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Trade: MASK/USDT/60/LINREG/KCU/4492

Strategy
MASK/USDT/60/LINREG/KCU/4492
Pair
MASK_USDT
Interval
1h
Score
444914
Daily Profit
0.151395
Profit Factor
1.648955
Profitability
72.340426
Streak
16.069228
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 17:39
Expiration Time
2025-12-14 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 235109.8746 117296.7403 117813.1343 238479.6856 -145001.6285 383481.3141
Total P&L (%) 235.1099 117.2967 117.8131 238.4797 -145.0016 383.4813
Avg Daily Profit (%) 0.2257 0.1126 0.1131 0.1171 0 0.1514
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82950 -71068 -61791 -496096 -586272 -165924
Profit Factor 1.3555 1.2973 1.4416 1.1275 0.8867 1.649
Total Trades 376 188 188 376 188 188
Winning Trades 282 146 136 282 146 136
Losing Trades 94 42 52 94 42 52
Profitability (%) 75 77.6596 72.3404 75 77.6596 72.3404
Ratio Avg Win / Avg Loss 0.4518 0.3732 0.5512 0.3758 0.2551 0.6305
Largest Winning Trade 30991 30991 18883 99460 85159 99460
Largest Losing Trade -43257 -43257 -37781 -345189 -345189 -76251
Avg Bars in Trades 65 95 35 65 95 35
Avg Bars in Winners 27 36 17 27 36 17
Avg Bars in Losers 180 303 80 180 303 80
Bars Traded 24629 18046 6583 24629 18046 6583
Profit Streak 3.8192 0 16.0692 3.8192 0 16.0692
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410971 -40251 -37915 -113755 -576763 444914
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669240800000,
    "first_datapoint_time": 1669989600000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759243181339,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 209,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            235109.8746089739,
            117296.7402967185,
            117813.1343122549,
            238479.6855878248,
            -145001.6285331925,
            383481.3141210178
        ],
        [
            235.109875,
            117.29674,
            117.813134,
            238.479686,
            -145.001629,
            383.481314
        ],
        [
            0.225705,
            0.112605,
            0.1131,
            0.11712,
            0,
            0.151395
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82950,
            -71068,
            -61791,
            -496096,
            -586272,
            -165924
        ],
        [
            1.355462,
            1.297251,
            1.441553,
            1.127514,
            0.886656,
            1.648955
        ],
        [
            376,
            188,
            188,
            376,
            188,
            188
        ],
        [
            282,
            146,
            136,
            282,
            146,
            136
        ],
        [
            94,
            42,
            52,
            94,
            42,
            52
        ],
        [
            75,
            77.659574,
            72.340426,
            75,
            77.659574,
            72.340426
        ],
        [
            0.451821,
            0.373182,
            0.551182,
            0.375838,
            0.255065,
            0.630483
        ],
        [
            30991,
            30991,
            18883,
            99460,
            85159,
            99460
        ],
        [
            -43257,
            -43257,
            -37781,
            -345189,
            -345189,
            -76251
        ],
        [
            65,
            95,
            35,
            65,
            95,
            35
        ],
        [
            27,
            36,
            17,
            27,
            36,
            17
        ],
        [
            180,
            303,
            80,
            180,
            303,
            80
        ],
        [
            24629,
            18046,
            6583,
            24629,
            18046,
            6583
        ],
        [
            3.819228,
            0,
            16.069228,
            3.819228,
            0,
            16.069228
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410971,
            -40251,
            -37915,
            -113755,
            -576763,
            444914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669240800000,
    "first_datapoint_time": 1669989600000,
    "last_datapoint_time": 1759240800000,
    "evaluation_time": 1759243181339,
    "expiration_time": 1765720800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 209,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)