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Trade: SKL/USDT/5/KCL/SSF/5217

Strategy
SKL/USDT/5/KCL/SSF/5217
Pair
SKL_USDT
Interval
5m
Score
308741
Daily Profit
0.603798
Profit Factor
1.313008
Profitability
50.724638
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 15:56
Expiration Time
2025-12-26 14:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52415.7286 26703.4275 25712.3011 17938.2167 -25628.8721 43567.0889
Total P&L (%) 52.4157 26.7034 25.7123 17.9382 -25.6289 43.5671
Avg Daily Profit (%) 0.6038 0.3076 0.2962 0.1902 -0.3405 0.4174
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61093 -61479 -4888 -113479 -114785 -5567
Profit Factor 1.313 1.1834 2.178 1.0696 0.8879 2.4962
Total Trades 138 69 69 138 69 69
Winning Trades 70 29 41 70 29 41
Losing Trades 68 40 28 68 40 28
Profitability (%) 50.7246 42.029 59.4203 50.7246 42.029 59.4203
Ratio Avg Win / Avg Loss 1.2755 1.6322 1.4874 1.039 1.2247 1.7047
Largest Winning Trade 76627 76627 6835 69508 69508 14805
Largest Losing Trade -27577 -27577 -2695 -45896 -45896 -2592
Avg Bars in Trades 177 331 22 177 331 22
Avg Bars in Winners 173 390 20 173 390 20
Avg Bars in Losers 181 289 27 181 289 27
Bars Traded 24492 22907 1585 24492 22907 1585
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 308741 -119583 -93866 -146181 -686115 -89518
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752774000000,
    "first_datapoint_time": 1752802800000,
    "last_datapoint_time": 1760273700000,
    "evaluation_time": 1760273805137,
    "expiration_time": 1766753700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            52415.7285579311,
            26703.4275059387,
            25712.3010519923,
            17938.2167127823,
            -25628.8721489719,
            43567.0888617542
        ],
        [
            52.415729,
            26.703428,
            25.712301,
            17.938217,
            -25.628872,
            43.567089
        ],
        [
            0.603798,
            0.307608,
            0.296191,
            0.19024,
            -0.340511,
            0.417448
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61093,
            -61479,
            -4888,
            -113479,
            -114785,
            -5567
        ],
        [
            1.313008,
            1.183364,
            2.177998,
            1.069599,
            0.887898,
            2.49621
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            70,
            29,
            41,
            70,
            29,
            41
        ],
        [
            68,
            40,
            28,
            68,
            40,
            28
        ],
        [
            50.724638,
            42.028986,
            59.42029,
            50.724638,
            42.028986,
            59.42029
        ],
        [
            1.275493,
            1.632226,
            1.487413,
            1.039039,
            1.224686,
            1.704729
        ],
        [
            76627,
            76627,
            6835,
            69508,
            69508,
            14805
        ],
        [
            -27577,
            -27577,
            -2695,
            -45896,
            -45896,
            -2592
        ],
        [
            177,
            331,
            22,
            177,
            331,
            22
        ],
        [
            173,
            390,
            20,
            173,
            390,
            20
        ],
        [
            181,
            289,
            27,
            181,
            289,
            27
        ],
        [
            24492,
            22907,
            1585,
            24492,
            22907,
            1585
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308741,
            -119583,
            -93866,
            -146181,
            -686115,
            -89518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752774000000,
    "first_datapoint_time": 1752802800000,
    "last_datapoint_time": 1760273700000,
    "evaluation_time": 1760273805137,
    "expiration_time": 1766753700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 3
        }
    }
}

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)