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Trade: SKL/USDT/5/KCL/T3/9301

Strategy
SKL/USDT/5/KCL/T3/9301
Pair
SKL_USDT
Interval
5m
Score
492060
Daily Profit
0.902260
Profit Factor
1.656694
Profitability
48.421053
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 11:30
Expiration Time
2025-12-24 10:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78325.1997 58406.8249 19918.3748 48910.153 19142.6118 29767.5413
Total P&L (%) 78.3252 58.4068 19.9184 48.9102 19.1426 29.7675
Avg Daily Profit (%) 0.9023 0.6728 0.2294 0.4597 0.202 0.3006
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27846 -38779 -3990 -48582 -67655 -6717
Profit Factor 1.6567 1.566 2.2392 1.2863 1.1297 2.2833
Total Trades 95 47 48 95 47 48
Winning Trades 46 15 31 46 15 31
Losing Trades 49 32 17 49 32 17
Profitability (%) 48.4211 31.9149 64.5833 48.4211 31.9149 64.5833
Ratio Avg Win / Avg Loss 1.7647 3.3407 1.228 1.3702 2.41 1.2521
Largest Winning Trade 104169 104169 4639 91977 91977 8361
Largest Losing Trade -13515 -13515 -3990 -22924 -22924 -6717
Avg Bars in Trades 256 455 62 256 455 62
Avg Bars in Winners 293 750 72 293 750 72
Avg Bars in Losers 222 316 45 222 316 45
Bars Traded 24390 21387 3003 24390 21387 3003
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492060 173196 168059 219731 -85491 310234
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752585000000,
    "first_datapoint_time": 1752628200000,
    "last_datapoint_time": 1760084700000,
    "evaluation_time": 1760085040968,
    "expiration_time": 1766564700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 51,
            "offset": 0,
            "a": 0.65284
        }
    }
}
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": [
        [
            78325.1997201028,
            58406.8249241841,
            19918.3747959188,
            48910.1530249197,
            19142.611770036,
            29767.5412548837
        ],
        [
            78.3252,
            58.406825,
            19.918375,
            48.910153,
            19.142612,
            29.767541
        ],
        [
            0.90226,
            0.672812,
            0.229448,
            0.459725,
            0.201967,
            0.300617
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27846,
            -38779,
            -3990,
            -48582,
            -67655,
            -6717
        ],
        [
            1.656694,
            1.565964,
            2.239227,
            1.286337,
            1.129678,
            2.283288
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            46,
            15,
            31,
            46,
            15,
            31
        ],
        [
            49,
            32,
            17,
            49,
            32,
            17
        ],
        [
            48.421053,
            31.914894,
            64.583333,
            48.421053,
            31.914894,
            64.583333
        ],
        [
            1.764739,
            3.340724,
            1.227963,
            1.370228,
            2.409979,
            1.252126
        ],
        [
            104169,
            104169,
            4639,
            91977,
            91977,
            8361
        ],
        [
            -13515,
            -13515,
            -3990,
            -22924,
            -22924,
            -6717
        ],
        [
            256,
            455,
            62,
            256,
            455,
            62
        ],
        [
            293,
            750,
            72,
            293,
            750,
            72
        ],
        [
            222,
            316,
            45,
            222,
            316,
            45
        ],
        [
            24390,
            21387,
            3003,
            24390,
            21387,
            3003
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492060,
            173196,
            168059,
            219731,
            -85491,
            310234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752585000000,
    "first_datapoint_time": 1752628200000,
    "last_datapoint_time": 1760084700000,
    "evaluation_time": 1760085040968,
    "expiration_time": 1766564700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 51,
            "offset": 0,
            "a": 0.65284
        }
    }
}

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)