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Trade: SKL/USDT/3/SSF/ALMA/6805

Strategy
SKL/USDT/3/SSF/ALMA/6805
Pair
SKL_USDT
Interval
3m
Score
313959
Daily Profit
2.288977
Profit Factor
1.717133
Profitability
35.714286
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-13 04:06
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 119209.9162 85516.0741 33693.8421 151707.2563 72061.7493 79645.507
Total P&L (%) 119.2099 85.5161 33.6938 151.7073 72.0617 79.6455
Avg Daily Profit (%) 2.289 1.642 0.647 1.7883 1.0475 1.1312
Buy And Hold Return (%) 27.9665 27.9665 27.9665 27.9665 27.9665 27.9665
Max Trade Drawdown -37470 -32916 -23053 -112180 -96989 -33365
Profit Factor 1.7171 2.0277 1.4059 1.3886 1.3419 1.4433
Total Trades 196 98 98 196 98 98
Winning Trades 70 34 36 70 34 36
Losing Trades 126 64 62 126 64 62
Profitability (%) 35.7143 34.6939 36.7347 35.7143 34.6939 36.7347
Ratio Avg Win / Avg Loss 3.0908 3.8168 2.4212 2.4994 2.526 2.4857
Largest Winning Trade 47806 47806 22866 71171 71171 37130
Largest Losing Trade -13214 -7357 -13214 -24835 -24835 -16602
Avg Bars in Trades 126 107 144 126 107 144
Avg Bars in Winners 209 178 238 209 178 238
Avg Bars in Losers 79 69 90 79 69 90
Bars Traded 24704 10519 14185 24704 10519 14185
Profit Streak 0 15.6211 0 0 15.6211 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313959 235907 -96289 277445 115441 156694
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": 1754567100000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760317579428,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 235,
            "offset": 107,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 39,
            "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": [
        [
            119209.9162197392,
            85516.0741047002,
            33693.8421150391,
            151707.2562971433,
            72061.7492889547,
            79645.507008189
        ],
        [
            119.209916,
            85.516074,
            33.693842,
            151.707256,
            72.061749,
            79.645507
        ],
        [
            2.288977,
            1.642014,
            0.646963,
            1.78826,
            1.047466,
            1.131187
        ],
        [
            27.966519,
            27.966519,
            27.966519,
            27.966519,
            27.966519,
            27.966519
        ],
        [
            -37470,
            -32916,
            -23053,
            -112180,
            -96989,
            -33365
        ],
        [
            1.717133,
            2.027678,
            1.40586,
            1.388566,
            1.341915,
            1.443288
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            126,
            64,
            62,
            126,
            64,
            62
        ],
        [
            35.714286,
            34.693878,
            36.734694,
            35.714286,
            34.693878,
            36.734694
        ],
        [
            3.090839,
            3.816806,
            2.421203,
            2.499418,
            2.525958,
            2.485663
        ],
        [
            47806,
            47806,
            22866,
            71171,
            71171,
            37130
        ],
        [
            -13214,
            -7357,
            -13214,
            -24835,
            -24835,
            -16602
        ],
        [
            126,
            107,
            144,
            126,
            107,
            144
        ],
        [
            209,
            178,
            238,
            209,
            178,
            238
        ],
        [
            79,
            69,
            90,
            79,
            69,
            90
        ],
        [
            24704,
            10519,
            14185,
            24704,
            10519,
            14185
        ],
        [
            0,
            15.621058,
            0,
            0,
            15.621058,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313959,
            235907,
            -96289,
            277445,
            115441,
            156694
        ]
    ]
}
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": 1754567100000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760317579428,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 235,
            "offset": 107,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 39,
            "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)