← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SKL/USDT/5/EMA/ZLMA/3955

Strategy
SKL/USDT/5/EMA/ZLMA/3955
Pair
SKL_USDT
Interval
5m
Score
315339
Daily Profit
1.083755
Profit Factor
1.530949
Profitability
33.027523
Streak
4.716466
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 10:01
Expiration Time
2025-12-24 08:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94080.7775 71645.1936 22435.5839 57156.2139 33259.0451 23897.1688
Total P&L (%) 94.0808 71.6452 22.4356 57.1562 33.259 23.8972
Avg Daily Profit (%) 1.0838 0.8253 0.2584 0.5221 0.3313 0.2471
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57423 -34918 -22748 -100201 -57611 -42836
Profit Factor 1.5309 1.67 1.3193 1.2206 1.2151 1.2289
Total Trades 109 54 55 109 54 55
Winning Trades 36 13 23 36 13 23
Losing Trades 73 41 32 73 41 32
Profitability (%) 33.0275 24.0741 41.8182 33.0275 24.0741 41.8182
Ratio Avg Win / Avg Loss 3.1044 5.267 1.8356 2.4752 3.8321 1.7097
Largest Winning Trade 110120 110120 16506 91183 91183 27664
Largest Losing Trade -13443 -12197 -13443 -24580 -24261 -24580
Avg Bars in Trades 225 192 259 225 192 259
Avg Bars in Winners 458 463 456 458 463 456
Avg Bars in Losers 111 105 117 111 105 117
Bars Traded 24627 10376 14251 24627 10376 14251
Profit Streak 4.7165 4.7165 5.1644 4.7165 4.7165 5.1644
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315339 -199324 -179409 121872 -208661 -179083
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752579600000,
    "first_datapoint_time": 1752642300000,
    "last_datapoint_time": 1760079300000,
    "evaluation_time": 1760079702670,
    "expiration_time": 1766559300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 145,
            "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": [
        [
            94080.7774782633,
            71645.1936009749,
            22435.5838772885,
            57156.2139090392,
            33259.0451437272,
            23897.1687653119
        ],
        [
            94.080777,
            71.645194,
            22.435584,
            57.156214,
            33.259045,
            23.897169
        ],
        [
            1.083755,
            0.82531,
            0.258445,
            0.522116,
            0.331298,
            0.247145
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57423,
            -34918,
            -22748,
            -100201,
            -57611,
            -42836
        ],
        [
            1.530949,
            1.670016,
            1.319307,
            1.220623,
            1.215056,
            1.228868
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            36,
            13,
            23,
            36,
            13,
            23
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            33.027523,
            24.074074,
            41.818182,
            33.027523,
            24.074074,
            41.818182
        ],
        [
            3.104423,
            5.266975,
            1.835558,
            2.475152,
            3.8321,
            1.709729
        ],
        [
            110120,
            110120,
            16506,
            91183,
            91183,
            27664
        ],
        [
            -13443,
            -12197,
            -13443,
            -24580,
            -24261,
            -24580
        ],
        [
            225,
            192,
            259,
            225,
            192,
            259
        ],
        [
            458,
            463,
            456,
            458,
            463,
            456
        ],
        [
            111,
            105,
            117,
            111,
            105,
            117
        ],
        [
            24627,
            10376,
            14251,
            24627,
            10376,
            14251
        ],
        [
            4.716466,
            4.716466,
            5.164383,
            4.716466,
            4.716466,
            5.164383
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315339,
            -199324,
            -179409,
            121872,
            -208661,
            -179083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752579600000,
    "first_datapoint_time": 1752642300000,
    "last_datapoint_time": 1760079300000,
    "evaluation_time": 1760079702670,
    "expiration_time": 1766559300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 145,
            "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)