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Trade: SKL/USDT/5/ALMA/LINREG/8977

Strategy
SKL/USDT/5/ALMA/LINREG/8977
Pair
SKL_USDT
Interval
5m
Score
509316
Daily Profit
1.233738
Profit Factor
1.950002
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 10:30
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 214549.2476 148234.4199 66314.8277 406952.7527 217026.9314 189925.8213
Total P&L (%) 214.5492 148.2344 66.3148 406.9528 217.0269 189.9258
Avg Daily Profit (%) 2.4715 1.7076 0.7639 1.8875 1.338 1.2337
Buy And Hold Return (%) 33.8762 33.8762 33.8762 33.8762 33.8762 33.8762
Max Trade Drawdown -31401 -19416 -12893 -148758 -97270 -59610
Profit Factor 2.8303 3.3254 2.2402 1.9532 1.9561 1.95
Total Trades 81 40 41 81 40 41
Winning Trades 36 15 21 36 15 21
Losing Trades 45 25 20 45 25 20
Profitability (%) 44.4444 37.5 51.2195 44.4444 37.5 51.2195
Ratio Avg Win / Avg Loss 3.5379 5.5423 2.1335 2.4416 3.2602 1.8571
Largest Winning Trade 107496 107496 16952 203821 203821 68089
Largest Losing Trade -12273 -9642 -12273 -52702 -36596 -52702
Avg Bars in Trades 304 272 336 304 272 336
Avg Bars in Winners 456 458 454 456 458 454
Avg Bars in Losers 183 160 212 183 160 212
Bars Traded 24687 10894 13793 24687 10894 13793
Profit Streak 0 7.0874 0 0 7.0874 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -1226 445635 280077 -2981 392688 509316

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": 1751308200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758871852228,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 173,
            "offset": 98
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "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": [
        [
            214549.2476463595,
            148234.4198998018,
            66314.8277465577,
            406952.7527131129,
            217026.9314427334,
            189925.8212703792
        ],
        [
            214.549248,
            148.23442,
            66.314828,
            406.952753,
            217.026931,
            189.925821
        ],
        [
            2.471481,
            1.707573,
            0.763908,
            1.887477,
            1.338001,
            1.233738
        ],
        [
            33.876221,
            33.876221,
            33.876221,
            33.876221,
            33.876221,
            33.876221
        ],
        [
            -31401,
            -19416,
            -12893,
            -148758,
            -97270,
            -59610
        ],
        [
            2.830335,
            3.325359,
            2.240186,
            1.953241,
            1.956093,
            1.950002
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            45,
            25,
            20,
            45,
            25,
            20
        ],
        [
            44.444444,
            37.5,
            51.219512,
            44.444444,
            37.5,
            51.219512
        ],
        [
            3.537918,
            5.542265,
            2.13351,
            2.441551,
            3.260155,
            1.857145
        ],
        [
            107496,
            107496,
            16952,
            203821,
            203821,
            68089
        ],
        [
            -12273,
            -9642,
            -12273,
            -52702,
            -36596,
            -52702
        ],
        [
            304,
            272,
            336,
            304,
            272,
            336
        ],
        [
            456,
            458,
            454,
            456,
            458,
            454
        ],
        [
            183,
            160,
            212,
            183,
            160,
            212
        ],
        [
            24687,
            10894,
            13793,
            24687,
            10894,
            13793
        ],
        [
            0,
            7.08741,
            0,
            0,
            7.08741,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -1226,
            445635,
            280077,
            -2981,
            392688,
            509316
        ]
    ]
}
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": 1751308200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758871852228,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 173,
            "offset": 98
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "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)