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Trade: SKL/USDT/5/T3/LINREG/2218

Strategy
SKL/USDT/5/T3/LINREG/2218
Pair
SKL_USDT
Interval
5m
Score
589904
Daily Profit
0.885528
Profit Factor
2.026569
Profitability
50.000000
Streak
5.423392
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 23:59
Expiration Time
2025-12-25 22:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 128372.3703 64370.1215 64002.2487 170045.1487 55072.0207 114973.1279
Total P&L (%) 128.3724 64.3701 64.0022 170.0451 55.072 114.9731
Avg Daily Profit (%) 1.4788 0.7415 0.7373 1.1509 0.5067 0.8855
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35194 -25731 -13988 -67936 -47956 -27493
Profit Factor 1.8251 1.7087 1.9883 1.6309 1.3496 2.0266
Total Trades 88 44 44 88 44 44
Winning Trades 38 16 22 38 16 22
Losing Trades 50 28 22 50 28 22
Profitability (%) 43.1818 36.3636 50 43.1818 36.3636 50
Ratio Avg Win / Avg Loss 2.4014 2.9902 1.9883 2.1459 2.3618 2.0266
Largest Winning Trade 44034 44034 20364 53368 53368 45689
Largest Losing Trade -13988 -11679 -13988 -27493 -20697 -27493
Avg Bars in Trades 279 263 296 279 263 296
Avg Bars in Winners 428 420 433 428 420 433
Avg Bars in Losers 167 174 158 167 174 158
Bars Traded 24636 11606 13031 24636 11606 13031
Profit Streak 1.1838 0 5.4234 1.1838 0 5.4234
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347531 285147 550879 323798 127936 589904
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752716400000,
    "first_datapoint_time": 1752785700000,
    "last_datapoint_time": 1760216100000,
    "evaluation_time": 1760216381050,
    "expiration_time": 1766696100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 232,
            "offset": 0,
            "a": 0.68844
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 227,
            "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": [
        [
            128372.3702685323,
            64370.1215366896,
            64002.2487318427,
            170045.1486547295,
            55072.0207427968,
            114973.1279119327
        ],
        [
            128.37237,
            64.370122,
            64.002249,
            170.045149,
            55.072021,
            114.973128
        ],
        [
            1.478774,
            0.741506,
            0.737268,
            1.150933,
            0.506658,
            0.885528
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35194,
            -25731,
            -13988,
            -67936,
            -47956,
            -27493
        ],
        [
            1.825069,
            1.708663,
            1.988349,
            1.630913,
            1.349609,
            2.026569
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            50,
            28,
            22,
            50,
            28,
            22
        ],
        [
            43.181818,
            36.363636,
            50,
            43.181818,
            36.363636,
            50
        ],
        [
            2.401407,
            2.990161,
            1.988349,
            2.145938,
            2.361815,
            2.026569
        ],
        [
            44034,
            44034,
            20364,
            53368,
            53368,
            45689
        ],
        [
            -13988,
            -11679,
            -13988,
            -27493,
            -20697,
            -27493
        ],
        [
            279,
            263,
            296,
            279,
            263,
            296
        ],
        [
            428,
            420,
            433,
            428,
            420,
            433
        ],
        [
            167,
            174,
            158,
            167,
            174,
            158
        ],
        [
            24636,
            11606,
            13031,
            24636,
            11606,
            13031
        ],
        [
            1.183808,
            0,
            5.423392,
            1.183808,
            0,
            5.423392
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347531,
            285147,
            550879,
            323798,
            127936,
            589904
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752716400000,
    "first_datapoint_time": 1752785700000,
    "last_datapoint_time": 1760216100000,
    "evaluation_time": 1760216381050,
    "expiration_time": 1766696100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 232,
            "offset": 0,
            "a": 0.68844
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 227,
            "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)