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Trade: SKL/USDT/5/T3/WMA/7991

Strategy
SKL/USDT/5/T3/WMA/7991
Pair
SKL_USDT
Interval
5m
Score
517250
Daily Profit
1.541404
Profit Factor
2.018593
Profitability
43.023256
Streak
7.036028
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 07:26
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 163705.7683 114016.0765 49689.6918 277305.448 142659.5025 134645.9455
Total P&L (%) 163.7058 114.0161 49.6897 277.3054 142.6595 134.6459
Avg Daily Profit (%) 1.8858 1.3134 0.5724 1.5414 1.0264 0.9873
Buy And Hold Return (%) 33.0097 33.0097 33.0097 33.0097 33.0097 33.0097
Max Trade Drawdown -37333 -21267 -23599 -111026 -71408 -47486
Profit Factor 2.2264 2.7624 1.7223 2.0186 2.016 2.0214
Total Trades 86 43 43 86 43 43
Winning Trades 37 17 20 37 17 20
Losing Trades 49 26 23 49 26 23
Profitability (%) 43.0233 39.5349 46.5116 43.0233 39.5349 46.5116
Ratio Avg Win / Avg Loss 2.9485 4.2249 1.9806 2.6733 3.0833 2.3246
Largest Winning Trade 41670 41670 26576 67475 67475 56124
Largest Losing Trade -13877 -5394 -13877 -21312 -14908 -21312
Avg Bars in Trades 277 279 274 277 279 274
Avg Bars in Winners 430 430 430 430 430 430
Avg Bars in Losers 161 181 139 161 181 139
Bars Traded 23834 12030 11804 23834 12030 11804
Profit Streak 7.036 7.036 7.1714 7.036 7.036 7.1714
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493146 377177 64025 517250 344116 449943

Evaluation Data

{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751288700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758860812784,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 206,
            "offset": 0,
            "a": 0.66315
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "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": [
        [
            163705.7683061313,
            114016.0765136964,
            49689.6917924349,
            277305.4480300571,
            142659.5025029701,
            134645.9455270871
        ],
        [
            163.705768,
            114.016077,
            49.689692,
            277.305448,
            142.659503,
            134.645946
        ],
        [
            1.885794,
            1.313398,
            0.572396,
            1.541404,
            1.026415,
            0.987342
        ],
        [
            33.009709,
            33.009709,
            33.009709,
            33.009709,
            33.009709,
            33.009709
        ],
        [
            -37333,
            -21267,
            -23599,
            -111026,
            -71408,
            -47486
        ],
        [
            2.226388,
            2.762445,
            1.722296,
            2.018593,
            2.015981,
            2.021375
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            43.023256,
            39.534884,
            46.511628,
            43.023256,
            39.534884,
            46.511628
        ],
        [
            2.94846,
            4.224917,
            1.98064,
            2.673272,
            3.083264,
            2.324582
        ],
        [
            41670,
            41670,
            26576,
            67475,
            67475,
            56124
        ],
        [
            -13877,
            -5394,
            -13877,
            -21312,
            -14908,
            -21312
        ],
        [
            277,
            279,
            274,
            277,
            279,
            274
        ],
        [
            430,
            430,
            430,
            430,
            430,
            430
        ],
        [
            161,
            181,
            139,
            161,
            181,
            139
        ],
        [
            23834,
            12030,
            11804,
            23834,
            12030,
            11804
        ],
        [
            7.036028,
            7.036028,
            7.171444,
            7.036028,
            7.036028,
            7.171444
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493146,
            377177,
            64025,
            517250,
            344116,
            449943
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751288700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758860812784,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 206,
            "offset": 0,
            "a": 0.66315
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "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)