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Trade: SKL/USDT/5/DCL/LINREG/6112

Strategy
SKL/USDT/5/DCL/LINREG/6112
Pair
SKL_USDT
Interval
5m
Score
431605
Daily Profit
1.444731
Profit Factor
1.853262
Profitability
47.651007
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-27 01:30
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 125417.0933 101390.1702 24026.9231 121124.3535 67868.7688 53255.5847
Total P&L (%) 125.4171 101.3902 24.0269 121.1244 67.8688 53.2556
Avg Daily Profit (%) 1.4447 1.168 0.2768 0.9183 0.5985 0.493
Buy And Hold Return (%) 32.7234 32.7234 32.7234 32.7234 32.7234 32.7234
Max Trade Drawdown -32902 -32472 -6580 -90993 -99208 -17701
Profit Factor 1.8533 1.8402 1.9133 1.3838 1.2592 1.9911
Total Trades 149 74 75 149 74 75
Winning Trades 71 28 43 71 28 43
Losing Trades 78 46 32 78 46 32
Profitability (%) 47.651 37.8378 57.3333 47.651 37.8378 57.3333
Ratio Avg Win / Avg Loss 2.036 3.0231 1.4239 1.5202 2.0686 1.4818
Largest Winning Trade 105580 105580 6654 142386 142386 18510
Largest Losing Trade -9426 -9426 -3361 -28029 -28029 -9357
Avg Bars in Trades 162 304 22 162 304 22
Avg Bars in Winners 188 439 24 188 439 24
Avg Bars in Losers 139 222 18 139 222 18
Bars Traded 24225 22556 1669 24225 22556 1669
Profit Streak 0 4.3823 0 0 4.3823 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431605 -56997 -212099 345798 -64957 -53973
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": 1751300400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758925833004,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "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": [
        [
            125417.0932542386,
            101390.1701614737,
            24026.9230927648,
            121124.3534620276,
            67868.7687685196,
            53255.584693508
        ],
        [
            125.417093,
            101.39017,
            24.026923,
            121.124353,
            67.868769,
            53.255585
        ],
        [
            1.444731,
            1.167955,
            0.276776,
            0.91832,
            0.598504,
            0.493017
        ],
        [
            32.723358,
            32.723358,
            32.723358,
            32.723358,
            32.723358,
            32.723358
        ],
        [
            -32902,
            -32472,
            -6580,
            -90993,
            -99208,
            -17701
        ],
        [
            1.853262,
            1.84017,
            1.913317,
            1.383798,
            1.259177,
            1.991136
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            71,
            28,
            43,
            71,
            28,
            43
        ],
        [
            78,
            46,
            32,
            78,
            46,
            32
        ],
        [
            47.651007,
            37.837838,
            57.333333,
            47.651007,
            37.837838,
            57.333333
        ],
        [
            2.035978,
            3.023137,
            1.423864,
            1.520228,
            2.068648,
            1.481776
        ],
        [
            105580,
            105580,
            6654,
            142386,
            142386,
            18510
        ],
        [
            -9426,
            -9426,
            -3361,
            -28029,
            -28029,
            -9357
        ],
        [
            162,
            304,
            22,
            162,
            304,
            22
        ],
        [
            188,
            439,
            24,
            188,
            439,
            24
        ],
        [
            139,
            222,
            18,
            139,
            222,
            18
        ],
        [
            24225,
            22556,
            1669,
            24225,
            22556,
            1669
        ],
        [
            0,
            4.382326,
            0,
            0,
            4.382326,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431605,
            -56997,
            -212099,
            345798,
            -64957,
            -53973
        ]
    ]
}
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": 1751300400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758925833004,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "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)