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Trade: SKL/USDT/3/KCL/JMA/7123

Strategy
SKL/USDT/3/KCL/JMA/7123
Pair
SKL_USDT
Interval
3m
Score
336634
Daily Profit
1.615399
Profit Factor
1.722898
Profitability
43.010753
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-26 14:54
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84129.9805 63900.8006 20229.1799 81405.274 42633.0962 38772.1778
Total P&L (%) 84.13 63.9008 20.2292 81.4053 42.6331 38.7722
Avg Daily Profit (%) 1.6154 1.227 0.3884 1.1501 0.6842 0.6311
Buy And Hold Return (%) 25.4962 25.4962 25.4962 25.4962 25.4962 25.4962
Max Trade Drawdown -26928 -35435 -7198 -60469 -75362 -13778
Profit Factor 1.7229 1.7235 1.721 1.3972 1.2639 1.8936
Total Trades 93 46 47 93 46 47
Winning Trades 40 14 26 40 14 26
Losing Trades 53 32 21 53 32 21
Profitability (%) 43.0108 30.4348 55.3191 43.0108 30.4348 55.3191
Ratio Avg Win / Avg Loss 2.2828 3.9395 1.39 1.8514 2.889 1.5295
Largest Winning Trade 56073 56073 8813 77769 77769 14745
Largest Losing Trade -10815 -10815 -3780 -24418 -24418 -6599
Avg Bars in Trades 258 451 69 258 451 69
Avg Bars in Winners 353 853 83 353 853 83
Avg Bars in Losers 186 275 52 186 275 52
Bars Traded 24029 20754 3275 24029 20754 3275
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336634 116805 -155404 265530 -5932 127098

Evaluation Data

{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754227080000,
    "first_datapoint_time": 1754261820000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758887692538,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 119,
            "offset": 8,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 194,
            "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": [
        [
            84129.9804935601,
            63900.8005839145,
            20229.1799096455,
            81405.2740247274,
            42633.0962108175,
            38772.1778139098
        ],
        [
            84.12998,
            63.900801,
            20.22918,
            81.405274,
            42.633096,
            38.772178
        ],
        [
            1.615399,
            1.226974,
            0.388425,
            1.150119,
            0.684176,
            0.631137
        ],
        [
            25.496183,
            25.496183,
            25.496183,
            25.496183,
            25.496183,
            25.496183
        ],
        [
            -26928,
            -35435,
            -7198,
            -60469,
            -75362,
            -13778
        ],
        [
            1.722898,
            1.723512,
            1.720965,
            1.397246,
            1.263922,
            1.893629
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            40,
            14,
            26,
            40,
            14,
            26
        ],
        [
            53,
            32,
            21,
            53,
            32,
            21
        ],
        [
            43.010753,
            30.434783,
            55.319149,
            43.010753,
            30.434783,
            55.319149
        ],
        [
            2.28284,
            3.939457,
            1.390011,
            1.851351,
            2.888964,
            1.529469
        ],
        [
            56073,
            56073,
            8813,
            77769,
            77769,
            14745
        ],
        [
            -10815,
            -10815,
            -3780,
            -24418,
            -24418,
            -6599
        ],
        [
            258,
            451,
            69,
            258,
            451,
            69
        ],
        [
            353,
            853,
            83,
            353,
            853,
            83
        ],
        [
            186,
            275,
            52,
            186,
            275,
            52
        ],
        [
            24029,
            20754,
            3275,
            24029,
            20754,
            3275
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336634,
            116805,
            -155404,
            265530,
            -5932,
            127098
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754227080000,
    "first_datapoint_time": 1754261820000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758887692538,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 119,
            "offset": 8,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 194,
            "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)