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Trade: SKL/USDT/3/WMA/KCL/4764

Strategy
SKL/USDT/3/WMA/KCL/4764
Pair
SKL_USDT
Interval
3m
Score
403902
Daily Profit
1.161918
Profit Factor
4.204441
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-04 13:48
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 84040.2561 60512.6642 23527.5918 97586.1846 66338.6942 31247.4904
Total P&L (%) 84.0403 60.5127 23.5276 97.5862 66.3387 31.2475
Avg Daily Profit (%) 1.6137 1.1619 0.4518 1.3162 0.9819 0.5235
Buy And Hold Return (%) 30.5374 30.5374 30.5374 30.5374 30.5374 30.5374
Max Trade Drawdown -28198 -6626 -38140 -36464 -14022 -40622
Profit Factor 1.8003 4.2044 1.2732 1.6579 3.1648 1.2655
Total Trades 75 38 37 75 38 37
Winning Trades 33 19 14 33 19 14
Losing Trades 42 19 23 42 19 23
Profitability (%) 44 50 37.8378 44 50 37.8378
Ratio Avg Win / Avg Loss 2.2913 4.2044 2.0917 2.11 3.1648 2.079
Largest Winning Trade 21716 21716 20942 27823 20183 27823
Largest Losing Trade -21290 -6626 -21290 -36464 -14022 -36464
Avg Bars in Trades 324 45 611 324 45 611
Avg Bars in Winners 589 66 1300 589 66 1300
Avg Bars in Losers 116 25 191 116 25 191
Bars Traded 24357 1745 22612 24357 1745 22612
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 -52128 403902 -161755 -52267 402176 -153954
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": 1754591400000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759574923950,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            84040.2560665262,
            60512.6642237242,
            23527.5918428019,
            97586.1846487231,
            66338.6942095254,
            31247.4904391978
        ],
        [
            84.040256,
            60.512664,
            23.527592,
            97.586185,
            66.338694,
            31.24749
        ],
        [
            1.613676,
            1.161918,
            0.451759,
            1.316199,
            0.981855,
            0.523475
        ],
        [
            30.537418,
            30.537418,
            30.537418,
            30.537418,
            30.537418,
            30.537418
        ],
        [
            -28198,
            -6626,
            -38140,
            -36464,
            -14022,
            -40622
        ],
        [
            1.800322,
            4.204441,
            1.273182,
            1.657879,
            3.164767,
            1.265507
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            44,
            50,
            37.837838,
            44,
            50,
            37.837838
        ],
        [
            2.291318,
            4.204441,
            2.091657,
            2.110028,
            3.164767,
            2.079047
        ],
        [
            21716,
            21716,
            20942,
            27823,
            20183,
            27823
        ],
        [
            -21290,
            -6626,
            -21290,
            -36464,
            -14022,
            -36464
        ],
        [
            324,
            45,
            611,
            324,
            45,
            611
        ],
        [
            589,
            66,
            1300,
            589,
            66,
            1300
        ],
        [
            116,
            25,
            191,
            116,
            25,
            191
        ],
        [
            24357,
            1745,
            22612,
            24357,
            1745,
            22612
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52128,
            403902,
            -161755,
            -52267,
            402176,
            -153954
        ]
    ]
}
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": 1754591400000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759574923950,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)