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Trade: SKL/USDT/5/LINREG/KCU/7917

Strategy
SKL/USDT/5/LINREG/KCU/7917
Pair
SKL_USDT
Interval
5m
Score
567666
Daily Profit
0.650308
Profit Factor
2.748607
Profitability
57.500000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 12:55
Expiration Time
2025-12-22 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132899.268 93562.4637 39336.8042 132938.6414 57397.2615 75541.3799
Total P&L (%) 132.8993 93.5625 39.3368 132.9386 57.3973 75.5414
Avg Daily Profit (%) 1.5309 1.0778 0.4531 0.9788 0.5239 0.6503
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32443 -28505 -7652 -79014 -71809 -17196
Profit Factor 2.0798 1.9371 2.6929 1.5647 1.2986 2.7486
Total Trades 80 40 40 80 40 40
Winning Trades 35 12 23 35 12 23
Losing Trades 45 28 17 45 28 17
Profitability (%) 43.75 30 57.5 43.75 30 57.5
Ratio Avg Win / Avg Loss 2.674 4.52 1.9904 2.0117 3.03 2.0316
Largest Winning Trade 113404 113404 19202 113388 113388 40972
Largest Losing Trade -9462 -9462 -7579 -25400 -25400 -17017
Avg Bars in Trades 296 467 124 296 467 124
Avg Bars in Winners 358 737 160 358 737 160
Avg Bars in Losers 247 351 76 247 351 76
Bars Traded 23693 18709 4984 23693 18709 4984
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 -10816 251030 421006 -12437 37413 567666
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752417300000,
    "first_datapoint_time": 1752544800000,
    "last_datapoint_time": 1759917000000,
    "evaluation_time": 1759917318261,
    "expiration_time": 1766397000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "offset": 191
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 226,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            132899.2679825475,
            93562.4637381069,
            39336.8042444407,
            132938.6414397167,
            57397.2615377254,
            75541.3799019913
        ],
        [
            132.899268,
            93.562464,
            39.336804,
            132.938641,
            57.397262,
            75.54138
        ],
        [
            1.530921,
            1.077784,
            0.453137,
            0.978847,
            0.523891,
            0.650308
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32443,
            -28505,
            -7652,
            -79014,
            -71809,
            -17196
        ],
        [
            2.079816,
            1.937129,
            2.692899,
            1.56467,
            1.298592,
            2.748607
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            35,
            12,
            23,
            35,
            12,
            23
        ],
        [
            45,
            28,
            17,
            45,
            28,
            17
        ],
        [
            43.75,
            30,
            57.5,
            43.75,
            30,
            57.5
        ],
        [
            2.674049,
            4.519968,
            1.990403,
            2.011719,
            3.030048,
            2.031579
        ],
        [
            113404,
            113404,
            19202,
            113388,
            113388,
            40972
        ],
        [
            -9462,
            -9462,
            -7579,
            -25400,
            -25400,
            -17017
        ],
        [
            296,
            467,
            124,
            296,
            467,
            124
        ],
        [
            358,
            737,
            160,
            358,
            737,
            160
        ],
        [
            247,
            351,
            76,
            247,
            351,
            76
        ],
        [
            23693,
            18709,
            4984,
            23693,
            18709,
            4984
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10816,
            251030,
            421006,
            -12437,
            37413,
            567666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752417300000,
    "first_datapoint_time": 1752544800000,
    "last_datapoint_time": 1759917000000,
    "evaluation_time": 1759917318261,
    "expiration_time": 1766397000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "offset": 191
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 226,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)