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Trade: SKL/USDT/5/EMA/JMA/2247

Strategy
SKL/USDT/5/EMA/JMA/2247
Pair
SKL_USDT
Interval
5m
Score
394650
Daily Profit
1.265042
Profit Factor
1.490600
Profitability
48.502994
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-25 16:11
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 109818.3036 86811.7234 23006.5802 104063.8961 76536.1215 27527.7746
Total P&L (%) 109.8183 86.8117 23.0066 104.0639 76.5361 27.5278
Avg Daily Profit (%) 1.265 1 0.265 0.825 0.6569 0.2805
Buy And Hold Return (%) 33.8762 33.8762 33.8762 33.8762 33.8762 33.8762
Max Trade Drawdown -62348 -45707 -34952 -163306 -113026 -101426
Profit Factor 1.4906 1.7057 1.2282 1.241 1.3286 1.1384
Total Trades 167 84 83 167 84 83
Winning Trades 81 33 48 81 33 48
Losing Trades 86 51 35 86 51 35
Profitability (%) 48.503 39.2857 57.8313 48.503 39.2857 57.8313
Ratio Avg Win / Avg Loss 1.5826 2.6361 0.8955 1.3176 2.0533 0.8301
Largest Winning Trade 55108 55108 14016 71480 71480 34251
Largest Losing Trade -28732 -10022 -28732 -90300 -32580 -90300
Avg Bars in Trades 146 138 153 146 138 153
Avg Bars in Winners 194 195 194 194 195 194
Avg Bars in Losers 100 101 97 100 101 97
Bars Traded 24405 11651 12753 24405 11651 12753
Profit Streak 0 0 6.7546 0 0 6.7546
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394650 223656 -159259 280546 46533 -227075

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": 1751293800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758805899629,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "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": [
        [
            109818.3035706592,
            86811.7233649261,
            23006.5802057331,
            104063.8961075242,
            76536.1215362882,
            27527.774571236
        ],
        [
            109.818304,
            86.811723,
            23.00658,
            104.063896,
            76.536122,
            27.527775
        ],
        [
            1.265042,
            1.00002,
            0.265022,
            0.825022,
            0.65686,
            0.280503
        ],
        [
            33.876221,
            33.876221,
            33.876221,
            33.876221,
            33.876221,
            33.876221
        ],
        [
            -62348,
            -45707,
            -34952,
            -163306,
            -113026,
            -101426
        ],
        [
            1.4906,
            1.705704,
            1.228171,
            1.240976,
            1.32859,
            1.138386
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            81,
            33,
            48,
            81,
            33,
            48
        ],
        [
            86,
            51,
            35,
            86,
            51,
            35
        ],
        [
            48.502994,
            39.285714,
            57.831325,
            48.502994,
            39.285714,
            57.831325
        ],
        [
            1.582613,
            2.636088,
            0.895541,
            1.317579,
            2.053276,
            0.830073
        ],
        [
            55108,
            55108,
            14016,
            71480,
            71480,
            34251
        ],
        [
            -28732,
            -10022,
            -28732,
            -90300,
            -32580,
            -90300
        ],
        [
            146,
            138,
            153,
            146,
            138,
            153
        ],
        [
            194,
            195,
            194,
            194,
            195,
            194
        ],
        [
            100,
            101,
            97,
            100,
            101,
            97
        ],
        [
            24405,
            11651,
            12753,
            24405,
            11651,
            12753
        ],
        [
            0,
            0,
            6.754625,
            0,
            0,
            6.754625
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394650,
            223656,
            -159259,
            280546,
            46533,
            -227075
        ]
    ]
}
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": 1751293800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758805899629,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "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)