13
Avg Bars in Winners 12 18 6 56 100 17
Avg Bars in Losers 153 353 36 29 46 11
Bars Traded 5624 4637 987 5624 4637 987
Profit Streak 125.5859 140.0859 125.5859 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442709 -108991 -214821 -583491 -671820 -662072
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6373,
    "evaluation_days": 1593.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626912000000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565020513,
    "expiration_time": 1763687304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.65834,
            "nb": 0.1,
            "nc": 0.60046
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 232,
            "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": [
        [
            262222.9593383727,
            196559.6346381943,
            65663.3247001785,
            -135072.7276344908,
            -128421.8887889999,
            -6650.838845491
        ],
        [
            262.222959,
            196.559635,
            65.663325,
            -135.072728,
            -128.421889,
            -6.650839
        ],
        [
            0.164584,
            0.12337,
            0.041213,
            0,
            0,
            -0.00432
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -241956,
            -155735,
            -106686,
            -631204,
            -558945,
            -146733
        ],
        [
            1.455309,
            1.589576,
            1.270742,
            0.853986,
            0.787912,
            0.979187
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            116,
            61,
            55,
            54,
            25,
            29
        ],
        [
            27,
            10,
            17,
            89,
            46,
            43
        ],
        [
            81.118881,
            85.915493,
            76.388889,
            37.762238,
            35.211268,
            40.277778
        ],
        [
            0.338736,
            0.260586,
            0.392775,
            1.407495,
            1.449758,
            1.451898
        ],
        [
            47983,
            47983,
            18608,
            69691,
            69691,
            41729
        ],
        [
            -106686,
            -68372,
            -106686,
            -341870,
            -341870,
            -95797
        ],
        [
            39,
            65,
            13,
            39,
            65,
            13
        ],
        [
            12,
            18,
            6,
            56,
            100,
            17
        ],
        [
            153,
            353,
            36,
            29,
            46,
            11
        ],
        [
            5624,
            4637,
            987,
            5624,
            4637,
            987
        ],
        [
            125.585885,
            140.085885,
            125.585885,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442709,
            -108991,
            -214821,
            -583491,
            -671820,
            -662072
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6373,
    "evaluation_days": 1593.25,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1626912000000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565020513,
    "expiration_time": 1763687304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.65834,
            "nb": 0.1,
            "nc": 0.60046
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 232,
            "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)