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Trade: SKL/USDT/5/ALMA/T3/5652

Strategy
SKL/USDT/5/ALMA/T3/5652
Pair
SKL_USDT
Interval
5m
Score
329487
Daily Profit
1.509685
Profit Factor
1.839516
Profitability
41.414141
Streak
1.297972
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 03:04
Expiration Time
2025-12-26 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 131055.7922 67708.8769 63346.9154 166912.9768 59511.6499 107401.3269
Total P&L (%) 131.0558 67.7089 63.3469 166.913 59.5117 107.4013
Avg Daily Profit (%) 1.5097 0.78 0.7297 1.1373 0.5393 0.8439
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46309 -31165 -23161 -121405 -82040 -60706
Profit Factor 1.8395 1.7699 1.9293 1.4946 1.3217 1.7046
Total Trades 99 49 50 99 49 50
Winning Trades 41 15 26 41 15 26
Losing Trades 58 34 24 58 34 24
Profitability (%) 41.4141 30.6122 52 41.4141 30.6122 52
Ratio Avg Win / Avg Loss 2.6022 4.0118 1.7809 2.1144 2.9958 1.5735
Largest Winning Trade 53408 53408 19410 81399 81399 43388
Largest Losing Trade -15834 -9814 -15834 -37728 -24574 -37728
Avg Bars in Trades 248 213 283 248 213 283
Avg Bars in Winners 407 395 413 407 395 413
Avg Bars in Losers 137 133 141 137 133 141
Bars Traded 24640 10478 14162 24640 10478 14162
Profit Streak 1.298 0 1.7702 1.298 0 1.7702
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329487 230092 -168653 278034 63343 -168004
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752727500000,
    "first_datapoint_time": 1752801900000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760227444798,
    "expiration_time": 1766707200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 33,
            "offset": 0,
            "a": 0.2777
        }
    }
}
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": [
        [
            131055.7922317637,
            67708.8768737408,
            63346.9153580229,
            166912.976768521,
            59511.6499177721,
            107401.3268507489
        ],
        [
            131.055792,
            67.708877,
            63.346915,
            166.912977,
            59.51165,
            107.401327
        ],
        [
            1.509685,
            0.779966,
            0.729719,
            1.13734,
            0.539344,
            0.843865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46309,
            -31165,
            -23161,
            -121405,
            -82040,
            -60706
        ],
        [
            1.839516,
            1.769924,
            1.929298,
            1.494649,
            1.321669,
            1.704604
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            41,
            15,
            26,
            41,
            15,
            26
        ],
        [
            58,
            34,
            24,
            58,
            34,
            24
        ],
        [
            41.414141,
            30.612245,
            52,
            41.414141,
            30.612245,
            52
        ],
        [
            2.602243,
            4.011828,
            1.78089,
            2.114382,
            2.995783,
            1.573481
        ],
        [
            53408,
            53408,
            19410,
            81399,
            81399,
            43388
        ],
        [
            -15834,
            -9814,
            -15834,
            -37728,
            -24574,
            -37728
        ],
        [
            248,
            213,
            283,
            248,
            213,
            283
        ],
        [
            407,
            395,
            413,
            407,
            395,
            413
        ],
        [
            137,
            133,
            141,
            137,
            133,
            141
        ],
        [
            24640,
            10478,
            14162,
            24640,
            10478,
            14162
        ],
        [
            1.297972,
            0,
            1.770194,
            1.297972,
            0,
            1.770194
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329487,
            230092,
            -168653,
            278034,
            63343,
            -168004
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752727500000,
    "first_datapoint_time": 1752801900000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760227444798,
    "expiration_time": 1766707200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 33,
            "offset": 0,
            "a": 0.2777
        }
    }
}

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)