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Trade: MASK/USDT/360/KCL/T3/6897

Strategy
MASK/USDT/360/KCL/T3/6897
Pair
MASK_USDT
Interval
6h
Score
419399
Daily Profit
0.222846
Profit Factor
1.620481
Profitability
68.817204
Streak
15.922763
Best Strategy
Training Data Length
1587.500000
Evaluation Time
2025-09-28 19:08
Expiration Time
2025-11-15 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353768.4873 253284.9756 100483.5116 -61779.6224 -261010.8321 199231.2097
Total P&L (%) 353.7685 253.285 100.4835 -61.7796 -261.0108 199.2312
Avg Daily Profit (%) 0.2228 0.1596 0.0633 -0.0606 0 0.0691
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127324 -130535 -93482 -1246403 -825883 -566467
Profit Factor 1.6205 1.6589 1.541 0.9774 0.8675 1.2604
Total Trades 93 46 47 93 46 47
Winning Trades 64 30 34 64 30 34
Losing Trades 29 16 13 29 16 13
Profitability (%) 68.8172 65.2174 72.3404 68.8172 65.2174 72.3404
Ratio Avg Win / Avg Loss 0.7343 0.8847 0.5892 0.4429 0.4627 0.4819
Largest Winning Trade 117660 117660 26292 410730 410730 105504
Largest Losing Trade -93482 -64394 -93482 -825883 -825883 -566467
Avg Bars in Trades 64 107 22 64 107 22
Avg Bars in Winners 41 69 17 41 69 17
Avg Bars in Losers 114 179 35 114 179 35
Bars Traded 6013 4951 1062 6013 4951 1062
Profit Streak 15.9228 0 65.6728 15.9228 0 65.6728
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419399 348685 -104706 -577234 -578731 -98729
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6350,
    "evaluation_days": 1587.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623153600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759075726737,
    "expiration_time": 1763175600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 17,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 58,
            "offset": 0,
            "a": 0.50008
        }
    }
}
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": [
        [
            353768.4872759542,
            253284.9756448471,
            100483.511631107,
            -61779.6224037624,
            -261010.8320655145,
            199231.209661752
        ],
        [
            353.768487,
            253.284976,
            100.483512,
            -61.779622,
            -261.010832,
            199.23121
        ],
        [
            0.222846,
            0.15955,
            0.063297,
            -0.060568,
            0,
            0.069066
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127324,
            -130535,
            -93482,
            -1246403,
            -825883,
            -566467
        ],
        [
            1.620481,
            1.658897,
            1.540977,
            0.977416,
            0.867536,
            1.260384
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            68.817204,
            65.217391,
            72.340426,
            68.817204,
            65.217391,
            72.340426
        ],
        [
            0.73428,
            0.884745,
            0.589197,
            0.442892,
            0.462686,
            0.481912
        ],
        [
            117660,
            117660,
            26292,
            410730,
            410730,
            105504
        ],
        [
            -93482,
            -64394,
            -93482,
            -825883,
            -825883,
            -566467
        ],
        [
            64,
            107,
            22,
            64,
            107,
            22
        ],
        [
            41,
            69,
            17,
            41,
            69,
            17
        ],
        [
            114,
            179,
            35,
            114,
            179,
            35
        ],
        [
            6013,
            4951,
            1062,
            6013,
            4951,
            1062
        ],
        [
            15.922763,
            0,
            65.672763,
            15.922763,
            0,
            65.672763
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419399,
            348685,
            -104706,
            -577234,
            -578731,
            -98729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6350,
    "evaluation_days": 1587.5,
    "actual_first_datapoint_time": 1621922400000,
    "first_datapoint_time": 1623153600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759075726737,
    "expiration_time": 1763175600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 17,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 58,
            "offset": 0,
            "a": 0.50008
        }
    }
}

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)