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Trade: SKL/USDT/3/KCU/ZLMA/2590

Strategy
SKL/USDT/3/KCU/ZLMA/2590
Pair
SKL_USDT
Interval
3m
Score
303393
Daily Profit
1.081005
Profit Factor
2.977654
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-01 14:51
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71335.8877 56298.731 15037.1567 68219.4374 55453.9735 12765.4638
Total P&L (%) 71.3359 56.2987 15.0372 68.2194 55.454 12.7655
Avg Daily Profit (%) 1.3697 1.081 0.2887 1.0037 0.8507 0.231
Buy And Hold Return (%) 29.4323 29.4323 29.4323 29.4323 29.4323 29.4323
Max Trade Drawdown -36356 -9734 -46313 -40315 -18141 -50621
Profit Factor 1.6335 2.9777 1.1787 1.4846 2.3312 1.1288
Total Trades 58 29 29 58 29 29
Winning Trades 28 14 14 28 14 14
Losing Trades 30 15 15 30 15 15
Profitability (%) 48.2759 48.2759 48.2759 48.2759 48.2759 48.2759
Ratio Avg Win / Avg Loss 1.7502 3.1903 1.2629 1.5907 2.4977 1.2094
Largest Winning Trade 26564 26564 20051 29189 24469 29189
Largest Losing Trade -29539 -9734 -29539 -31973 -18141 -31973
Avg Bars in Trades 422 63 781 422 63 781
Avg Bars in Winners 758 85 1431 758 85 1431
Avg Bars in Losers 109 43 175 109 43 175
Bars Traded 24519 1845 22674 24519 1845 22674
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 -169954 303393 -184127 -171747 244395 -239513
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754580960000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759319513339,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 185,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 134,
            "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": [
        [
            71335.8876616507,
            56298.7309936109,
            15037.1566680399,
            68219.4373611262,
            55453.9735439562,
            12765.4638171701
        ],
        [
            71.335888,
            56.298731,
            15.037157,
            68.219437,
            55.453974,
            12.765464
        ],
        [
            1.369737,
            1.081005,
            0.288732,
            1.003657,
            0.850717,
            0.23095
        ],
        [
            29.432271,
            29.432271,
            29.432271,
            29.432271,
            29.432271,
            29.432271
        ],
        [
            -36356,
            -9734,
            -46313,
            -40315,
            -18141,
            -50621
        ],
        [
            1.633477,
            2.977654,
            1.17871,
            1.484642,
            2.331179,
            1.128808
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            48.275862,
            48.275862,
            48.275862,
            48.275862,
            48.275862,
            48.275862
        ],
        [
            1.750154,
            3.190344,
            1.262904,
            1.590688,
            2.497692,
            1.209437
        ],
        [
            26564,
            26564,
            20051,
            29189,
            24469,
            29189
        ],
        [
            -29539,
            -9734,
            -29539,
            -31973,
            -18141,
            -31973
        ],
        [
            422,
            63,
            781,
            422,
            63,
            781
        ],
        [
            758,
            85,
            1431,
            758,
            85,
            1431
        ],
        [
            109,
            43,
            175,
            109,
            43,
            175
        ],
        [
            24519,
            1845,
            22674,
            24519,
            1845,
            22674
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169954,
            303393,
            -184127,
            -171747,
            244395,
            -239513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754580960000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759319513339,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 185,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 134,
            "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)