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Trade: SKL/USDT/5/KCL/SINWMA/4447

Strategy
SKL/USDT/5/KCL/SINWMA/4447
Pair
SKL_USDT
Interval
5m
Score
599873
Daily Profit
0.498300
Profit Factor
4.698643
Profitability
62.857143
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-09 15:18
Expiration Time
2025-12-23 14:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92953.3541 61632.032 31321.3221 92590.6742 38634.2187 53956.4555
Total P&L (%) 92.9534 61.632 31.3213 92.5907 38.6342 53.9565
Avg Daily Profit (%) 1.0708 0.71 0.3608 0.7578 0.377 0.4983
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23410 -30055 -4102 -41398 -62945 -3908
Profit Factor 2.1366 1.8568 4.1807 1.6649 1.3099 4.6986
Total Trades 69 34 35 69 34 35
Winning Trades 37 15 22 37 15 22
Losing Trades 32 19 13 32 19 13
Profitability (%) 53.6232 44.1176 62.8571 53.6232 44.1176 62.8571
Ratio Avg Win / Avg Loss 1.8479 2.3519 2.4704 1.4399 1.6592 2.7765
Largest Winning Trade 84418 84418 7036 85424 85424 13131
Largest Losing Trade -9289 -9289 -1746 -18471 -18471 -2594
Avg Bars in Trades 339 612 74 339 612 74
Avg Bars in Winners 397 870 75 397 870 75
Avg Bars in Losers 273 409 74 273 409 74
Bars Traded 23455 20831 2624 23455 20831 2624
Profit Streak 0 1.6207 0 0 1.6207 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 -90428 298218 474626 -93045 49825 599873
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752512400000,
    "first_datapoint_time": 1752579000000,
    "last_datapoint_time": 1760012100000,
    "evaluation_time": 1760012325933,
    "expiration_time": 1766492100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "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": [
        [
            92953.3541096614,
            61632.0320337197,
            31321.3220759417,
            92590.6742066432,
            38634.2186825067,
            53956.4555241366
        ],
        [
            92.953354,
            61.632032,
            31.321322,
            92.590674,
            38.634219,
            53.956456
        ],
        [
            1.070768,
            0.709965,
            0.360803,
            0.757836,
            0.377012,
            0.4983
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23410,
            -30055,
            -4102,
            -41398,
            -62945,
            -3908
        ],
        [
            2.136584,
            1.856764,
            4.18071,
            1.66491,
            1.309905,
            4.698643
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            53.623188,
            44.117647,
            62.857143,
            53.623188,
            44.117647,
            62.857143
        ],
        [
            1.847856,
            2.351901,
            2.47042,
            1.439922,
            1.659213,
            2.776471
        ],
        [
            84418,
            84418,
            7036,
            85424,
            85424,
            13131
        ],
        [
            -9289,
            -9289,
            -1746,
            -18471,
            -18471,
            -2594
        ],
        [
            339,
            612,
            74,
            339,
            612,
            74
        ],
        [
            397,
            870,
            75,
            397,
            870,
            75
        ],
        [
            273,
            409,
            74,
            273,
            409,
            74
        ],
        [
            23455,
            20831,
            2624,
            23455,
            20831,
            2624
        ],
        [
            0,
            1.62067,
            0,
            0,
            1.620671,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90428,
            298218,
            474626,
            -93045,
            49825,
            599873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752512400000,
    "first_datapoint_time": 1752579000000,
    "last_datapoint_time": 1760012100000,
    "evaluation_time": 1760012325933,
    "expiration_time": 1766492100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "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)