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Trade: SKL/USDT/5/KCB/DEMA/5545

Strategy
SKL/USDT/5/KCB/DEMA/5545
Pair
SKL_USDT
Interval
5m
Score
318065
Daily Profit
0.872954
Profit Factor
2.045863
Profitability
38.888889
Streak
8.639281
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 16:25
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 169761.8358 122930.0222 46831.8136 252949.9895 140290.2921 112659.6974
Total P&L (%) 169.7618 122.93 46.8318 252.95 140.2903 112.6597
Avg Daily Profit (%) 1.9556 1.4161 0.5395 1.4634 1.015 0.873
Buy And Hold Return (%) 32.7234 32.7234 32.7234 32.7234 32.7234 32.7234
Max Trade Drawdown -29008 -20418 -12203 -104055 -73264 -37351
Profit Factor 2.5985 2.9602 2.0769 1.9181 1.8361 2.0459
Total Trades 72 36 36 72 36 36
Winning Trades 25 11 14 25 11 14
Losing Trades 47 25 22 47 25 22
Profitability (%) 34.7222 30.5556 38.8889 34.7222 30.5556 38.8889
Ratio Avg Win / Avg Loss 4.8853 6.7278 3.2638 3.606 4.1729 3.2149
Largest Winning Trade 101664 101664 14244 143350 143350 43499
Largest Losing Trade -12203 -11711 -12203 -37351 -31471 -37351
Avg Bars in Trades 336 291 380 336 291 380
Avg Bars in Winners 625 616 632 625 616 632
Avg Bars in Losers 182 149 220 182 149 220
Bars Traded 24204 10505 13699 24204 10505 13699
Profit Streak 7.3754 7.3754 8.6393 7.3754 7.3754 8.6393
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -72601 276068 -22321 -73133 202412 318065

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": 1758893133846,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 140,
            "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": [
        [
            169761.8358390304,
            122930.0221939437,
            46831.8136450868,
            252949.9895083265,
            140290.292125496,
            112659.6973828305
        ],
        [
            169.761836,
            122.930022,
            46.831814,
            252.94999,
            140.290292,
            112.659697
        ],
        [
            1.955556,
            1.416081,
            0.539475,
            1.463382,
            1.014997,
            0.872954
        ],
        [
            32.723358,
            32.723358,
            32.723358,
            32.723358,
            32.723358,
            32.723358
        ],
        [
            -29008,
            -20418,
            -12203,
            -104055,
            -73264,
            -37351
        ],
        [
            2.59854,
            2.960226,
            2.076942,
            1.91811,
            1.836096,
            2.045863
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            34.722222,
            30.555556,
            38.888889,
            34.722222,
            30.555556,
            38.888889
        ],
        [
            4.885254,
            6.727786,
            3.263766,
            3.606048,
            4.172945,
            3.214927
        ],
        [
            101664,
            101664,
            14244,
            143350,
            143350,
            43499
        ],
        [
            -12203,
            -11711,
            -12203,
            -37351,
            -31471,
            -37351
        ],
        [
            336,
            291,
            380,
            336,
            291,
            380
        ],
        [
            625,
            616,
            632,
            625,
            616,
            632
        ],
        [
            182,
            149,
            220,
            182,
            149,
            220
        ],
        [
            24204,
            10505,
            13699,
            24204,
            10505,
            13699
        ],
        [
            7.375392,
            7.375392,
            8.639281,
            7.375392,
            7.375392,
            8.639281
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72601,
            276068,
            -22321,
            -73133,
            202412,
            318065
        ]
    ]
}
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": 1758893133846,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 140,
            "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)