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Trade: SKL/USDT/3/SWMA/KCL/6421

Strategy
SKL/USDT/3/SWMA/KCL/6421
Pair
SKL_USDT
Interval
3m
Score
316502
Daily Profit
1.388252
Profit Factor
2.673463
Profitability
35.555556
Streak
5.329429
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-26 00:57
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 93747.1865 72300.179 21447.0075 93359.2847 57453.8127 35905.472
Total P&L (%) 93.7472 72.3002 21.447 93.3593 57.4538 35.9055
Avg Daily Profit (%) 1.8001 1.3883 0.4118 1.2741 0.8755 0.5908
Buy And Hold Return (%) 24.357 24.357 24.357 24.357 24.357 24.357
Max Trade Drawdown -30590 -17772 -27418 -51973 -32169 -51973
Profit Factor 1.7325 2.6735 1.253 1.4757 1.8946 1.272
Total Trades 91 45 46 91 45 46
Winning Trades 34 16 18 34 16 18
Losing Trades 57 29 28 57 29 28
Profitability (%) 37.3626 35.5556 39.1304 37.3626 35.5556 39.1304
Ratio Avg Win / Avg Loss 2.9046 4.8457 1.9491 2.474 3.434 1.9786
Largest Winning Trade 51668 51668 20645 46166 46166 31609
Largest Losing Trade -23893 -9743 -23893 -51973 -17998 -51973
Avg Bars in Trades 270 80 457 270 80 457
Avg Bars in Winners 540 112 921 540 112 921
Avg Bars in Losers 110 62 159 110 62 159
Bars Traded 24660 3610 21050 24660 3610 21050
Profit Streak 0 5.3294 0 0 5.3294 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 281386 316502 -161649 227890 197498 -12495

Evaluation Data

{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754227080000,
    "first_datapoint_time": 1754280900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758837442701,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 244,
            "offset": 56
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 84,
            "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": [
        [
            93747.18647139,
            72300.1789668013,
            21447.0075045887,
            93359.2847057614,
            57453.8126777915,
            35905.4720279699
        ],
        [
            93.747186,
            72.300179,
            21.447008,
            93.359285,
            57.453813,
            35.905472
        ],
        [
            1.800061,
            1.388252,
            0.411809,
            1.274139,
            0.875473,
            0.590812
        ],
        [
            24.357035,
            24.357035,
            24.357035,
            24.357035,
            24.357035,
            24.357035
        ],
        [
            -30590,
            -17772,
            -27418,
            -51973,
            -32169,
            -51973
        ],
        [
            1.732543,
            2.673463,
            1.252999,
            1.475713,
            1.89461,
            1.271951
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            37.362637,
            35.555556,
            39.130435,
            37.362637,
            35.555556,
            39.130435
        ],
        [
            2.904558,
            4.845651,
            1.94911,
            2.47399,
            3.433981,
            1.978591
        ],
        [
            51668,
            51668,
            20645,
            46166,
            46166,
            31609
        ],
        [
            -23893,
            -9743,
            -23893,
            -51973,
            -17998,
            -51973
        ],
        [
            270,
            80,
            457,
            270,
            80,
            457
        ],
        [
            540,
            112,
            921,
            540,
            112,
            921
        ],
        [
            110,
            62,
            159,
            110,
            62,
            159
        ],
        [
            24660,
            3610,
            21050,
            24660,
            3610,
            21050
        ],
        [
            0,
            5.329429,
            0,
            0,
            5.329429,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            281386,
            316502,
            -161649,
            227890,
            197498,
            -12495
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754227080000,
    "first_datapoint_time": 1754280900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758837442701,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 244,
            "offset": 56
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 84,
            "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)