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Trade: MASK/USDT/480/KCB/PWMA/2126

Strategy
MASK/USDT/480/KCB/PWMA/2126
Pair
MASK_USDT
Interval
8h
Score
425070
Daily Profit
0.249948
Profit Factor
1.588721
Profitability
64.356436
Streak
33.455012
Best Strategy
Training Data Length
1600.330000
Evaluation Time
2025-10-11 05:55
Expiration Time
2025-11-28 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399998.7148 308694.9479 91303.7669 -593161.2019 1131726 -1724887.2019
Total P&L (%) 399.9987 308.6949 91.3038 -593.1612 1131.726 -1724.8872
Avg Daily Profit (%) 0.2499 0.1929 0.0571 0 0.157 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190977 -70245 -189645 -5105337 -836228 -4803984
Profit Factor 1.5887 2.056 1.2359 0.9305 1.4545 0.7146
Total Trades 101 51 50 101 51 50
Winning Trades 65 31 34 58 30 28
Losing Trades 36 20 16 43 21 22
Profitability (%) 64.3564 60.7843 68 57.4257 58.8235 56
Ratio Avg Win / Avg Loss 0.8799 1.3265 0.5816 0.6898 1.0181 0.5615
Largest Winning Trade 142840 142840 50447 1174741 604404 1174741
Largest Losing Trade -141404 -53419 -141404 -4403717 -674899 -4403717
Avg Bars in Trades 46 38 53 46 38 53
Avg Bars in Winners 35 29 41 51 39 64
Avg Bars in Losers 65 53 80 38 37 40
Bars Traded 4673 1985 2687 4673 1985 2687
Profit Streak 33.455 35.7883 33.455 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425070 -167308 -295891 -579546 -170213 -760055
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4801,
    "evaluation_days": 1600.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624924800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760151313040,
    "expiration_time": 1764288864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 96,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 106,
            "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": [
        [
            399998.7148331153,
            308694.9479095176,
            91303.7669235978,
            -593161.2018773839,
            1131725.9999848695,
            -1724887.2018622532
        ],
        [
            399.998715,
            308.694948,
            91.303767,
            -593.161202,
            1131.726,
            -1724.887202
        ],
        [
            0.249948,
            0.192895,
            0.057053,
            0,
            0.157028,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190977,
            -70245,
            -189645,
            -5105337,
            -836228,
            -4803984
        ],
        [
            1.588721,
            2.056007,
            1.235858,
            0.930489,
            1.454499,
            0.714575
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            65,
            31,
            34,
            58,
            30,
            28
        ],
        [
            36,
            20,
            16,
            43,
            21,
            22
        ],
        [
            64.356436,
            60.784314,
            68,
            57.425743,
            58.823529,
            56
        ],
        [
            0.879907,
            1.326456,
            0.58158,
            0.689845,
            1.018149,
            0.561452
        ],
        [
            142840,
            142840,
            50447,
            1174741,
            604404,
            1174741
        ],
        [
            -141404,
            -53419,
            -141404,
            -4403717,
            -674899,
            -4403717
        ],
        [
            46,
            38,
            53,
            46,
            38,
            53
        ],
        [
            35,
            29,
            41,
            51,
            39,
            64
        ],
        [
            65,
            53,
            80,
            38,
            37,
            40
        ],
        [
            4673,
            1985,
            2687,
            4673,
            1985,
            2687
        ],
        [
            33.455012,
            35.788345,
            33.455012,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425070,
            -167308,
            -295891,
            -579546,
            -170213,
            -760055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4801,
    "evaluation_days": 1600.33,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1624924800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760151313040,
    "expiration_time": 1764288864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 96,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 106,
            "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)