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Trade: SKL/USDT/5/T3/KCL/4841

Strategy
SKL/USDT/5/T3/KCL/4841
Pair
SKL_USDT
Interval
5m
Score
404001
Daily Profit
0.913762
Profit Factor
1.824992
Profitability
48.571429
Streak
1.425803
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 03:58
Expiration Time
2025-12-26 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 154194.6276 92648.792 61545.8357 193025.468 72766.3903 120259.0777
Total P&L (%) 154.1946 92.6488 61.5458 193.0255 72.7664 120.2591
Avg Daily Profit (%) 1.7762 1.0673 0.709 1.2461 0.6318 0.9138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27710 -27192 -19425 -93197 -83528 -60546
Profit Factor 2.3163 2.4517 2.1543 1.6234 1.444 1.825
Total Trades 69 34 35 69 34 35
Winning Trades 26 9 17 26 9 17
Losing Trades 43 25 18 43 25 18
Profitability (%) 37.6812 26.4706 48.5714 37.6812 26.4706 48.5714
Ratio Avg Win / Avg Loss 3.8309 6.8103 2.2811 2.6848 4.0111 1.9323
Largest Winning Trade 106980 106980 16094 142074 142074 40300
Largest Losing Trade -19425 -7690 -19425 -60546 -24239 -60546
Avg Bars in Trades 356 276 433 356 276 433
Avg Bars in Winners 595 540 624 595 540 624
Avg Bars in Losers 211 181 252 211 181 252
Bars Traded 24567 9409 15158 24567 9409 15158
Profit Streak 1.4189 0 1.4258 1.4189 0 1.4258
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97589 -7644 375028 -99387 -11910 404001
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752730500000,
    "first_datapoint_time": 1752824700000,
    "last_datapoint_time": 1760230200000,
    "evaluation_time": 1760230689359,
    "expiration_time": 1766710200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 246,
            "offset": 69,
            "a": 0.72383
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 115,
            "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": [
        [
            154194.6276390344,
            92648.791969616,
            61545.8356694184,
            193025.4680317302,
            72766.3903215889,
            120259.0777101411
        ],
        [
            154.194628,
            92.648792,
            61.545836,
            193.025468,
            72.76639,
            120.259078
        ],
        [
            1.776231,
            1.067259,
            0.708972,
            1.24614,
            0.631835,
            0.913762
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27710,
            -27192,
            -19425,
            -93197,
            -83528,
            -60546
        ],
        [
            2.316346,
            2.451693,
            2.154335,
            1.62336,
            1.444013,
            1.824992
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            26,
            9,
            17,
            26,
            9,
            17
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            37.681159,
            26.470588,
            48.571429,
            37.681159,
            26.470588,
            48.571429
        ],
        [
            3.83088,
            6.810257,
            2.281061,
            2.684788,
            4.011148,
            1.932344
        ],
        [
            106980,
            106980,
            16094,
            142074,
            142074,
            40300
        ],
        [
            -19425,
            -7690,
            -19425,
            -60546,
            -24239,
            -60546
        ],
        [
            356,
            276,
            433,
            356,
            276,
            433
        ],
        [
            595,
            540,
            624,
            595,
            540,
            624
        ],
        [
            211,
            181,
            252,
            211,
            181,
            252
        ],
        [
            24567,
            9409,
            15158,
            24567,
            9409,
            15158
        ],
        [
            1.418858,
            0,
            1.425803,
            1.418858,
            0,
            1.425803
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97589,
            -7644,
            375028,
            -99387,
            -11910,
            404001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752730500000,
    "first_datapoint_time": 1752824700000,
    "last_datapoint_time": 1760230200000,
    "evaluation_time": 1760230689359,
    "expiration_time": 1766710200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 246,
            "offset": 69,
            "a": 0.72383
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 115,
            "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)