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Trade: SKL/USDT/5/RMA/DEMA/3757

Strategy
SKL/USDT/5/RMA/DEMA/3757
Pair
SKL_USDT
Interval
5m
Score
311758
Daily Profit
1.644221
Profit Factor
2.034931
Profitability
32.291667
Streak
9.056290
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-28 08:36
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 142734.7961 107410.007 35324.7891 163353.4129 99417.368 63936.045
Total P&L (%) 142.7348 107.41 35.3248 163.3534 99.4174 63.936
Avg Daily Profit (%) 1.6442 1.2373 0.4069 1.1217 0.7983 0.571
Buy And Hold Return (%) 30.8223 30.8223 30.8223 30.8223 30.8223 30.8223
Max Trade Drawdown -40439 -26460 -14445 -114320 -74599 -39807
Profit Factor 2.0349 2.376 1.5902 1.5379 1.5555 1.5126
Total Trades 96 48 48 96 48 48
Winning Trades 31 14 17 31 14 17
Losing Trades 65 34 31 65 34 31
Profitability (%) 32.2917 29.1667 35.4167 32.2917 29.1667 35.4167
Ratio Avg Win / Avg Loss 4.2668 5.7702 2.8997 3.2246 3.7776 2.7582
Largest Winning Trade 106954 106954 16676 140930 140930 41069
Largest Losing Trade -10950 -10950 -10540 -30758 -30758 -27928
Avg Bars in Trades 258 222 293 258 222 293
Avg Bars in Winners 556 545 564 556 545 564
Avg Bars in Losers 116 89 144 116 89 144
Bars Traded 24778 10685 14093 24778 10685 14093
Profit Streak 9.0563 9.0563 10.3271 9.0563 9.0563 10.3271
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311758 84018 -114402 270550 -60 16701
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": 1751264100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759037763443,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 117,
            "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": [
        [
            142734.7961146454,
            107410.007004645,
            35324.7891100006,
            163353.4129252178,
            99417.3679630276,
            63936.04496219
        ],
        [
            142.734796,
            107.410007,
            35.324789,
            163.353413,
            99.417368,
            63.936045
        ],
        [
            1.644221,
            1.2373,
            0.406921,
            1.1217,
            0.798273,
            0.571036
        ],
        [
            30.822281,
            30.822281,
            30.822281,
            30.822281,
            30.822281,
            30.822281
        ],
        [
            -40439,
            -26460,
            -14445,
            -114320,
            -74599,
            -39807
        ],
        [
            2.034931,
            2.37595,
            1.590175,
            1.537862,
            1.555484,
            1.512579
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            65,
            34,
            31,
            65,
            34,
            31
        ],
        [
            32.291667,
            29.166667,
            35.416667,
            32.291667,
            29.166667,
            35.416667
        ],
        [
            4.26679,
            5.770164,
            2.89973,
            3.22455,
            3.777603,
            2.758232
        ],
        [
            106954,
            106954,
            16676,
            140930,
            140930,
            41069
        ],
        [
            -10950,
            -10950,
            -10540,
            -30758,
            -30758,
            -27928
        ],
        [
            258,
            222,
            293,
            258,
            222,
            293
        ],
        [
            556,
            545,
            564,
            556,
            545,
            564
        ],
        [
            116,
            89,
            144,
            116,
            89,
            144
        ],
        [
            24778,
            10685,
            14093,
            24778,
            10685,
            14093
        ],
        [
            9.05629,
            9.05629,
            10.327123,
            9.05629,
            9.05629,
            10.327123
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311758,
            84018,
            -114402,
            270550,
            -60,
            16701
        ]
    ]
}
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": 1751264100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759037763443,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 117,
            "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)