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Trade: SKL/USDT/5/T3/HILO/2444

Strategy
SKL/USDT/5/T3/HILO/2444
Pair
SKL_USDT
Interval
5m
Score
331519
Daily Profit
1.614743
Profit Factor
1.829240
Profitability
33.809524
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-07 05:47
Expiration Time
2025-12-21 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 140175.8372 105379.3032 34796.534 143032.8507 74229.9669 68802.8838
Total P&L (%) 140.1758 105.3793 34.7965 143.0329 74.23 68.8029
Avg Daily Profit (%) 1.6147 1.2139 0.4008 1.0282 0.6416 0.6049
Buy And Hold Return (%) 22.8374 22.8374 22.8374 22.8374 22.8374 22.8374
Max Trade Drawdown -48856 -31454 -17887 -128551 -82855 -46763
Profit Factor 1.8292 2.1185 1.465 1.4066 1.361 1.4708
Total Trades 210 105 105 210 105 105
Winning Trades 71 30 41 71 30 41
Losing Trades 139 75 64 139 75 64
Profitability (%) 33.8095 28.5714 39.0476 33.8095 28.5714 39.0476
Ratio Avg Win / Avg Loss 3.5812 5.2962 2.2869 2.7538 3.4025 2.2959
Largest Winning Trade 119322 119322 15291 124792 124792 37097
Largest Losing Trade -11548 -11548 -7691 -30113 -30113 -13468
Avg Bars in Trades 116 99 134 116 99 134
Avg Bars in Winners 242 220 258 242 220 258
Avg Bars in Losers 52 51 54 52 51 54
Bars Traded 24518 10445 14073 24518 10445 14073
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 331519 -833 -5003 257721 -6220 134664
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752305400000,
    "first_datapoint_time": 1752355800000,
    "last_datapoint_time": 1759805100000,
    "evaluation_time": 1759805261991,
    "expiration_time": 1766285100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 169,
            "offset": 0,
            "a": 0.235
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            140175.8372482706,
            105379.3032014643,
            34796.5340468063,
            143032.8506675355,
            74229.9668903041,
            68802.8837772315
        ],
        [
            140.175837,
            105.379303,
            34.796534,
            143.032851,
            74.229967,
            68.802884
        ],
        [
            1.614743,
            1.213907,
            0.400836,
            1.028204,
            0.641614,
            0.604934
        ],
        [
            22.83737,
            22.83737,
            22.83737,
            22.83737,
            22.83737,
            22.83737
        ],
        [
            -48856,
            -31454,
            -17887,
            -128551,
            -82855,
            -46763
        ],
        [
            1.82924,
            2.118475,
            1.465042,
            1.406614,
            1.360986,
            1.470817
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            71,
            30,
            41,
            71,
            30,
            41
        ],
        [
            139,
            75,
            64,
            139,
            75,
            64
        ],
        [
            33.809524,
            28.571429,
            39.047619,
            33.809524,
            28.571429,
            39.047619
        ],
        [
            3.581187,
            5.296188,
            2.286895,
            2.753793,
            3.402466,
            2.295909
        ],
        [
            119322,
            119322,
            15291,
            124792,
            124792,
            37097
        ],
        [
            -11548,
            -11548,
            -7691,
            -30113,
            -30113,
            -13468
        ],
        [
            116,
            99,
            134,
            116,
            99,
            134
        ],
        [
            242,
            220,
            258,
            242,
            220,
            258
        ],
        [
            52,
            51,
            54,
            52,
            51,
            54
        ],
        [
            24518,
            10445,
            14073,
            24518,
            10445,
            14073
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331519,
            -833,
            -5003,
            257721,
            -6220,
            134664
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752305400000,
    "first_datapoint_time": 1752355800000,
    "last_datapoint_time": 1759805100000,
    "evaluation_time": 1759805261991,
    "expiration_time": 1766285100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 169,
            "offset": 0,
            "a": 0.235
        }
    },
    "second_band": {
        "type": "hilo",
        "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)