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Trade: SKL/USDT/3/MIDPOINT/VWAP/8512

Strategy
SKL/USDT/3/MIDPOINT/VWAP/8512
Pair
SKL_USDT
Interval
3m
Score
338481
Daily Profit
1.623192
Profit Factor
1.304749
Profitability
47.547170
Streak
8.012671
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-06 07:51
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84535.8356 69559.9924 14975.8432 78266.499 59004.4505 19262.0485
Total P&L (%) 84.5358 69.56 14.9758 78.2665 59.0045 19.262
Avg Daily Profit (%) 1.6232 1.3356 0.2876 1.1162 0.8945 0.3388
Buy And Hold Return (%) 29.4323 29.4323 29.4323 29.4323 29.4323 29.4323
Max Trade Drawdown -40060 -28084 -19110 -69388 -55500 -38685
Profit Factor 1.3047 1.4413 1.125 1.1579 1.209 1.0903
Total Trades 265 133 132 265 133 132
Winning Trades 126 70 56 126 70 56
Losing Trades 139 63 76 139 63 76
Profitability (%) 47.5472 52.6316 42.4242 47.5472 52.6316 42.4242
Ratio Avg Win / Avg Loss 1.4394 1.2972 1.5268 1.2773 1.0881 1.4796
Largest Winning Trade 41981 41981 10711 37700 37700 19155
Largest Losing Trade -14340 -14340 -11246 -32222 -32222 -21898
Avg Bars in Trades 92 96 89 92 96 89
Avg Bars in Winners 99 82 121 99 82 121
Avg Bars in Losers 86 112 64 86 112 64
Bars Traded 24577 12821 11756 24577 12821 11756
Profit Streak 8.0127 8.2023 0 8.0127 8.2023 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338481 304258 -244505 -38207 153275 -283410
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754583840000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759726274758,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            84535.8356230018,
            69559.9924489128,
            14975.8431740891,
            78266.4989512165,
            59004.4504584871,
            19262.0484927294
        ],
        [
            84.535836,
            69.559992,
            14.975843,
            78.266499,
            59.00445,
            19.262048
        ],
        [
            1.623192,
            1.335637,
            0.287555,
            1.116225,
            0.894457,
            0.338808
        ],
        [
            29.432271,
            29.432271,
            29.432271,
            29.432271,
            29.432271,
            29.432271
        ],
        [
            -40060,
            -28084,
            -19110,
            -69388,
            -55500,
            -38685
        ],
        [
            1.304749,
            1.44134,
            1.125024,
            1.157873,
            1.208964,
            1.090267
        ],
        [
            265,
            133,
            132,
            265,
            133,
            132
        ],
        [
            126,
            70,
            56,
            126,
            70,
            56
        ],
        [
            139,
            63,
            76,
            139,
            63,
            76
        ],
        [
            47.54717,
            52.631579,
            42.424242,
            47.54717,
            52.631579,
            42.424242
        ],
        [
            1.439366,
            1.297206,
            1.526818,
            1.277336,
            1.088067,
            1.479648
        ],
        [
            41981,
            41981,
            10711,
            37700,
            37700,
            19155
        ],
        [
            -14340,
            -14340,
            -11246,
            -32222,
            -32222,
            -21898
        ],
        [
            92,
            96,
            89,
            92,
            96,
            89
        ],
        [
            99,
            82,
            121,
            99,
            82,
            121
        ],
        [
            86,
            112,
            64,
            86,
            112,
            64
        ],
        [
            24577,
            12821,
            11756,
            24577,
            12821,
            11756
        ],
        [
            8.012671,
            8.202254,
            0,
            8.012671,
            8.202254,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338481,
            304258,
            -244505,
            -38207,
            153275,
            -283410
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754583840000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759726274758,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)