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Trade: SKL/USDT/5/T3/DEMA/4652

Strategy
SKL/USDT/5/T3/DEMA/4652
Pair
SKL_USDT
Interval
5m
Score
434150
Daily Profit
0.804234
Profit Factor
1.893791
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 16:52
Expiration Time
2025-12-22 15:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 136355.1035 88291.8746 48063.2289 206466.1157 106022.3625 100443.7532
Total P&L (%) 136.3551 88.2919 48.0632 206.4661 106.0224 100.4438
Avg Daily Profit (%) 1.5707 1.0171 0.5537 1.2985 0.8361 0.8042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24264 -22715 -12926 -59150 -42974 -20140
Profit Factor 1.9923 2.2689 1.7085 1.8696 1.8479 1.8938
Total Trades 96 48 48 96 48 48
Winning Trades 37 16 21 37 16 21
Losing Trades 59 32 27 59 32 27
Profitability (%) 38.5417 33.3333 43.75 38.5417 33.3333 43.75
Ratio Avg Win / Avg Loss 3.1768 4.5377 2.1967 2.9813 3.6959 2.4349
Largest Winning Trade 40055 40055 19594 43753 43753 36752
Largest Losing Trade -12926 -4858 -12926 -17780 -9958 -17780
Avg Bars in Trades 253 245 261 253 245 261
Avg Bars in Winners 446 452 440 446 452 440
Avg Bars in Losers 132 142 121 132 142 121
Bars Traded 24331 11803 12528 24331 11803 12528
Profit Streak 2.1824 2.8664 0 2.1824 2.8664 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 329344 285174 291151 312317 240275 434150
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752431700000,
    "first_datapoint_time": 1752500400000,
    "last_datapoint_time": 1759931400000,
    "evaluation_time": 1759931560839,
    "expiration_time": 1766411400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 230,
            "offset": 0,
            "a": 0.71749
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 130,
            "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": [
        [
            136355.103521292,
            88291.8746064308,
            48063.2289148611,
            206466.1156969011,
            106022.3624899819,
            100443.7532069194
        ],
        [
            136.355104,
            88.291875,
            48.063229,
            206.466116,
            106.022362,
            100.443753
        ],
        [
            1.57073,
            1.01707,
            0.55366,
            1.298459,
            0.836116,
            0.804234
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24264,
            -22715,
            -12926,
            -59150,
            -42974,
            -20140
        ],
        [
            1.992258,
            2.268868,
            1.708523,
            1.869636,
            1.847927,
            1.893791
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            38.541667,
            33.333333,
            43.75,
            38.541667,
            33.333333,
            43.75
        ],
        [
            3.176844,
            4.537735,
            2.196673,
            2.981312,
            3.695854,
            2.434874
        ],
        [
            40055,
            40055,
            19594,
            43753,
            43753,
            36752
        ],
        [
            -12926,
            -4858,
            -12926,
            -17780,
            -9958,
            -17780
        ],
        [
            253,
            245,
            261,
            253,
            245,
            261
        ],
        [
            446,
            452,
            440,
            446,
            452,
            440
        ],
        [
            132,
            142,
            121,
            132,
            142,
            121
        ],
        [
            24331,
            11803,
            12528,
            24331,
            11803,
            12528
        ],
        [
            2.182417,
            2.866445,
            0,
            2.182417,
            2.866445,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329344,
            285174,
            291151,
            312317,
            240275,
            434150
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752431700000,
    "first_datapoint_time": 1752500400000,
    "last_datapoint_time": 1759931400000,
    "evaluation_time": 1759931560839,
    "expiration_time": 1766411400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 230,
            "offset": 0,
            "a": 0.71749
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 130,
            "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)