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Trade: SKL/USDT/5/KCL/EMA/8004

Strategy
SKL/USDT/5/KCL/EMA/8004
Pair
SKL_USDT
Interval
5m
Score
350737
Daily Profit
0.911422
Profit Factor
1.810302
Profitability
52.688172
Streak
2.489724
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-25 19:35
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 79120.5458 70857.1539 8263.3918 60676.122 50918.9164 9757.2057
Total P&L (%) 79.1205 70.8572 8.2634 60.6761 50.9189 9.7572
Avg Daily Profit (%) 0.9114 0.8162 0.0952 0.5478 0.4752 0.1073
Buy And Hold Return (%) 31.6604 31.6604 31.6604 31.6604 31.6604 31.6604
Max Trade Drawdown -36769 -35075 -7072 -70359 -66253 -12066
Profit Factor 1.8103 1.8585 1.5469 1.3897 1.387 1.4042
Total Trades 93 46 47 93 46 47
Winning Trades 49 18 31 49 18 31
Losing Trades 44 28 16 44 28 16
Profitability (%) 52.6882 39.1304 65.9574 52.6882 39.1304 65.9574
Ratio Avg Win / Avg Loss 1.6256 2.8911 0.7984 1.2479 2.1575 0.7248
Largest Winning Trade 82254 82254 7061 97687 97687 10316
Largest Losing Trade -9617 -9617 -2841 -16541 -16541 -6151
Avg Bars in Trades 259 498 26 259 498 26
Avg Bars in Winners 379 987 27 379 987 27
Avg Bars in Losers 126 184 23 126 184 23
Bars Traded 24167 22941 1226 24167 22941 1226
Profit Streak 2.4897 0 6.1113 2.4897 0 6.1113
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350737 175985 -229287 28943 -3900 -214283

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": 1751283600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758818112198,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 25,
            "offset": 22
        }
    }
}
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": [
        [
            79120.5457515816,
            70857.1539358214,
            8263.3918157602,
            60676.1220233004,
            50918.9163690926,
            9757.2056542078
        ],
        [
            79.120546,
            70.857154,
            8.263392,
            60.676122,
            50.918916,
            9.757206
        ],
        [
            0.911422,
            0.816233,
            0.095189,
            0.547769,
            0.475233,
            0.107304
        ],
        [
            31.660438,
            31.660438,
            31.660438,
            31.660438,
            31.660438,
            31.660438
        ],
        [
            -36769,
            -35075,
            -7072,
            -70359,
            -66253,
            -12066
        ],
        [
            1.810302,
            1.858537,
            1.546851,
            1.389655,
            1.386986,
            1.404209
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            49,
            18,
            31,
            49,
            18,
            31
        ],
        [
            44,
            28,
            16,
            44,
            28,
            16
        ],
        [
            52.688172,
            39.130435,
            65.957447,
            52.688172,
            39.130435,
            65.957447
        ],
        [
            1.625577,
            2.891058,
            0.798375,
            1.247854,
            2.157533,
            0.724753
        ],
        [
            82254,
            82254,
            7061,
            97687,
            97687,
            10316
        ],
        [
            -9617,
            -9617,
            -2841,
            -16541,
            -16541,
            -6151
        ],
        [
            259,
            498,
            26,
            259,
            498,
            26
        ],
        [
            379,
            987,
            27,
            379,
            987,
            27
        ],
        [
            126,
            184,
            23,
            126,
            184,
            23
        ],
        [
            24167,
            22941,
            1226,
            24167,
            22941,
            1226
        ],
        [
            2.489724,
            0,
            6.111252,
            2.489724,
            0,
            6.111252
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350737,
            175985,
            -229287,
            28943,
            -3900,
            -214283
        ]
    ]
}
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": 1751283600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758818112198,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 25,
            "offset": 22
        }
    }
}

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)