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Trade: MASK/USDT/60/KCB/SSF/3623

Strategy
MASK/USDT/60/KCB/SSF/3623
Pair
MASK_USDT
Interval
1h
Score
432778
Daily Profit
0.248895
Profit Factor
1.327696
Profitability
72.101449
Streak
11.845865
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 05:18
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259253.9386 168442.6047 90811.3339 113482.1723 50399.6561 63082.5162
Total P&L (%) 259.2539 168.4426 90.8113 113.4822 50.3997 63.0825
Avg Daily Profit (%) 0.2489 0.1617 0.0872 0.0728 0.0392 0.047
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100948 -63854 -89230 -118701 -120291 -82628
Profit Factor 1.3277 1.4289 1.2279 1.1388 1.1176 1.1623
Total Trades 276 138 138 276 138 138
Winning Trades 199 97 102 199 97 102
Losing Trades 77 41 36 77 41 36
Profitability (%) 72.1014 70.2899 73.913 72.1014 70.2899 73.913
Ratio Avg Win / Avg Loss 0.5137 0.604 0.4334 0.4407 0.4724 0.4102
Largest Winning Trade 34316 34316 20564 26604 26268 26604
Largest Losing Trade -66347 -50214 -66347 -96876 -96876 -54412
Avg Bars in Trades 89 90 89 89 90 89
Avg Bars in Winners 53 51 55 53 51 55
Avg Bars in Losers 183 181 184 183 181 184
Bars Traded 24761 12459 12302 24761 12459 12302
Profit Streak 11.8459 53.2625 11.8459 11.8459 53.2625 11.8459
Trades During Streak 2 9 1 2 9 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432778 381212 -75048 -159771 -230626 -170802
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668823200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758939482778,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 230,
            "offset": 0,
            "poles": 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": [
        [
            259253.938584412,
            168442.6046516671,
            90811.3339327449,
            113482.1722819947,
            50399.6560567979,
            63082.5162251968
        ],
        [
            259.253939,
            168.442605,
            90.811334,
            113.482172,
            50.399656,
            63.082516
        ],
        [
            0.248895,
            0.161712,
            0.087183,
            0.072835,
            0.03919,
            0.046965
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100948,
            -63854,
            -89230,
            -118701,
            -120291,
            -82628
        ],
        [
            1.327696,
            1.428929,
            1.227918,
            1.138836,
            1.117579,
            1.162274
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            199,
            97,
            102,
            199,
            97,
            102
        ],
        [
            77,
            41,
            36,
            77,
            41,
            36
        ],
        [
            72.101449,
            70.289855,
            73.913043,
            72.101449,
            70.289855,
            73.913043
        ],
        [
            0.513731,
            0.60398,
            0.433383,
            0.440655,
            0.472379,
            0.410214
        ],
        [
            34316,
            34316,
            20564,
            26604,
            26268,
            26604
        ],
        [
            -66347,
            -50214,
            -66347,
            -96876,
            -96876,
            -54412
        ],
        [
            89,
            90,
            89,
            89,
            90,
            89
        ],
        [
            53,
            51,
            55,
            53,
            51,
            55
        ],
        [
            183,
            181,
            184,
            183,
            181,
            184
        ],
        [
            24761,
            12459,
            12302,
            24761,
            12459,
            12302
        ],
        [
            11.845865,
            53.262532,
            11.845865,
            11.845865,
            53.262532,
            11.845865
        ],
        [
            2,
            9,
            1,
            2,
            9,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432778,
            381212,
            -75048,
            -159771,
            -230626,
            -170802
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668823200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758939482778,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 230,
            "offset": 0,
            "poles": 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)