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Trade: SKL/USDT/5/T3/BBM/9820

Strategy
SKL/USDT/5/T3/BBM/9820
Pair
SKL_USDT
Interval
5m
Score
302611
Daily Profit
0.891766
Profit Factor
1.357303
Profitability
34.306569
Streak
6.395703
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 15:04
Expiration Time
2025-12-24 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77414.2089 55033.3589 22380.85 55950.4521 28193.6403 27756.8118
Total P&L (%) 77.4142 55.0334 22.3809 55.9505 28.1936 27.7568
Avg Daily Profit (%) 0.8918 0.634 0.2578 0.5132 0.2865 0.2826
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45875 -28668 -30484 -70794 -43739 -47819
Profit Factor 1.3573 1.5152 1.2038 1.2045 1.211 1.1983
Total Trades 137 68 69 137 68 69
Winning Trades 47 22 25 47 22 25
Losing Trades 90 46 44 90 46 44
Profitability (%) 34.3066 32.3529 36.2319 34.3066 32.3529 36.2319
Ratio Avg Win / Avg Loss 2.5991 3.1681 2.1186 2.3065 2.5321 2.109
Largest Winning Trade 50094 50094 25556 46666 46666 35733
Largest Losing Trade -16307 -9163 -16307 -24102 -16468 -24102
Avg Bars in Trades 179 179 179 179 179 179
Avg Bars in Winners 305 282 325 305 282 325
Avg Bars in Losers 113 130 96 113 130 96
Bars Traded 24606 12201 12405 24606 12201 12405
Profit Streak 6.3957 6.3957 6.8193 6.3957 6.3957 6.8193
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302611 -103846 -104213 144157 -110948 -103932
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752597900000,
    "first_datapoint_time": 1752651900000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760097888786,
    "expiration_time": 1766577600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 181,
            "offset": 0,
            "a": 0.8237
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 181,
            "offset": 0,
            "std": 3.63616
        }
    }
}
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": [
        [
            77414.2089010598,
            55033.358892331,
            22380.8500087288,
            55950.4520852924,
            28193.6402724551,
            27756.8118128372
        ],
        [
            77.414209,
            55.033359,
            22.38085,
            55.950452,
            28.19364,
            27.756812
        ],
        [
            0.891766,
            0.633952,
            0.257814,
            0.513198,
            0.286519,
            0.282576
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45875,
            -28668,
            -30484,
            -70794,
            -43739,
            -47819
        ],
        [
            1.357303,
            1.515193,
            1.203756,
            1.204486,
            1.210994,
            1.198274
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            34.306569,
            32.352941,
            36.231884,
            34.306569,
            32.352941,
            36.231884
        ],
        [
            2.599092,
            3.168131,
            2.11861,
            2.306462,
            2.532078,
            2.108961
        ],
        [
            50094,
            50094,
            25556,
            46666,
            46666,
            35733
        ],
        [
            -16307,
            -9163,
            -16307,
            -24102,
            -16468,
            -24102
        ],
        [
            179,
            179,
            179,
            179,
            179,
            179
        ],
        [
            305,
            282,
            325,
            305,
            282,
            325
        ],
        [
            113,
            130,
            96,
            113,
            130,
            96
        ],
        [
            24606,
            12201,
            12405,
            24606,
            12201,
            12405
        ],
        [
            6.395703,
            6.395703,
            6.819315,
            6.395704,
            6.395704,
            6.819315
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302611,
            -103846,
            -104213,
            144157,
            -110948,
            -103932
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752597900000,
    "first_datapoint_time": 1752651900000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760097888786,
    "expiration_time": 1766577600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 181,
            "offset": 0,
            "a": 0.8237
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 181,
            "offset": 0,
            "std": 3.63616
        }
    }
}

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)