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Trade: SKL/USDT/3/SINWMA/BBU/1907

Strategy
SKL/USDT/3/SINWMA/BBU/1907
Pair
SKL_USDT
Interval
3m
Score
314359
Daily Profit
1.284280
Profit Factor
1.429853
Profitability
43.298969
Streak
4.657011
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-27 00:37
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 66885.2895 67514.0425 -628.753 24752.6822 32378.7692 -7626.0871
Total P&L (%) 66.8853 67.514 -0.6288 24.7527 32.3788 -7.6261
Avg Daily Profit (%) 1.2843 1.2964 -0.0121 0.4256 0.54 -0.1522
Buy And Hold Return (%) 24.1067 24.1067 24.1067 24.1067 24.1067 24.1067
Max Trade Drawdown -77978 -52248 -26386 -131226 -91431 -45966
Profit Factor 1.4299 1.607 0.9858 1.1062 1.1981 0.8906
Total Trades 97 48 49 97 48 49
Winning Trades 42 15 27 42 15 27
Losing Trades 55 33 22 55 33 22
Profitability (%) 43.299 31.25 55.102 43.299 31.25 55.102
Ratio Avg Win / Avg Loss 1.8724 3.5355 0.8033 1.4485 2.6359 0.7257
Largest Winning Trade 108496 108496 7157 114603 114603 14208
Largest Losing Trade -9164 -8407 -9164 -14338 -14338 -14002
Avg Bars in Trades 237 418 59 237 418 59
Avg Bars in Winners 254 600 62 254 600 62
Avg Bars in Losers 223 335 55 223 335 55
Bars Traded 22996 20076 2920 22996 20076 2920
Profit Streak 4.657 4.657 11.1508 4.657 4.657 11.1508
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314359 146454 -580428 -254756 -58844 -580428

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": 1754277660000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758922625732,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "offset": 158
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 105,
            "offset": 0,
            "std": 4.49385
        }
    }
}
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": [
        [
            66885.289537555,
            67514.0425352763,
            -628.7529977214,
            24752.6821897682,
            32378.7692481575,
            -7626.0870583893
        ],
        [
            66.88529,
            67.514043,
            -0.628753,
            24.752682,
            32.378769,
            -7.626087
        ],
        [
            1.28428,
            1.296353,
            -0.012073,
            0.425563,
            0.540042,
            -0.152199
        ],
        [
            24.106694,
            24.106694,
            24.106694,
            24.106694,
            24.106694,
            24.106694
        ],
        [
            -77978,
            -52248,
            -26386,
            -131226,
            -91431,
            -45966
        ],
        [
            1.429853,
            1.607032,
            0.985833,
            1.106161,
            1.19812,
            0.890638
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            42,
            15,
            27,
            42,
            15,
            27
        ],
        [
            55,
            33,
            22,
            55,
            33,
            22
        ],
        [
            43.298969,
            31.25,
            55.102041,
            43.298969,
            31.25,
            55.102041
        ],
        [
            1.872427,
            3.535471,
            0.803271,
            1.448544,
            2.635864,
            0.725705
        ],
        [
            108496,
            108496,
            7157,
            114603,
            114603,
            14208
        ],
        [
            -9164,
            -8407,
            -9164,
            -14338,
            -14338,
            -14002
        ],
        [
            237,
            418,
            59,
            237,
            418,
            59
        ],
        [
            254,
            600,
            62,
            254,
            600,
            62
        ],
        [
            223,
            335,
            55,
            223,
            335,
            55
        ],
        [
            22996,
            20076,
            2920,
            22996,
            20076,
            2920
        ],
        [
            4.657011,
            4.657011,
            11.150761,
            4.657011,
            4.657011,
            11.150761
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314359,
            146454,
            -580428,
            -254756,
            -58844,
            -580428
        ]
    ]
}
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": 1754277660000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758922625732,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "offset": 158
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 105,
            "offset": 0,
            "std": 4.49385
        }
    }
}

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)