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Trade: SKL/USDT/5/T3/MIDPOINT/4035

Strategy
SKL/USDT/5/T3/MIDPOINT/4035
Pair
SKL_USDT
Interval
5m
Score
429579
Daily Profit
1.578764
Profit Factor
1.687472
Profitability
40.217391
Streak
5.763827
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-30 23:34
Expiration Time
2025-12-14 22:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 170593.6844 124875.0587 45718.6257 289548.792 163734.4148 125814.3772
Total P&L (%) 170.5937 124.8751 45.7186 289.5488 163.7344 125.8144
Avg Daily Profit (%) 1.9651 1.4385 0.5267 1.5788 1.1234 0.9427
Buy And Hold Return (%) 44.7892 44.7892 44.7892 44.7892 44.7892 44.7892
Max Trade Drawdown -39054 -28355 -16895 -149898 -109781 -57683
Profit Factor 2.0788 2.4932 1.6137 1.6875 1.7071 1.6636
Total Trades 92 46 46 92 46 46
Winning Trades 37 16 21 37 16 21
Losing Trades 55 30 25 55 30 25
Profitability (%) 40.2174 34.7826 45.6522 40.2174 34.7826 45.6522
Ratio Avg Win / Avg Loss 3.0901 4.6748 1.921 2.5084 3.2007 1.9804
Largest Winning Trade 54059 54059 24306 96204 96204 58124
Largest Losing Trade -10045 -6765 -10045 -34888 -22315 -34888
Avg Bars in Trades 261 267 256 261 267 256
Avg Bars in Winners 422 463 390 422 463 390
Avg Bars in Losers 154 163 143 154 163 143
Bars Traded 24101 12308 11793 24101 12308 11793
Profit Streak 5.7638 5.7638 6.243 5.7638 5.7638 6.243
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395571 275999 -148724 429579 239299 355431
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751764500000,
    "first_datapoint_time": 1751837700000,
    "last_datapoint_time": 1759264200000,
    "evaluation_time": 1759264494657,
    "expiration_time": 1765744200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 125,
            "offset": 120,
            "a": 0.7162
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 169,
            "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": [
        [
            170593.6844336487,
            124875.0586957656,
            45718.6257378832,
            289548.7919896746,
            163734.4148138562,
            125814.3771758185
        ],
        [
            170.593684,
            124.875059,
            45.718626,
            289.548792,
            163.734415,
            125.814377
        ],
        [
            1.965139,
            1.438487,
            0.526652,
            1.578764,
            1.123384,
            0.942722
        ],
        [
            44.789227,
            44.789227,
            44.789227,
            44.789227,
            44.789227,
            44.789227
        ],
        [
            -39054,
            -28355,
            -16895,
            -149898,
            -109781,
            -57683
        ],
        [
            2.07882,
            2.493207,
            1.613664,
            1.687472,
            1.707055,
            1.663555
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            55,
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            25,
            55,
            30,
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        ],
        [
            40.217391,
            34.782609,
            45.652174,
            40.217391,
            34.782609,
            45.652174
        ],
        [
            3.090139,
            4.674762,
            1.921029,
            2.508405,
            3.200728,
            1.980423
        ],
        [
            54059,
            54059,
            24306,
            96204,
            96204,
            58124
        ],
        [
            -10045,
            -6765,
            -10045,
            -34888,
            -22315,
            -34888
        ],
        [
            261,
            267,
            256,
            261,
            267,
            256
        ],
        [
            422,
            463,
            390,
            422,
            463,
            390
        ],
        [
            154,
            163,
            143,
            154,
            163,
            143
        ],
        [
            24101,
            12308,
            11793,
            24101,
            12308,
            11793
        ],
        [
            5.763827,
            5.763827,
            6.242994,
            5.763827,
            5.763827,
            6.242994
        ],
        [
            2,
            1,
            1,
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            1,
            1
        ],
        [
            0.8,
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            0.8,
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            1.45
        ],
        [
            395571,
            275999,
            -148724,
            429579,
            239299,
            355431
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751764500000,
    "first_datapoint_time": 1751837700000,
    "last_datapoint_time": 1759264200000,
    "evaluation_time": 1759264494657,
    "expiration_time": 1765744200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 125,
            "offset": 120,
            "a": 0.7162
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 169,
            "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)