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Trade: SKL/USDT/5/KCL/SSF/6260

Strategy
SKL/USDT/5/KCL/SSF/6260
Pair
SKL_USDT
Interval
5m
Score
314006
Daily Profit
1.353165
Profit Factor
1.586666
Profitability
46.385542
Streak
1.500410
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-25 13:55
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 117468.2225 98971.7874 18496.4351 85852.51 55823.9808 30028.5292
Total P&L (%) 117.4682 98.9718 18.4964 85.8525 55.824 30.0285
Avg Daily Profit (%) 1.3532 1.1401 0.2131 0.7165 0.5123 0.3029
Buy And Hold Return (%) 31.4499 31.4499 31.4499 31.4499 31.4499 31.4499
Max Trade Drawdown -51170 -40354 -11181 -112970 -98857 -24363
Profit Factor 1.5867 1.624 1.4445 1.2381 1.1926 1.4245
Total Trades 166 83 83 166 83 83
Winning Trades 77 32 45 77 32 45
Losing Trades 89 51 38 89 51 38
Profitability (%) 46.3855 38.5542 54.2169 46.3855 38.5542 54.2169
Ratio Avg Win / Avg Loss 1.8339 2.5882 1.2198 1.4311 1.9007 1.2029
Largest Winning Trade 109246 109246 6598 135451 135451 12559
Largest Losing Trade -15797 -15797 -7563 -41521 -41521 -16198
Avg Bars in Trades 148 263 34 148 263 34
Avg Bars in Winners 176 374 35 176 374 35
Avg Bars in Losers 124 192 33 124 192 33
Bars Traded 24695 21833 2862 24695 21833 2862
Profit Streak 1.5004 0 2.1393 1.5004 0 2.1393
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314006 230718 -160757 122181 -12356 -160111

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": 1751259300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758797735440,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 98,
            "offset": 0,
            "poles": 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": [
        [
            117468.2225242952,
            98971.7873992303,
            18496.4351250648,
            85852.5100301227,
            55823.9808295785,
            30028.5292005442
        ],
        [
            117.468223,
            98.971787,
            18.496435,
            85.85251,
            55.823981,
            30.028529
        ],
        [
            1.353165,
            1.140097,
            0.213068,
            0.716508,
            0.512259,
            0.302939
        ],
        [
            31.449893,
            31.449893,
            31.449893,
            31.449893,
            31.449893,
            31.449893
        ],
        [
            -51170,
            -40354,
            -11181,
            -112970,
            -98857,
            -24363
        ],
        [
            1.586666,
            1.623959,
            1.444505,
            1.238121,
            1.192626,
            1.424507
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            77,
            32,
            45,
            77,
            32,
            45
        ],
        [
            89,
            51,
            38,
            89,
            51,
            38
        ],
        [
            46.385542,
            38.554217,
            54.216867,
            46.385542,
            38.554217,
            54.216867
        ],
        [
            1.833938,
            2.588185,
            1.219804,
            1.431074,
            1.900748,
            1.202917
        ],
        [
            109246,
            109246,
            6598,
            135451,
            135451,
            12559
        ],
        [
            -15797,
            -15797,
            -7563,
            -41521,
            -41521,
            -16198
        ],
        [
            148,
            263,
            34,
            148,
            263,
            34
        ],
        [
            176,
            374,
            35,
            176,
            374,
            35
        ],
        [
            124,
            192,
            33,
            124,
            192,
            33
        ],
        [
            24695,
            21833,
            2862,
            24695,
            21833,
            2862
        ],
        [
            1.50041,
            0,
            2.139299,
            1.50041,
            0,
            2.139299
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314006,
            230718,
            -160757,
            122181,
            -12356,
            -160111
        ]
    ]
}
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": 1751259300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758797735440,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 98,
            "offset": 0,
            "poles": 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)