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Trade: SKL/USDT/5/DCU/KCL/2131

Strategy
SKL/USDT/5/DCU/KCL/2131
Pair
SKL_USDT
Interval
5m
Score
342469
Daily Profit
0.747413
Profit Factor
3.067348
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-27 23:57
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 64681.3709 64882.9193 -201.5484 48744.6105 61380.7839 -12636.1734
Total P&L (%) 64.6814 64.8829 -0.2015 48.7446 61.3808 -12.6362
Avg Daily Profit (%) 0.7451 0.7474 -0.0023 0.4584 0.5528 -0.1555
Buy And Hold Return (%) 34.3137 34.3137 34.3137 34.3137 34.3137 34.3137
Max Trade Drawdown -38480 -12929 -51768 -53147 -14212 -70751
Profit Factor 1.5935 3.0673 0.9974 1.3642 2.6806 0.8701
Total Trades 69 35 34 69 35 34
Winning Trades 30 20 10 30 20 10
Losing Trades 39 15 24 39 15 24
Profitability (%) 43.4783 57.1429 29.4118 43.4783 57.1429 29.4118
Ratio Avg Win / Avg Loss 2.0716 2.3005 2.3938 1.7735 2.0104 2.0884
Largest Winning Trade 29836 26296 29836 31396 28757 31396
Largest Losing Trade -38480 -7893 -38480 -53147 -10329 -53147
Avg Bars in Trades 335 97 580 335 97 580
Avg Bars in Winners 553 129 1402 553 129 1402
Avg Bars in Losers 167 55 238 167 55 238
Bars Traded 23150 3406 19744 23150 3406 19744
Profit Streak 0 0 14.4634 0 0 14.4634
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -103147 342469 -589260 -134280 231234 -589260
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": 1751339400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759006640332,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 159,
            "offset": 216
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 70,
            "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": [
        [
            64681.3709284013,
            64882.9193210601,
            -201.5483926587,
            48744.6104841976,
            61380.783878503,
            -12636.1733943054
        ],
        [
            64.681371,
            64.882919,
            -0.201548,
            48.74461,
            61.380784,
            -12.636173
        ],
        [
            0.745091,
            0.747413,
            -0.002322,
            0.458438,
            0.552837,
            -0.155493
        ],
        [
            34.313725,
            34.313725,
            34.313725,
            34.313725,
            34.313725,
            34.313725
        ],
        [
            -38480,
            -12929,
            -51768,
            -53147,
            -14212,
            -70751
        ],
        [
            1.593504,
            3.067348,
            0.997403,
            1.364214,
            2.680566,
            0.870147
        ],
        [
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            35,
            34,
            69,
            35,
            34
        ],
        [
            30,
            20,
            10,
            30,
            20,
            10
        ],
        [
            39,
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            24,
            39,
            15,
            24
        ],
        [
            43.478261,
            57.142857,
            29.411765,
            43.478261,
            57.142857,
            29.411765
        ],
        [
            2.071556,
            2.300511,
            2.393766,
            1.773478,
            2.010425,
            2.088352
        ],
        [
            29836,
            26296,
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            31396,
            28757,
            31396
        ],
        [
            -38480,
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            -38480,
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        ],
        [
            335,
            97,
            580,
            335,
            97,
            580
        ],
        [
            553,
            129,
            1402,
            553,
            129,
            1402
        ],
        [
            167,
            55,
            238,
            167,
            55,
            238
        ],
        [
            23150,
            3406,
            19744,
            23150,
            3406,
            19744
        ],
        [
            0,
            0,
            14.46343,
            0,
            0,
            14.46343
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
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        ],
        [
            -103147,
            342469,
            -589260,
            -134280,
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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": 1751227200000,
    "first_datapoint_time": 1751339400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759006640332,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 159,
            "offset": 216
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 70,
            "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)