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Trade: SKL/USDT/3/WMA/SSF/7517

Strategy
SKL/USDT/3/WMA/SSF/7517
Pair
SKL_USDT
Interval
3m
Score
366723
Daily Profit
2.816799
Profit Factor
1.697557
Profitability
40.206186
Streak
2.498342
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-30 19:00
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 146698.8725 105791.2396 40907.6328 199242.3776 110623.0079 88619.3698
Total P&L (%) 146.6989 105.7912 40.9076 199.2424 110.623 88.6194
Avg Daily Profit (%) 2.8168 2.0313 0.7855 2.1269 1.4406 1.2259
Buy And Hold Return (%) 30.8002 30.8002 30.8002 30.8002 30.8002 30.8002
Max Trade Drawdown -54338 -29627 -26815 -142989 -69656 -77240
Profit Factor 1.6976 1.9627 1.4074 1.4158 1.4431 1.3861
Total Trades 194 97 97 194 97 97
Winning Trades 78 39 39 78 39 39
Losing Trades 116 58 58 116 58 58
Profitability (%) 40.2062 40.2062 40.2062 40.2062 40.2062 40.2062
Ratio Avg Win / Avg Loss 2.5246 2.9189 2.0931 2.1056 2.1462 2.0613
Largest Winning Trade 65392 65392 23516 72968 72968 47119
Largest Losing Trade -18792 -7101 -18792 -61164 -18768 -61164
Avg Bars in Trades 127 105 148 127 105 148
Avg Bars in Winners 172 136 207 172 136 207
Avg Bars in Losers 96 85 108 96 85 108
Bars Traded 24665 10275 14390 24665 10275 14390
Profit Streak 2.4983 2.7608 2.4983 2.4983 2.7608 2.4983
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366723 262369 -56985 340703 189222 138292
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": 1759248036794,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            146698.8724780884,
            105791.2396398664,
            40907.6328382221,
            199242.3776470195,
            110623.0078643569,
            88619.3697826627
        ],
        [
            146.698872,
            105.79124,
            40.907633,
            199.242378,
            110.623008,
            88.61937
        ],
        [
            2.816799,
            2.031322,
            0.785477,
            2.126919,
            1.440577,
            1.225888
        ],
        [
            30.800201,
            30.800201,
            30.800201,
            30.800201,
            30.800201,
            30.800201
        ],
        [
            -54338,
            -29627,
            -26815,
            -142989,
            -69656,
            -77240
        ],
        [
            1.697557,
            1.962685,
            1.407398,
            1.415803,
            1.443137,
            1.386076
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            40.206186,
            40.206186,
            40.206186,
            40.206186,
            40.206186,
            40.206186
        ],
        [
            2.524572,
            2.918865,
            2.093054,
            2.105554,
            2.146204,
            2.061344
        ],
        [
            65392,
            65392,
            23516,
            72968,
            72968,
            47119
        ],
        [
            -18792,
            -7101,
            -18792,
            -61164,
            -18768,
            -61164
        ],
        [
            127,
            105,
            148,
            127,
            105,
            148
        ],
        [
            172,
            136,
            207,
            172,
            136,
            207
        ],
        [
            96,
            85,
            108,
            96,
            85,
            108
        ],
        [
            24665,
            10275,
            14390,
            24665,
            10275,
            14390
        ],
        [
            2.498342,
            2.760842,
            2.498342,
            2.498342,
            2.760843,
            2.498342
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366723,
            262369,
            -56985,
            340703,
            189222,
            138292
        ]
    ]
}
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": 1759248036794,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 0,
            "poles": 3
        }
    }
}

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)