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Trade: SKL/USDT/5/MIDPRICE/MIDPOINT/4449

Strategy
SKL/USDT/5/MIDPRICE/MIDPOINT/4449
Pair
SKL_USDT
Interval
5m
Score
344652
Daily Profit
0.976472
Profit Factor
1.295474
Profitability
44.985673
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-07 03:19
Expiration Time
2025-12-21 02:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84767.5449 59039.9303 25727.6146 93401.8179 57032.0019 36369.816
Total P&L (%) 84.7675 59.0399 25.7276 93.4018 57.032 36.3698
Avg Daily Profit (%) 0.9765 0.6801 0.2964 0.7627 0.5212 0.358
Buy And Hold Return (%) 22.468 22.468 22.468 22.468 22.468 22.468
Max Trade Drawdown -26563 -27340 -47699 -37071 -34121 -53913
Profit Factor 1.2955 1.4799 1.157 1.2514 1.3515 1.1737
Total Trades 349 174 175 349 174 175
Winning Trades 157 73 84 157 73 84
Losing Trades 192 101 91 192 101 91
Profitability (%) 44.9857 41.954 48 44.9857 41.954 48
Ratio Avg Win / Avg Loss 1.5843 2.0476 1.2534 1.5303 1.8699 1.2716
Largest Winning Trade 26674 26674 15549 25986 25986 16250
Largest Losing Trade -8487 -7904 -8487 -11795 -10128 -11795
Avg Bars in Trades 69 50 88 69 50 88
Avg Bars in Winners 95 66 121 95 66 121
Avg Bars in Losers 47 38 57 47 38 57
Bars Traded 24263 8758 15504 24263 8758 15504
Profit Streak 0 0.9785 0 0 0.9785 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344652 103438 -162382 330258 23435 -32226
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752296400000,
    "first_datapoint_time": 1752367500000,
    "last_datapoint_time": 1759796100000,
    "evaluation_time": 1759796345908,
    "expiration_time": 1766276100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 219,
            "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": [
        [
            84767.5449021635,
            59039.9302827691,
            25727.6146193944,
            93401.8179198789,
            57032.0019352675,
            36369.8159846113
        ],
        [
            84.767545,
            59.03993,
            25.727615,
            93.401818,
            57.032002,
            36.369816
        ],
        [
            0.976472,
            0.680105,
            0.296367,
            0.762714,
            0.521201,
            0.357972
        ],
        [
            22.468043,
            22.468043,
            22.468043,
            22.468043,
            22.468043,
            22.468043
        ],
        [
            -26563,
            -27340,
            -47699,
            -37071,
            -34121,
            -53913
        ],
        [
            1.295474,
            1.479912,
            1.157006,
            1.251366,
            1.3515,
            1.173749
        ],
        [
            349,
            174,
            175,
            349,
            174,
            175
        ],
        [
            157,
            73,
            84,
            157,
            73,
            84
        ],
        [
            192,
            101,
            91,
            192,
            101,
            91
        ],
        [
            44.985673,
            41.954023,
            48,
            44.985673,
            41.954023,
            48
        ],
        [
            1.584274,
            2.04755,
            1.253423,
            1.530333,
            1.869883,
            1.271561
        ],
        [
            26674,
            26674,
            15549,
            25986,
            25986,
            16250
        ],
        [
            -8487,
            -7904,
            -8487,
            -11795,
            -10128,
            -11795
        ],
        [
            69,
            50,
            88,
            69,
            50,
            88
        ],
        [
            95,
            66,
            121,
            95,
            66,
            121
        ],
        [
            47,
            38,
            57,
            47,
            38,
            57
        ],
        [
            24263,
            8758,
            15504,
            24263,
            8758,
            15504
        ],
        [
            0,
            0.97854,
            0,
            0,
            0.978541,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344652,
            103438,
            -162382,
            330258,
            23435,
            -32226
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752296400000,
    "first_datapoint_time": 1752367500000,
    "last_datapoint_time": 1759796100000,
    "evaluation_time": 1759796345908,
    "expiration_time": 1766276100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 219,
            "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)