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Trade: SKL/USDT/5/MIDPOINT/MIDPOINT/1718

Strategy
SKL/USDT/5/MIDPOINT/MIDPOINT/1718
Pair
SKL_USDT
Interval
5m
Score
531210
Daily Profit
1.932953
Profit Factor
2.410590
Profitability
64.864865
Streak
1.235855
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-06 11:09
Expiration Time
2025-12-20 10:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 167799.6239 104470.7112 63328.9127 326851.5121 154386.9167 172464.5954
Total P&L (%) 167.7996 104.4707 63.3289 326.8515 154.3869 172.4646
Avg Daily Profit (%) 1.933 1.2034 0.7295 1.6858 1.0814 1.1613
Buy And Hold Return (%) 19.5134 19.5134 19.5134 19.5134 19.5134 19.5134
Max Trade Drawdown -20647 -18587 -16442 -59027 -71237 -22139
Profit Factor 2.4106 2.3271 2.5739 2.1023 1.7075 3.2021
Total Trades 111 55 56 111 55 56
Winning Trades 72 33 39 72 33 39
Losing Trades 39 22 17 39 22 17
Profitability (%) 64.8649 60 69.6429 64.8649 60 69.6429
Ratio Avg Win / Avg Loss 1.3057 1.5514 1.1219 1.1387 1.1384 1.3958
Largest Winning Trade 35790 35790 11764 69871 69871 26377
Largest Losing Trade -15779 -15779 -10753 -50132 -50132 -18186
Avg Bars in Trades 221 261 181 221 261 181
Avg Bars in Winners 149 169 133 149 169 133
Avg Bars in Losers 353 400 292 353 400 292
Bars Traded 24543 14386 10157 24543 14386 10157
Profit Streak 1.2359 0 3.7879 1.2359 0 3.7879
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 531210 -164272 -166362 502068 -165587 -161341
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752238200000,
    "first_datapoint_time": 1752300600000,
    "last_datapoint_time": 1759737900000,
    "evaluation_time": 1759738177879,
    "expiration_time": 1766217900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 209,
            "offset": 0
        }
    }
}
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": [
        [
            167799.6238500262,
            104470.7111703909,
            63328.9126796353,
            326851.5120648026,
            154386.9166535882,
            172464.5954112142
        ],
        [
            167.799624,
            104.470711,
            63.328913,
            326.851512,
            154.386917,
            172.464595
        ],
        [
            1.932953,
            1.203441,
            0.729512,
            1.685825,
            1.081356,
            1.161326
        ],
        [
            19.513382,
            19.513382,
            19.513382,
            19.513382,
            19.513382,
            19.513382
        ],
        [
            -20647,
            -18587,
            -16442,
            -59027,
            -71237,
            -22139
        ],
        [
            2.41059,
            2.327124,
            2.573882,
            2.102291,
            1.707542,
            3.202094
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            64.864865,
            60,
            69.642857,
            64.864865,
            60,
            69.642857
        ],
        [
            1.305736,
            1.551416,
            1.121948,
            1.138741,
            1.138361,
            1.395784
        ],
        [
            35790,
            35790,
            11764,
            69871,
            69871,
            26377
        ],
        [
            -15779,
            -15779,
            -10753,
            -50132,
            -50132,
            -18186
        ],
        [
            221,
            261,
            181,
            221,
            261,
            181
        ],
        [
            149,
            169,
            133,
            149,
            169,
            133
        ],
        [
            353,
            400,
            292,
            353,
            400,
            292
        ],
        [
            24543,
            14386,
            10157,
            24543,
            14386,
            10157
        ],
        [
            1.235855,
            0,
            3.787938,
            1.235855,
            0,
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        ],
        [
            1,
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            2,
            1,
            0,
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        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            531210,
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            -166362,
            502068,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752238200000,
    "first_datapoint_time": 1752300600000,
    "last_datapoint_time": 1759737900000,
    "evaluation_time": 1759738177879,
    "expiration_time": 1766217900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 209,
            "offset": 0
        }
    }
}

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)