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Trade: SKL/USDT/3/KCL/ALMA/8239

Strategy
SKL/USDT/3/KCL/ALMA/8239
Pair
SKL_USDT
Interval
3m
Score
314300
Daily Profit
2.053800
Profit Factor
1.539044
Profitability
39.004149
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-05 15:06
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 106961.8945 75552.4913 31409.4032 117136.2099 47373.834 69762.3759
Total P&L (%) 106.9619 75.5525 31.4094 117.1362 47.3738 69.7624
Avg Daily Profit (%) 2.0538 1.4507 0.6031 1.4999 0.7474 1.0214
Buy And Hold Return (%) 30.8002 30.8002 30.8002 30.8002 30.8002 30.8002
Max Trade Drawdown -63460 -46244 -23605 -180005 -130309 -64595
Profit Factor 1.539 1.5982 1.4355 1.248 1.1543 1.4218
Total Trades 241 120 121 241 120 121
Winning Trades 94 38 56 94 38 56
Losing Trades 147 82 65 147 82 65
Profitability (%) 39.0041 31.6667 46.281 39.0041 31.6667 46.281
Ratio Avg Win / Avg Loss 2.4068 3.4487 1.6662 1.9516 2.4909 1.6503
Largest Winning Trade 53293 53293 12109 79599 79599 27322
Largest Losing Trade -8148 -8148 -5784 -23807 -23807 -14744
Avg Bars in Trades 101 129 72 101 129 72
Avg Bars in Winners 128 178 94 128 178 94
Avg Bars in Losers 83 106 53 83 106 53
Bars Traded 24341 15544 8796 24341 15544 8796
Profit Streak 0 9.0086 0 0 9.0086 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314300 133508 -150270 243520 -56105 216806
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": 1759665983939,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 55,
            "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": [
        [
            106961.8945015639,
            75552.4913433828,
            31409.4031581811,
            117136.2098906297,
            47373.8339596206,
            69762.375931009
        ],
        [
            106.961895,
            75.552491,
            31.409403,
            117.13621,
            47.373834,
            69.762376
        ],
        [
            2.0538,
            1.450701,
            0.603099,
            1.499914,
            0.747407,
            1.021366
        ],
        [
            30.800201,
            30.800201,
            30.800201,
            30.800201,
            30.800201,
            30.800201
        ],
        [
            -63460,
            -46244,
            -23605,
            -180005,
            -130309,
            -64595
        ],
        [
            1.539044,
            1.598188,
            1.435475,
            1.24795,
            1.154303,
            1.421779
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            94,
            38,
            56,
            94,
            38,
            56
        ],
        [
            147,
            82,
            65,
            147,
            82,
            65
        ],
        [
            39.004149,
            31.666667,
            46.280992,
            39.004149,
            31.666667,
            46.280992
        ],
        [
            2.406802,
            3.448722,
            1.666176,
            1.951581,
            2.490864,
            1.65028
        ],
        [
            53293,
            53293,
            12109,
            79599,
            79599,
            27322
        ],
        [
            -8148,
            -8148,
            -5784,
            -23807,
            -23807,
            -14744
        ],
        [
            101,
            129,
            72,
            101,
            129,
            72
        ],
        [
            128,
            178,
            94,
            128,
            178,
            94
        ],
        [
            83,
            106,
            53,
            83,
            106,
            53
        ],
        [
            24341,
            15544,
            8796,
            24341,
            15544,
            8796
        ],
        [
            0,
            9.00861,
            0,
            0,
            9.00861,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314300,
            133508,
            -150270,
            243520,
            -56105,
            216806
        ]
    ]
}
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": 1759665983939,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 55,
            "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)