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Trade: SKL/USDT/5/ALMA/T3/8677

Strategy
SKL/USDT/5/ALMA/T3/8677
Pair
SKL_USDT
Interval
5m
Score
320004
Daily Profit
1.099283
Profit Factor
1.463701
Profitability
42.105263
Streak
6.953263
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-02 04:22
Expiration Time
2025-12-16 03:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 122148.6262 95523.5692 26625.0571 158333.4138 115756.8169 42576.5969
Total P&L (%) 122.1486 95.5236 26.6251 158.3334 115.7568 42.5766
Avg Daily Profit (%) 1.4071 1.1004 0.3067 1.0993 0.8898 0.4094
Buy And Hold Return (%) 52.9982 52.9982 52.9982 52.9982 52.9982 52.9982
Max Trade Drawdown -40433 -25954 -18091 -101357 -66090 -41347
Profit Factor 1.7669 2.27 1.3167 1.4637 1.7233 1.2347
Total Trades 95 47 48 95 47 48
Winning Trades 40 17 23 40 17 23
Losing Trades 55 30 25 55 30 25
Profitability (%) 42.1053 36.1702 47.9167 42.1053 36.1702 47.9167
Ratio Avg Win / Avg Loss 2.4295 4.0059 1.4312 2.0126 3.0412 1.342
Largest Winning Trade 46376 46376 16037 66791 66791 37160
Largest Losing Trade -14968 -9254 -14968 -39805 -20925 -39805
Avg Bars in Trades 258 233 282 258 233 282
Avg Bars in Winners 385 351 410 385 351 410
Avg Bars in Losers 165 167 164 165 167 164
Bars Traded 24546 10996 13550 24546 10996 13550
Profit Streak 6.9533 6.9533 7.5123 6.9533 6.9533 7.5123
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308748 92373 -158584 320004 139435 -158208
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751868000000,
    "first_datapoint_time": 1751943600000,
    "last_datapoint_time": 1759367700000,
    "evaluation_time": 1759368161948,
    "expiration_time": 1765847700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 174,
            "offset": 79
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 99,
            "offset": 0,
            "a": 0.79727
        }
    }
}
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": [
        [
            122148.6262492119,
            95523.5691770436,
            26625.0570721684,
            158333.413794944,
            115756.8168546307,
            42576.5969403132
        ],
        [
            122.148626,
            95.523569,
            26.625057,
            158.333414,
            115.756817,
            42.576597
        ],
        [
            1.40708,
            1.100375,
            0.306705,
            1.099283,
            0.889757,
            0.40944
        ],
        [
            52.998183,
            52.998183,
            52.998183,
            52.998183,
            52.998183,
            52.998183
        ],
        [
            -40433,
            -25954,
            -18091,
            -101357,
            -66090,
            -41347
        ],
        [
            1.766914,
            2.270035,
            1.31674,
            1.463701,
            1.723327,
            1.234683
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            42.105263,
            36.170213,
            47.916667,
            42.105263,
            36.170213,
            47.916667
        ],
        [
            2.429506,
            4.005943,
            1.431239,
            2.012589,
            3.041166,
            1.342047
        ],
        [
            46376,
            46376,
            16037,
            66791,
            66791,
            37160
        ],
        [
            -14968,
            -9254,
            -14968,
            -39805,
            -20925,
            -39805
        ],
        [
            258,
            233,
            282,
            258,
            233,
            282
        ],
        [
            385,
            351,
            410,
            385,
            351,
            410
        ],
        [
            165,
            167,
            164,
            165,
            167,
            164
        ],
        [
            24546,
            10996,
            13550,
            24546,
            10996,
            13550
        ],
        [
            6.953263,
            6.953263,
            7.512291,
            6.953263,
            6.953263,
            7.512291
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308748,
            92373,
            -158584,
            320004,
            139435,
            -158208
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751868000000,
    "first_datapoint_time": 1751943600000,
    "last_datapoint_time": 1759367700000,
    "evaluation_time": 1759368161948,
    "expiration_time": 1765847700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 174,
            "offset": 79
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 99,
            "offset": 0,
            "a": 0.79727
        }
    }
}

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)