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Trade: SKL/USDT/5/KCL/SMA/6457

Strategy
SKL/USDT/5/KCL/SMA/6457
Pair
SKL_USDT
Interval
5m
Score
557084
Daily Profit
0.590980
Profit Factor
4.293202
Profitability
63.636364
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 09:08
Expiration Time
2025-12-19 08:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 117573.2502 84074.2692 33498.981 143043.2845 76260.9335 66782.351
Total P&L (%) 117.5733 84.0743 33.499 143.0433 76.2609 66.7824
Avg Daily Profit (%) 1.3544 0.9685 0.3859 1.0283 0.6551 0.591
Buy And Hold Return (%) 18.4543 18.4543 18.4543 18.4543 18.4543 18.4543
Max Trade Drawdown -27505 -22158 -5420 -29431 -38622 -6101
Profit Factor 2.6607 2.456 3.5659 2.1873 1.7611 4.2932
Total Trades 65 32 33 65 32 33
Winning Trades 33 12 21 33 12 21
Losing Trades 32 20 12 32 20 12
Profitability (%) 50.7692 37.5 63.6364 50.7692 37.5 63.6364
Ratio Avg Win / Avg Loss 2.5801 4.0934 2.0377 2.121 2.9352 2.4533
Largest Winning Trade 86310 86310 8133 88224 88224 17022
Largest Losing Trade -8091 -8091 -2448 -16580 -16580 -6101
Avg Bars in Trades 372 645 108 372 645 108
Avg Bars in Winners 431 976 119 431 976 119
Avg Bars in Losers 312 447 89 312 447 89
Bars Traded 24242 20655 3587 24242 20655 3587
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119960 324269 284634 -120737 212577 557084
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752144600000,
    "first_datapoint_time": 1752201900000,
    "last_datapoint_time": 1759644300000,
    "evaluation_time": 1759644538005,
    "expiration_time": 1766124300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 113,
            "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": [
        [
            117573.2501791142,
            84074.269206459,
            33498.9809726551,
            143043.2844835724,
            76260.9334569328,
            66782.3510266395
        ],
        [
            117.57325,
            84.074269,
            33.498981,
            143.043284,
            76.260933,
            66.782351
        ],
        [
            1.354374,
            0.968486,
            0.385889,
            1.028254,
            0.655051,
            0.59098
        ],
        [
            18.454333,
            18.454333,
            18.454333,
            18.454333,
            18.454333,
            18.454333
        ],
        [
            -27505,
            -22158,
            -5420,
            -29431,
            -38622,
            -6101
        ],
        [
            2.660682,
            2.456014,
            3.565907,
            2.187303,
            1.761098,
            4.293202
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            33,
            12,
            21,
            33,
            12,
            21
        ],
        [
            32,
            20,
            12,
            32,
            20,
            12
        ],
        [
            50.769231,
            37.5,
            63.636364,
            50.769231,
            37.5,
            63.636364
        ],
        [
            2.580055,
            4.093357,
            2.037661,
            2.121021,
            2.935163,
            2.453258
        ],
        [
            86310,
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            8133,
            88224,
            88224,
            17022
        ],
        [
            -8091,
            -8091,
            -2448,
            -16580,
            -16580,
            -6101
        ],
        [
            372,
            645,
            108,
            372,
            645,
            108
        ],
        [
            431,
            976,
            119,
            431,
            976,
            119
        ],
        [
            312,
            447,
            89,
            312,
            447,
            89
        ],
        [
            24242,
            20655,
            3587,
            24242,
            20655,
            3587
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119960,
            324269,
            284634,
            -120737,
            212577,
            557084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752144600000,
    "first_datapoint_time": 1752201900000,
    "last_datapoint_time": 1759644300000,
    "evaluation_time": 1759644538005,
    "expiration_time": 1766124300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 113,
            "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)