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Trade: SKL/USDT/3/WMA/BBM/9840

Strategy
SKL/USDT/3/WMA/BBM/9840
Pair
SKL_USDT
Interval
3m
Score
359899
Daily Profit
1.996736
Profit Factor
1.495127
Profitability
43.601896
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-04 12:03
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 103989.9941 79594.7596 24395.2345 107978.4176 48464.6629 59513.7546
Total P&L (%) 103.99 79.5948 24.3952 107.9784 48.4647 59.5138
Avg Daily Profit (%) 1.9967 1.5283 0.4684 1.416 0.7617 0.9007
Buy And Hold Return (%) 30.4064 30.4064 30.4064 30.4064 30.4064 30.4064
Max Trade Drawdown -69306 -47693 -24028 -219976 -151618 -72528
Profit Factor 1.4951 1.7652 1.2301 1.2174 1.1836 1.2559
Total Trades 211 105 106 211 105 106
Winning Trades 92 41 51 92 41 51
Losing Trades 119 64 55 119 64 55
Profitability (%) 43.6019 39.0476 48.1132 43.6019 39.0476 48.1132
Ratio Avg Win / Avg Loss 1.9339 2.7555 1.3266 1.5747 1.8476 1.3544
Largest Winning Trade 47722 47722 21134 107750 107750 37153
Largest Losing Trade -10599 -7825 -10599 -31156 -31156 -24392
Avg Bars in Trades 116 98 135 116 98 135
Avg Bars in Winners 139 105 167 139 105 167
Avg Bars in Losers 99 93 105 99 93 105
Bars Traded 24684 10331 14353 24684 10331 14353
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 359899 240734 -159268 284857 -21234 86923
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": 1754589240000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759568614726,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 162,
            "offset": 0,
            "std": 2.55266
        }
    }
}
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": [
        [
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            79594.7595569114,
            24395.2345405916,
            107978.4175586479,
            48464.6629365293,
            59513.7546221183
        ],
        [
            103.989994,
            79.59476,
            24.395235,
            107.978418,
            48.464663,
            59.513755
        ],
        [
            1.996736,
            1.528317,
            0.468418,
            1.415968,
            0.761674,
            0.900652
        ],
        [
            30.406422,
            30.406422,
            30.406422,
            30.406422,
            30.406422,
            30.406422
        ],
        [
            -69306,
            -47693,
            -24028,
            -219976,
            -151618,
            -72528
        ],
        [
            1.495127,
            1.765237,
            1.230114,
            1.217445,
            1.183588,
            1.255872
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            92,
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            51,
            92,
            41,
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        ],
        [
            119,
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            55,
            119,
            64,
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        ],
        [
            43.601896,
            39.047619,
            48.113208,
            43.601896,
            39.047619,
            48.113208
        ],
        [
            1.933914,
            2.755492,
            1.326593,
            1.574739,
            1.847552,
            1.354372
        ],
        [
            47722,
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            21134,
            107750,
            107750,
            37153
        ],
        [
            -10599,
            -7825,
            -10599,
            -31156,
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        ],
        [
            116,
            98,
            135,
            116,
            98,
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        ],
        [
            139,
            105,
            167,
            139,
            105,
            167
        ],
        [
            99,
            93,
            105,
            99,
            93,
            105
        ],
        [
            24684,
            10331,
            14353,
            24684,
            10331,
            14353
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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        ],
        [
            359899,
            240734,
            -159268,
            284857,
            -21234,
            86923
        ]
    ]
}
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": 1754589240000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759568614726,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 162,
            "offset": 0,
            "std": 2.55266
        }
    }
}

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)