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Trade: SKL/USDT/3/MIDPOINT/VWAP/1244

Strategy
SKL/USDT/3/MIDPOINT/VWAP/1244
Pair
SKL_USDT
Interval
3m
Score
404784
Daily Profit
2.221313
Profit Factor
1.480890
Profitability
45.306122
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-29 03:43
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 115685.9814 79805.4371 35880.5442 144877.1182 68154.5547 76722.5635
Total P&L (%) 115.686 79.8054 35.8805 144.8771 68.1546 76.7226
Avg Daily Profit (%) 2.2213 1.5324 0.689 1.7345 1.0029 1.0993
Buy And Hold Return (%) 30.8002 30.8002 30.8002 30.8002 30.8002 30.8002
Max Trade Drawdown -34616 -31738 -15777 -77217 -72525 -35407
Profit Factor 1.4809 1.5701 1.3567 1.267 1.2145 1.3413
Total Trades 245 123 122 245 123 122
Winning Trades 111 55 56 111 55 56
Losing Trades 134 68 66 134 68 66
Profitability (%) 45.3061 44.7154 45.9016 45.3061 44.7154 45.9016
Ratio Avg Win / Avg Loss 1.7877 1.9412 1.599 1.5296 1.5016 1.5808
Largest Winning Trade 39325 39325 16630 66657 66657 34996
Largest Losing Trade -9907 -9907 -8077 -25327 -25327 -17045
Avg Bars in Trades 99 97 102 99 97 102
Avg Bars in Winners 114 88 139 114 88 139
Avg Bars in Losers 88 104 71 88 104 71
Bars Traded 24480 11937 12543 24480 11937 12543
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 404784 302992 -105000 372850 136370 250546
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": 1754591760000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759106597798,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 245,
            "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": [
        [
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            79805.4371398162,
            35880.5442343408,
            144877.1181618264,
            68154.554653094,
            76722.5635087324
        ],
        [
            115.685981,
            79.805437,
            35.880544,
            144.877118,
            68.154555,
            76.722564
        ],
        [
            2.221313,
            1.532362,
            0.688951,
            1.734507,
            1.002909,
            1.099338
        ],
        [
            30.800201,
            30.800201,
            30.800201,
            30.800201,
            30.800201,
            30.800201
        ],
        [
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            -31738,
            -15777,
            -77217,
            -72525,
            -35407
        ],
        [
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            1.570107,
            1.356726,
            1.267026,
            1.2145,
            1.341258
        ],
        [
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            122,
            245,
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            122
        ],
        [
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            56,
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        ],
        [
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        ],
        [
            45.306122,
            44.715447,
            45.901639,
            45.306122,
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        ],
        [
            1.787742,
            1.941223,
            1.598999,
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            1.501564,
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        ],
        [
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            66657,
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            34996
        ],
        [
            -9907,
            -9907,
            -8077,
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        ],
        [
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            99,
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        ],
        [
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            139,
            114,
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        ],
        [
            88,
            104,
            71,
            88,
            104,
            71
        ],
        [
            24480,
            11937,
            12543,
            24480,
            11937,
            12543
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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        [
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        ],
        [
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            -105000,
            372850,
            136370,
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        ]
    ]
}
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": 1754591760000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759106597798,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 245,
            "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)