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Trade: SKL/USDT/5/BBM/ALMA/3469

Strategy
SKL/USDT/5/BBM/ALMA/3469
Pair
SKL_USDT
Interval
5m
Score
353478
Daily Profit
0.919107
Profit Factor
1.323864
Profitability
47.781570
Streak
1.764809
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 17:41
Expiration Time
2025-12-26 16:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 100705.9014 79787.718 20918.1834 49221.2641 56933.0895 -7711.8254
Total P&L (%) 100.7059 79.7877 20.9182 49.2213 56.9331 -7.7118
Avg Daily Profit (%) 1.1601 0.9191 0.241 0.4621 0.5205 -0.0924
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104981 -72785 -76753 -78419 -43310 -54083
Profit Factor 1.1967 1.3239 1.0787 1.1562 1.3958 0.955
Total Trades 586 293 293 586 293 293
Winning Trades 300 140 160 300 140 160
Losing Trades 286 153 133 286 153 133
Profitability (%) 51.1945 47.7816 54.6075 51.1945 47.7816 54.6075
Ratio Avg Win / Avg Loss 1.1408 1.4468 0.8967 1.1022 1.5254 0.7938
Largest Winning Trade 72599 72599 56293 39568 39568 24129
Largest Losing Trade -19004 -10216 -19004 -14053 -7221 -14053
Avg Bars in Trades 42 43 41 42 43 41
Avg Bars in Winners 34 33 34 34 33 34
Avg Bars in Losers 50 51 50 50 51 50
Bars Traded 24865 12599 12266 24865 12599 12266
Profit Streak 0.1711 1.7648 0.1711 0.1711 1.7648 0.1711
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 243341 353478 -138024 -42383 288203 -584919
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752780300000,
    "first_datapoint_time": 1752811200000,
    "last_datapoint_time": 1760280000000,
    "evaluation_time": 1760280079487,
    "expiration_time": 1766760000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 4.01896
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 70,
            "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": [
        [
            100705.9013759719,
            79787.7179618362,
            20918.1834141357,
            49221.2640966712,
            56933.0894524422,
            -7711.8253557712
        ],
        [
            100.705901,
            79.787718,
            20.918183,
            49.221264,
            56.933089,
            -7.711825
        ],
        [
            1.160073,
            0.919107,
            0.240965,
            0.462141,
            0.520471,
            -0.092405
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104981,
            -72785,
            -76753,
            -78419,
            -43310,
            -54083
        ],
        [
            1.196685,
            1.323864,
            1.078742,
            1.156194,
            1.39576,
            0.954973
        ],
        [
            586,
            293,
            293,
            586,
            293,
            293
        ],
        [
            300,
            140,
            160,
            300,
            140,
            160
        ],
        [
            286,
            153,
            133,
            286,
            153,
            133
        ],
        [
            51.194539,
            47.78157,
            54.607509,
            51.194539,
            47.78157,
            54.607509
        ],
        [
            1.140839,
            1.446794,
            0.896704,
            1.102239,
            1.525366,
            0.793821
        ],
        [
            72599,
            72599,
            56293,
            39568,
            39568,
            24129
        ],
        [
            -19004,
            -10216,
            -19004,
            -14053,
            -7221,
            -14053
        ],
        [
            42,
            43,
            41,
            42,
            43,
            41
        ],
        [
            34,
            33,
            34,
            34,
            33,
            34
        ],
        [
            50,
            51,
            50,
            50,
            51,
            50
        ],
        [
            24865,
            12599,
            12266,
            24865,
            12599,
            12266
        ],
        [
            0.171059,
            1.764809,
            0.171059,
            0.171059,
            1.764809,
            0.171059
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            243341,
            353478,
            -138024,
            -42383,
            288203,
            -584919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752780300000,
    "first_datapoint_time": 1752811200000,
    "last_datapoint_time": 1760280000000,
    "evaluation_time": 1760280079487,
    "expiration_time": 1766760000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 4.01896
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 70,
            "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)