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Trade: SKL/USDT/5/DEMA/T3/5681

Strategy
SKL/USDT/5/DEMA/T3/5681
Pair
SKL_USDT
Interval
5m
Score
327211
Daily Profit
1.185654
Profit Factor
1.287922
Profitability
47.887324
Streak
0.866723
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 03:58
Expiration Time
2025-12-26 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 102926.6103 74075.6434 28850.9669 69585.3968 69748.3758 -162.979
Total P&L (%) 102.9266 74.0756 28.851 69.5854 69.7484 -0.163
Avg Daily Profit (%) 1.1857 0.8533 0.3323 0.6103 0.6114 -0.0019
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49691 -39632 -57349 -55234 -29981 -51554
Profit Factor 1.2879 1.4101 1.1631 1.2355 1.4904 0.9989
Total Trades 284 142 142 284 142 142
Winning Trades 136 63 73 136 63 73
Losing Trades 148 79 69 148 79 69
Profitability (%) 47.8873 44.3662 51.4085 47.8873 44.3662 51.4085
Ratio Avg Win / Avg Loss 1.4016 1.7682 1.0994 1.3445 1.8689 0.9442
Largest Winning Trade 56916 56294 56916 49302 49302 31766
Largest Losing Trade -17440 -12025 -17440 -19483 -12001 -19483
Avg Bars in Trades 87 93 81 87 93 81
Avg Bars in Winners 91 98 85 91 98 85
Avg Bars in Losers 83 88 76 83 88 76
Bars Traded 24735 13227 11508 24735 13227 11508
Profit Streak 0.8667 1.3077 0.8667 0.8667 1.3077 0.8667
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327211 289952 -40562 244261 247328 -585812
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752730500000,
    "first_datapoint_time": 1752786000000,
    "last_datapoint_time": 1760230200000,
    "evaluation_time": 1760230684844,
    "expiration_time": 1766710200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 35,
            "offset": 0,
            "a": 0.60138
        }
    }
}
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": [
        [
            102926.6102657113,
            74075.6433963454,
            28850.9668693659,
            69585.3968238221,
            69748.3757966238,
            -162.9789728017
        ],
        [
            102.92661,
            74.075643,
            28.850967,
            69.585397,
            69.748376,
            -0.162979
        ],
        [
            1.185654,
            0.853308,
            0.332346,
            0.610294,
            0.611408,
            -0.001879
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49691,
            -39632,
            -57349,
            -55234,
            -29981,
            -51554
        ],
        [
            1.287922,
            1.410076,
            1.163146,
            1.235504,
            1.490415,
            0.998937
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            136,
            63,
            73,
            136,
            63,
            73
        ],
        [
            148,
            79,
            69,
            148,
            79,
            69
        ],
        [
            47.887324,
            44.366197,
            51.408451,
            47.887324,
            44.366197,
            51.408451
        ],
        [
            1.401563,
            1.76819,
            1.099412,
            1.344519,
            1.868933,
            0.9442
        ],
        [
            56916,
            56294,
            56916,
            49302,
            49302,
            31766
        ],
        [
            -17440,
            -12025,
            -17440,
            -19483,
            -12001,
            -19483
        ],
        [
            87,
            93,
            81,
            87,
            93,
            81
        ],
        [
            91,
            98,
            85,
            91,
            98,
            85
        ],
        [
            83,
            88,
            76,
            83,
            88,
            76
        ],
        [
            24735,
            13227,
            11508,
            24735,
            13227,
            11508
        ],
        [
            0.866723,
            1.307695,
            0.866723,
            0.866723,
            1.307695,
            0.866723
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327211,
            289952,
            -40562,
            244261,
            247328,
            -585812
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752730500000,
    "first_datapoint_time": 1752786000000,
    "last_datapoint_time": 1760230200000,
    "evaluation_time": 1760230684844,
    "expiration_time": 1766710200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 35,
            "offset": 0,
            "a": 0.60138
        }
    }
}

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)