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Trade: SKL/USDT/5/T3/SSF/9042

Strategy
SKL/USDT/5/T3/SSF/9042
Pair
SKL_USDT
Interval
5m
Score
330797
Daily Profit
1.332137
Profit Factor
1.684516
Profitability
39.215686
Streak
1.902533
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 18:34
Expiration Time
2025-12-26 17:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 115642.7825 61085.3303 54557.4522 135436.3858 56591.5781 78844.8077
Total P&L (%) 115.6428 61.0853 54.5575 135.4364 56.5916 78.8448
Avg Daily Profit (%) 1.3321 0.7037 0.6285 0.9913 0.5179 0.6719
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40863 -34025 -16024 -78081 -64408 -33173
Profit Factor 1.6845 1.6306 1.757 1.4939 1.369 1.6524
Total Trades 102 51 51 102 51 51
Winning Trades 40 14 26 40 14 26
Losing Trades 62 37 25 62 37 25
Profitability (%) 39.2157 27.451 50.9804 39.2157 27.451 50.9804
Ratio Avg Win / Avg Loss 2.611 4.3094 1.6894 2.3156 3.6181 1.5889
Largest Winning Trade 49214 49214 18204 47922 47922 27981
Largest Losing Trade -13467 -11038 -13467 -26944 -19655 -26944
Avg Bars in Trades 241 206 277 241 206 277
Avg Bars in Winners 406 409 404 406 409 404
Avg Bars in Losers 135 129 145 135 129 145
Bars Traded 24664 10509 14155 24664 10509 14155
Profit Streak 1.9025 1.9025 2.0518 1.9025 1.9025 2.0518
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330797 -189034 -169859 290933 -192392 -168660
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752783300000,
    "first_datapoint_time": 1752814500000,
    "last_datapoint_time": 1760283000000,
    "evaluation_time": 1760283278852,
    "expiration_time": 1766763000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 105,
            "offset": 0,
            "a": 0.07201
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "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": [
        [
            115642.7825207267,
            61085.3303450906,
            54557.4521756362,
            135436.3857727493,
            56591.5780889384,
            78844.8076838109
        ],
        [
            115.642783,
            61.08533,
            54.557452,
            135.436386,
            56.591578,
            78.844808
        ],
        [
            1.332137,
            0.703667,
            0.62847,
            0.991254,
            0.517949,
            0.671926
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40863,
            -34025,
            -16024,
            -78081,
            -64408,
            -33173
        ],
        [
            1.684516,
            1.630589,
            1.757,
            1.49391,
            1.368997,
            1.652438
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            40,
            14,
            26,
            40,
            14,
            26
        ],
        [
            62,
            37,
            25,
            62,
            37,
            25
        ],
        [
            39.215686,
            27.45098,
            50.980392,
            39.215686,
            27.45098,
            50.980392
        ],
        [
            2.611,
            4.309413,
            1.689423,
            2.315561,
            3.618063,
            1.588883
        ],
        [
            49214,
            49214,
            18204,
            47922,
            47922,
            27981
        ],
        [
            -13467,
            -11038,
            -13467,
            -26944,
            -19655,
            -26944
        ],
        [
            241,
            206,
            277,
            241,
            206,
            277
        ],
        [
            406,
            409,
            404,
            406,
            409,
            404
        ],
        [
            135,
            129,
            145,
            135,
            129,
            145
        ],
        [
            24664,
            10509,
            14155,
            24664,
            10509,
            14155
        ],
        [
            1.902533,
            1.902533,
            2.051838,
            1.902533,
            1.902533,
            2.051839
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330797,
            -189034,
            -169859,
            290933,
            -192392,
            -168660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752783300000,
    "first_datapoint_time": 1752814500000,
    "last_datapoint_time": 1760283000000,
    "evaluation_time": 1760283278852,
    "expiration_time": 1766763000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 105,
            "offset": 0,
            "a": 0.07201
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "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)