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Trade: SKL/USDT/5/EMA/ZLMA/1434

Strategy
SKL/USDT/5/EMA/ZLMA/1434
Pair
SKL_USDT
Interval
5m
Score
313502
Daily Profit
1.089829
Profit Factor
1.554997
Profitability
36.263736
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 20:59
Expiration Time
2025-12-24 19:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94608.0674 67903.2468 26704.8206 61138.3723 28759.7453 32378.627
Total P&L (%) 94.6081 67.9032 26.7048 61.1384 28.7597 32.3786
Avg Daily Profit (%) 1.0898 0.7822 0.3076 0.5511 0.2916 0.3236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59740 -38038 -23173 -120489 -75887 -48523
Profit Factor 1.555 1.6656 1.3901 1.211 1.1655 1.2793
Total Trades 91 46 45 91 46 45
Winning Trades 33 11 22 33 11 22
Losing Trades 58 35 23 58 35 23
Profitability (%) 36.2637 23.913 48.8889 36.2637 23.913 48.8889
Ratio Avg Win / Avg Loss 2.733 5.2998 1.4533 2.1285 3.7083 1.3375
Largest Winning Trade 108276 108276 16403 100925 100925 30699
Largest Losing Trade -11927 -10051 -11927 -23791 -23233 -23791
Avg Bars in Trades 269 224 315 269 224 315
Avg Bars in Winners 480 480 480 480 480 480
Avg Bars in Losers 149 143 157 149 143 157
Bars Traded 24512 10321 14191 24512 10321 14191
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313502 -21143 124513 130917 -68974 123223
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752619200000,
    "first_datapoint_time": 1752705900000,
    "last_datapoint_time": 1760118900000,
    "evaluation_time": 1760119177941,
    "expiration_time": 1766598900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 171,
            "offset": 119
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "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": [
        [
            94608.0674101663,
            67903.2468181218,
            26704.8205920444,
            61138.3723257484,
            28759.7452991534,
            32378.6270265951
        ],
        [
            94.608067,
            67.903247,
            26.704821,
            61.138372,
            28.759745,
            32.378627
        ],
        [
            1.089829,
            0.782205,
            0.307624,
            0.551096,
            0.29161,
            0.323637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59740,
            -38038,
            -23173,
            -120489,
            -75887,
            -48523
        ],
        [
            1.554997,
            1.665642,
            1.390113,
            1.211021,
            1.165468,
            1.279324
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            33,
            11,
            22,
            33,
            11,
            22
        ],
        [
            58,
            35,
            23,
            58,
            35,
            23
        ],
        [
            36.263736,
            23.913043,
            48.888889,
            36.263736,
            23.913043,
            48.888889
        ],
        [
            2.733025,
            5.299769,
            1.453299,
            2.128462,
            3.708308,
            1.337475
        ],
        [
            108276,
            108276,
            16403,
            100925,
            100925,
            30699
        ],
        [
            -11927,
            -10051,
            -11927,
            -23791,
            -23233,
            -23791
        ],
        [
            269,
            224,
            315,
            269,
            224,
            315
        ],
        [
            480,
            480,
            480,
            480,
            480,
            480
        ],
        [
            149,
            143,
            157,
            149,
            143,
            157
        ],
        [
            24512,
            10321,
            14191,
            24512,
            10321,
            14191
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313502,
            -21143,
            124513,
            130917,
            -68974,
            123223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752619200000,
    "first_datapoint_time": 1752705900000,
    "last_datapoint_time": 1760118900000,
    "evaluation_time": 1760119177941,
    "expiration_time": 1766598900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 171,
            "offset": 119
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "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)