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Trade: SKL/USDT/5/KCL/T3/7420

Strategy
SKL/USDT/5/KCL/T3/7420
Pair
SKL_USDT
Interval
5m
Score
350815
Daily Profit
0.331683
Profit Factor
2.403810
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 12:39
Expiration Time
2025-12-26 11:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 47916.1493 27879.9914 20036.1578 16967.8212 -16335.5968 33303.418
Total P&L (%) 47.9161 27.88 20.0362 16.9678 -16.3356 33.3034
Avg Daily Profit (%) 0.552 0.3212 0.2308 0.1807 -0.2052 0.3317
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39064 -47411 -6503 -64758 -84128 -8678
Profit Factor 1.4158 1.2874 2.0985 1.0981 0.8906 2.4038
Total Trades 63 31 32 63 31 32
Winning Trades 31 12 19 31 12 19
Losing Trades 32 19 13 32 19 13
Profitability (%) 49.2063 38.7097 59.375 49.2063 38.7097 59.375
Ratio Avg Win / Avg Loss 1.4614 2.0384 1.4358 1.1335 1.4101 1.6447
Largest Winning Trade 84020 84020 7519 76652 76652 12416
Largest Losing Trade -27846 -27846 -5207 -47622 -47622 -6426
Avg Bars in Trades 385 690 91 385 690 91
Avg Bars in Winners 436 981 91 436 981 91
Avg Bars in Losers 337 505 90 337 505 90
Bars Traded 24307 21391 2916 24307 21391 2916
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143352 3520 112859 -267376 -585488 350815
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752762000000,
    "first_datapoint_time": 1752836700000,
    "last_datapoint_time": 1760261700000,
    "evaluation_time": 1760261945326,
    "expiration_time": 1766741700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 67,
            "offset": 0,
            "a": 0.65519
        }
    }
}
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": [
        [
            47916.1492841487,
            27879.9914421231,
            20036.1578420256,
            16967.8211963835,
            -16335.5968022386,
            33303.417998622
        ],
        [
            47.916149,
            27.879991,
            20.036158,
            16.967821,
            -16.335597,
            33.303418
        ],
        [
            0.551966,
            0.321161,
            0.230805,
            0.180705,
            -0.205245,
            0.331683
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39064,
            -47411,
            -6503,
            -64758,
            -84128,
            -8678
        ],
        [
            1.415774,
            1.287406,
            2.098468,
            1.098055,
            0.8906,
            2.40381
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            31,
            12,
            19,
            31,
            12,
            19
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            49.206349,
            38.709677,
            59.375,
            49.206349,
            38.709677,
            59.375
        ],
        [
            1.461445,
            2.038394,
            1.435794,
            1.133476,
            1.410117,
            1.644712
        ],
        [
            84020,
            84020,
            7519,
            76652,
            76652,
            12416
        ],
        [
            -27846,
            -27846,
            -5207,
            -47622,
            -47622,
            -6426
        ],
        [
            385,
            690,
            91,
            385,
            690,
            91
        ],
        [
            436,
            981,
            91,
            436,
            981,
            91
        ],
        [
            337,
            505,
            90,
            337,
            505,
            90
        ],
        [
            24307,
            21391,
            2916,
            24307,
            21391,
            2916
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143352,
            3520,
            112859,
            -267376,
            -585488,
            350815
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752762000000,
    "first_datapoint_time": 1752836700000,
    "last_datapoint_time": 1760261700000,
    "evaluation_time": 1760261945326,
    "expiration_time": 1766741700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 67,
            "offset": 0,
            "a": 0.65519
        }
    }
}

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)