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Trade: SKL/USDT/5/SSF/KCU/2738

Strategy
SKL/USDT/5/SSF/KCU/2738
Pair
SKL_USDT
Interval
5m
Score
406222
Daily Profit
0.998731
Profit Factor
1.717582
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-25 17:43
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 95673.7569 86699.8425 8973.9144 70491.7395 57766.3457 12725.3938
Total P&L (%) 95.6738 86.6998 8.9739 70.4917 57.7663 12.7254
Avg Daily Profit (%) 1.1021 0.9987 0.1034 0.6165 0.5266 0.1381
Buy And Hold Return (%) 28.9749 28.9749 28.9749 28.9749 28.9749 28.9749
Max Trade Drawdown -51068 -52232 -7831 -104600 -105801 -15557
Profit Factor 1.7216 1.7176 1.7627 1.3133 1.2817 1.6396
Total Trades 66 33 33 66 33 33
Winning Trades 37 17 20 37 17 20
Losing Trades 29 16 13 29 16 13
Profitability (%) 56.0606 51.5152 60.6061 56.0606 51.5152 60.6061
Ratio Avg Win / Avg Loss 1.3494 1.6165 1.1458 1.0293 1.2063 1.0658
Largest Winning Trade 78682 78682 9463 93623 93623 18153
Largest Losing Trade -23552 -23552 -5199 -56089 -56089 -11055
Avg Bars in Trades 358 708 8 358 708 8
Avg Bars in Winners 186 396 9 186 396 9
Avg Bars in Losers 578 1041 8 578 1041 8
Bars Traded 23683 23391 292 23683 23391 292
Profit Streak 5.3844 0 26.4087 5.3844 0 26.4087
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116631 406222 -217375 -121609 60413 -171338

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": 1751240100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758811410741,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 26,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 44,
            "offset": 0,
            "scalar": 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": [
        [
            95673.756857346,
            86699.8424750707,
            8973.9143822754,
            70491.7395302337,
            57766.3457206317,
            12725.393809602
        ],
        [
            95.673757,
            86.699842,
            8.973914,
            70.49174,
            57.766346,
            12.725394
        ],
        [
            1.102105,
            0.998731,
            0.103374,
            0.616472,
            0.526603,
            0.13808
        ],
        [
            28.974895,
            28.974895,
            28.974895,
            28.974895,
            28.974895,
            28.974895
        ],
        [
            -51068,
            -52232,
            -7831,
            -104600,
            -105801,
            -15557
        ],
        [
            1.72159,
            1.717582,
            1.762747,
            1.313306,
            1.281651,
            1.639649
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            56.060606,
            51.515152,
            60.606061,
            56.060606,
            51.515152,
            60.606061
        ],
        [
            1.349354,
            1.616548,
            1.145785,
            1.029348,
            1.20626,
            1.065772
        ],
        [
            78682,
            78682,
            9463,
            93623,
            93623,
            18153
        ],
        [
            -23552,
            -23552,
            -5199,
            -56089,
            -56089,
            -11055
        ],
        [
            358,
            708,
            8,
            358,
            708,
            8
        ],
        [
            186,
            396,
            9,
            186,
            396,
            9
        ],
        [
            578,
            1041,
            8,
            578,
            1041,
            8
        ],
        [
            23683,
            23391,
            292,
            23683,
            23391,
            292
        ],
        [
            5.384383,
            0,
            26.408689,
            5.384384,
            0,
            26.408689
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116631,
            406222,
            -217375,
            -121609,
            60413,
            -171338
        ]
    ]
}
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": 1751240100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758811410741,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 26,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 44,
            "offset": 0,
            "scalar": 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)