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Trade: SKL/USDT/3/WMA/LINREG/3074

Strategy
SKL/USDT/3/WMA/LINREG/3074
Pair
SKL_USDT
Interval
3m
Score
357499
Daily Profit
2.062197
Profit Factor
1.536957
Profitability
42.408377
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-01 14:52
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 107399.2114 85471.0842 21928.1272 114767.6347 67798.2754 46969.3593
Total P&L (%) 107.3992 85.4711 21.9281 114.7676 67.7983 46.9694
Avg Daily Profit (%) 2.0622 1.6412 0.421 1.4785 0.9988 0.7421
Buy And Hold Return (%) 29.5613 29.5613 29.5613 29.5613 29.5613 29.5613
Max Trade Drawdown -50281 -32102 -21467 -132611 -84282 -48328
Profit Factor 1.537 1.9206 1.2046 1.2696 1.3346 1.2106
Total Trades 191 95 96 191 95 96
Winning Trades 81 38 43 81 38 43
Losing Trades 110 57 53 110 57 53
Profitability (%) 42.4084 40 44.7917 42.4084 40 44.7917
Ratio Avg Win / Avg Loss 2.0872 2.8809 1.4847 1.7242 2.0019 1.4921
Largest Winning Trade 52376 52376 22021 67989 67989 44522
Largest Losing Trade -12465 -8628 -12465 -30159 -26953 -30159
Avg Bars in Trades 129 110 147 129 110 147
Avg Bars in Winners 163 130 192 163 130 192
Avg Bars in Losers 104 96 112 104 96 112
Bars Traded 24682 10481 14201 24682 10481 14201
Profit Streak 0 4.4153 0 0 4.4153 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357499 314535 -161146 288418 151713 -2218
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": 1754581140000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759319520909,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 186,
            "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": [
        [
            107399.2114318625,
            85471.0842177674,
            21928.1272140951,
            114767.6347297655,
            67798.2754457019,
            46969.3592840637
        ],
        [
            107.399211,
            85.471084,
            21.928127,
            114.767635,
            67.798275,
            46.969359
        ],
        [
            2.062197,
            1.64115,
            0.421047,
            1.47854,
            0.998796,
            0.742091
        ],
        [
            29.561316,
            29.561316,
            29.561316,
            29.561316,
            29.561316,
            29.561316
        ],
        [
            -50281,
            -32102,
            -21467,
            -132611,
            -84282,
            -48328
        ],
        [
            1.536957,
            1.920627,
            1.204602,
            1.269608,
            1.334611,
            1.210563
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            110,
            57,
            53,
            110,
            57,
            53
        ],
        [
            42.408377,
            40,
            44.791667,
            42.408377,
            40,
            44.791667
        ],
        [
            2.087225,
            2.880941,
            1.484742,
            1.724159,
            2.001917,
            1.492089
        ],
        [
            52376,
            52376,
            22021,
            67989,
            67989,
            44522
        ],
        [
            -12465,
            -8628,
            -12465,
            -30159,
            -26953,
            -30159
        ],
        [
            129,
            110,
            147,
            129,
            110,
            147
        ],
        [
            163,
            130,
            192,
            163,
            130,
            192
        ],
        [
            104,
            96,
            112,
            104,
            96,
            112
        ],
        [
            24682,
            10481,
            14201,
            24682,
            10481,
            14201
        ],
        [
            0,
            4.415288,
            0,
            0,
            4.415288,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357499,
            314535,
            -161146,
            288418,
            151713,
            -2218
        ]
    ]
}
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": 1754581140000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759319520909,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 186,
            "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)