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Trade: SKL/USDT/5/DCU/VWAP/3572

Strategy
SKL/USDT/5/DCU/VWAP/3572
Pair
SKL_USDT
Interval
5m
Score
538180
Daily Profit
0.927598
Profit Factor
2.936331
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-09 13:03
Expiration Time
2025-12-23 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132549.7092 80524.7562 52024.9529 185531.4295 82466.027 103065.4025
Total P&L (%) 132.5497 80.5248 52.025 185.5314 82.466 103.0654
Avg Daily Profit (%) 1.5269 0.9276 0.5993 1.2159 0.6952 0.8193
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18053 -10835 -14927 -39934 -21283 -29092
Profit Factor 2.3191 2.9363 1.8833 1.9003 2.0272 1.8193
Total Trades 74 37 37 74 37 37
Winning Trades 35 17 18 35 17 18
Losing Trades 39 20 19 39 20 19
Profitability (%) 47.2973 45.9459 48.6486 47.2973 45.9459 48.6486
Ratio Avg Win / Avg Loss 2.5841 3.4545 1.9879 2.1175 2.3849 1.9203
Largest Winning Trade 64553 64553 26115 72497 72497 48262
Largest Losing Trade -10123 -5733 -10123 -22318 -12607 -22318
Avg Bars in Trades 322 132 512 322 132 512
Avg Bars in Winners 527 162 871 527 162 871
Avg Bars in Losers 138 106 171 138 106 171
Bars Traded 23833 4887 18946 23833 4887 18946
Profit Streak 2.1034 0 2.5513 2.1034 0 2.5513
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55959 538180 337524 -57037 438778 438578
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752504000000,
    "first_datapoint_time": 1752620700000,
    "last_datapoint_time": 1760003700000,
    "evaluation_time": 1760004233197,
    "expiration_time": 1766483700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 147,
            "offset": 243
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            132549.7091548237,
            80524.7562286645,
            52024.9529261592,
            185531.4295273844,
            82466.0269898333,
            103065.4025375512
        ],
        [
            132.549709,
            80.524756,
            52.024953,
            185.53143,
            82.466027,
            103.065403
        ],
        [
            1.526894,
            0.927598,
            0.599297,
            1.215929,
            0.695175,
            0.819325
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18053,
            -10835,
            -14927,
            -39934,
            -21283,
            -29092
        ],
        [
            2.319062,
            2.936331,
            1.883252,
            1.900276,
            2.027199,
            1.819277
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            47.297297,
            45.945946,
            48.648649,
            47.297297,
            45.945946,
            48.648649
        ],
        [
            2.584098,
            3.454507,
            1.987877,
            2.11745,
            2.38494,
            1.920348
        ],
        [
            64553,
            64553,
            26115,
            72497,
            72497,
            48262
        ],
        [
            -10123,
            -5733,
            -10123,
            -22318,
            -12607,
            -22318
        ],
        [
            322,
            132,
            512,
            322,
            132,
            512
        ],
        [
            527,
            162,
            871,
            527,
            162,
            871
        ],
        [
            138,
            106,
            171,
            138,
            106,
            171
        ],
        [
            23833,
            4887,
            18946,
            23833,
            4887,
            18946
        ],
        [
            2.103393,
            0,
            2.55131,
            2.103393,
            0,
            2.55131
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55959,
            538180,
            337524,
            -57037,
            438778,
            438578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752504000000,
    "first_datapoint_time": 1752620700000,
    "last_datapoint_time": 1760003700000,
    "evaluation_time": 1760004233197,
    "expiration_time": 1766483700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 147,
            "offset": 243
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)