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Trade: SKL/USDT/5/KCB/KCB/9041

Strategy
SKL/USDT/5/KCB/KCB/9041
Pair
SKL_USDT
Interval
5m
Score
394189
Daily Profit
1.816606
Profit Factor
2.261998
Profitability
35.632184
Streak
7.004750
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 07:26
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 157699.6072 115768.383 41931.2242 205893.0678 121606.6081 84286.4597
Total P&L (%) 157.6996 115.7684 41.9312 205.8931 121.6066 84.2865
Avg Daily Profit (%) 1.8166 1.3336 0.483 1.2963 0.9209 0.7067
Buy And Hold Return (%) 30.8223 30.8223 30.8223 30.8223 30.8223 30.8223
Max Trade Drawdown -38011 -25833 -14656 -103401 -71175 -36615
Profit Factor 2.262 2.5624 1.8244 1.6945 1.6656 1.741
Total Trades 87 43 44 87 43 44
Winning Trades 31 13 18 31 13 18
Losing Trades 56 30 26 56 30 26
Profitability (%) 35.6322 30.2326 40.9091 35.6322 30.2326 40.9091
Ratio Avg Win / Avg Loss 4.0862 5.9133 2.6352 3.0611 3.8437 2.5148
Largest Winning Trade 105246 105246 16539 148022 148022 43200
Largest Losing Trade -13443 -12554 -13443 -37188 -37188 -36615
Avg Bars in Trades 284 249 319 284 249 319
Avg Bars in Winners 552 555 550 552 555 550
Avg Bars in Losers 136 116 159 136 116 159
Bars Traded 24746 10708 14038 24746 10708 14038
Profit Streak 7.0048 7.0048 8.2721 7.0048 7.0048 8.2721
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394189 243355 -44442 376031 174213 273912

Evaluation Data

{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751271600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758860810426,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 149,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 142,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            157699.6071828408,
            115768.3829515776,
            41931.2242312632,
            205893.0677698198,
            121606.6080692328,
            84286.4597005872
        ],
        [
            157.699607,
            115.768383,
            41.931224,
            205.893068,
            121.606608,
            84.28646
        ],
        [
            1.816606,
            1.333583,
            0.483023,
            1.296275,
            0.920852,
            0.706691
        ],
        [
            30.822281,
            30.822281,
            30.822281,
            30.822281,
            30.822281,
            30.822281
        ],
        [
            -38011,
            -25833,
            -14656,
            -103401,
            -71175,
            -36615
        ],
        [
            2.261998,
            2.562426,
            1.824364,
            1.69453,
            1.665595,
            1.741005
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            35.632184,
            30.232558,
            40.909091,
            35.632184,
            30.232558,
            40.909091
        ],
        [
            4.086191,
            5.91329,
            2.635193,
            3.061086,
            3.843681,
            2.514786
        ],
        [
            105246,
            105246,
            16539,
            148022,
            148022,
            43200
        ],
        [
            -13443,
            -12554,
            -13443,
            -37188,
            -37188,
            -36615
        ],
        [
            284,
            249,
            319,
            284,
            249,
            319
        ],
        [
            552,
            555,
            550,
            552,
            555,
            550
        ],
        [
            136,
            116,
            159,
            136,
            116,
            159
        ],
        [
            24746,
            10708,
            14038,
            24746,
            10708,
            14038
        ],
        [
            7.00475,
            7.00475,
            8.272111,
            7.00475,
            7.00475,
            8.272111
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394189,
            243355,
            -44442,
            376031,
            174213,
            273912
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751271600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758860810426,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 149,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 142,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)