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Trade: SKL/USDT/5/KCB/SWMA/6439

Strategy
SKL/USDT/5/KCB/SWMA/6439
Pair
SKL_USDT
Interval
5m
Score
361399
Daily Profit
1.524289
Profit Factor
1.682765
Profitability
42.748092
Streak
5.561929
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-30 16:39
Expiration Time
2025-12-14 15:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132323.5141 111696.2971 20627.217 131702.0924 91240.8185 40461.2739
Total P&L (%) 132.3235 111.6963 20.6272 131.7021 91.2408 40.4613
Avg Daily Profit (%) 1.5243 1.2867 0.2376 0.9727 0.7497 0.3922
Buy And Hold Return (%) 47.1506 47.1506 47.1506 47.1506 47.1506 47.1506
Max Trade Drawdown -48347 -27265 -28660 -82254 -55657 -31595
Profit Factor 1.6828 2.0843 1.2272 1.4719 1.5967 1.3207
Total Trades 131 66 65 131 66 65
Winning Trades 56 23 33 56 23 33
Losing Trades 75 43 32 75 43 32
Profitability (%) 42.7481 34.8485 50.7692 42.7481 34.8485 50.7692
Ratio Avg Win / Avg Loss 2.2537 3.8967 1.19 1.9713 2.9851 1.2807
Largest Winning Trade 101798 101798 15742 75697 75697 26281
Largest Losing Trade -16374 -9115 -16374 -20346 -18560 -20346
Avg Bars in Trades 186 171 200 186 171 200
Avg Bars in Winners 291 275 301 291 275 301
Avg Bars in Losers 107 115 96 107 115 96
Bars Traded 24378 11329 13049 24378 11329 13049
Profit Streak 5.5619 5.5619 11.93 5.5619 5.5619 11.93
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361399 -118886 -290152 309814 -123586 -288260
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751739600000,
    "first_datapoint_time": 1751813100000,
    "last_datapoint_time": 1759239300000,
    "evaluation_time": 1759239550694,
    "expiration_time": 1765719300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 246,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "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": [
        [
            132323.5140885728,
            111696.2970500322,
            20627.2170385407,
            131702.0924282656,
            91240.8185132995,
            40461.2739149661
        ],
        [
            132.323514,
            111.696297,
            20.627217,
            131.702092,
            91.240819,
            40.461274
        ],
        [
            1.524289,
            1.286675,
            0.237613,
            0.972655,
            0.749672,
            0.392152
        ],
        [
            47.15057,
            47.15057,
            47.15057,
            47.15057,
            47.15057,
            47.15057
        ],
        [
            -48347,
            -27265,
            -28660,
            -82254,
            -55657,
            -31595
        ],
        [
            1.682765,
            2.084257,
            1.2272,
            1.471936,
            1.596702,
            1.320715
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            56,
            23,
            33,
            56,
            23,
            33
        ],
        [
            75,
            43,
            32,
            75,
            43,
            32
        ],
        [
            42.748092,
            34.848485,
            50.769231,
            42.748092,
            34.848485,
            50.769231
        ],
        [
            2.253703,
            3.896654,
            1.190012,
            1.971342,
            2.985139,
            1.280693
        ],
        [
            101798,
            101798,
            15742,
            75697,
            75697,
            26281
        ],
        [
            -16374,
            -9115,
            -16374,
            -20346,
            -18560,
            -20346
        ],
        [
            186,
            171,
            200,
            186,
            171,
            200
        ],
        [
            291,
            275,
            301,
            291,
            275,
            301
        ],
        [
            107,
            115,
            96,
            107,
            115,
            96
        ],
        [
            24378,
            11329,
            13049,
            24378,
            11329,
            13049
        ],
        [
            5.561929,
            5.561929,
            11.929985,
            5.561929,
            5.561929,
            11.929985
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361399,
            -118886,
            -290152,
            309814,
            -123586,
            -288260
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751739600000,
    "first_datapoint_time": 1751813100000,
    "last_datapoint_time": 1759239300000,
    "evaluation_time": 1759239550694,
    "expiration_time": 1765719300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 246,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "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)