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Trade: SKL/USDT/5/T3/EMA/5066

Strategy
SKL/USDT/5/T3/EMA/5066
Pair
SKL_USDT
Interval
5m
Score
375525
Daily Profit
1.717317
Profit Factor
2.051916
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 19:43
Expiration Time
2025-12-19 18:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 149080.3197 111283.931 37796.3888 163041.3615 88233.6855 74807.676
Total P&L (%) 149.0803 111.2839 37.7964 163.0414 88.2337 74.8077
Avg Daily Profit (%) 1.7173 1.2819 0.4354 1.1203 0.7313 0.6455
Buy And Hold Return (%) 18.4424 18.4424 18.4424 18.4424 18.4424 18.4424
Max Trade Drawdown -30760 -23074 -12352 -82060 -67546 -32310
Profit Factor 2.0519 2.4207 1.5962 1.5504 1.5084 1.6098
Total Trades 88 44 44 88 44 44
Winning Trades 32 14 18 32 14 18
Losing Trades 56 30 26 56 30 26
Profitability (%) 36.3636 31.8182 40.9091 36.3636 31.8182 40.9091
Ratio Avg Win / Avg Loss 3.5909 5.1872 2.3057 2.7131 3.2322 2.3252
Largest Winning Trade 118904 118904 17214 129574 129574 37790
Largest Losing Trade -14179 -14179 -9897 -37743 -37743 -22221
Avg Bars in Trades 274 262 286 274 262 286
Avg Bars in Winners 498 500 497 498 500 497
Avg Bars in Losers 146 150 141 146 150 141
Bars Traded 24160 11533 12627 24160 11533 12627
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 375525 294367 23592 314555 149267 247672
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752182400000,
    "first_datapoint_time": 1752255600000,
    "last_datapoint_time": 1759682100000,
    "evaluation_time": 1759682587078,
    "expiration_time": 1766162100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 245,
            "offset": 0,
            "a": 0.6164
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 59,
            "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": [
        [
            149080.3197169002,
            111283.930954575,
            37796.3887623253,
            163041.3614847277,
            88233.685458907,
            74807.6760258207
        ],
        [
            149.08032,
            111.283931,
            37.796389,
            163.041361,
            88.233685,
            74.807676
        ],
        [
            1.717317,
            1.281925,
            0.435392,
            1.120319,
            0.73128,
            0.645452
        ],
        [
            18.442427,
            18.442427,
            18.442427,
            18.442427,
            18.442427,
            18.442427
        ],
        [
            -30760,
            -23074,
            -12352,
            -82060,
            -67546,
            -32310
        ],
        [
            2.051916,
            2.420678,
            1.596241,
            1.550371,
            1.508376,
            1.609782
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            36.363636,
            31.818182,
            40.909091,
            36.363636,
            31.818182,
            40.909091
        ],
        [
            3.590853,
            5.187167,
            2.305682,
            2.713148,
            3.232234,
            2.325241
        ],
        [
            118904,
            118904,
            17214,
            129574,
            129574,
            37790
        ],
        [
            -14179,
            -14179,
            -9897,
            -37743,
            -37743,
            -22221
        ],
        [
            274,
            262,
            286,
            274,
            262,
            286
        ],
        [
            498,
            500,
            497,
            498,
            500,
            497
        ],
        [
            146,
            150,
            141,
            146,
            150,
            141
        ],
        [
            24160,
            11533,
            12627,
            24160,
            11533,
            12627
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375525,
            294367,
            23592,
            314555,
            149267,
            247672
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752182400000,
    "first_datapoint_time": 1752255600000,
    "last_datapoint_time": 1759682100000,
    "evaluation_time": 1759682587078,
    "expiration_time": 1766162100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 245,
            "offset": 0,
            "a": 0.6164
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 59,
            "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)