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

Trade: SKL/USDT/5/RMA/WMA/9763

Strategy
SKL/USDT/5/RMA/WMA/9763
Pair
SKL_USDT
Interval
5m
Score
464512
Daily Profit
1.090709
Profit Factor
2.336204
Profitability
45.454545
Streak
5.779191
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 06:22
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 187199.4261 131219.3667 55980.0594 321605.3317 165166.9946 156438.3371
Total P&L (%) 187.1994 131.2194 55.9801 321.6053 165.167 156.4383
Avg Daily Profit (%) 2.1564 1.5116 0.6449 1.6713 1.1297 1.0907
Buy And Hold Return (%) 32.5806 32.5806 32.5806 32.5806 32.5806 32.5806
Max Trade Drawdown -28417 -18868 -10745 -126898 -83354 -43543
Profit Factor 3.099 3.692 2.3842 2.1861 2.072 2.3362
Total Trades 66 33 33 66 33 33
Winning Trades 28 13 15 28 13 15
Losing Trades 38 20 18 38 20 18
Profitability (%) 42.4242 39.3939 45.4545 42.4242 39.3939 45.4545
Ratio Avg Win / Avg Loss 4.2057 5.68 2.861 2.9668 3.1877 2.8034
Largest Winning Trade 104221 104221 15999 156164 156164 54181
Largest Losing Trade -6961 -6961 -6658 -33531 -33531 -22830
Avg Bars in Trades 366 318 414 366 318 414
Avg Bars in Winners 611 569 648 611 569 648
Avg Bars in Losers 186 155 219 186 155 219
Bars Traded 24202 10517 13685 24202 10517 13685
Profit Streak 5.7792 6.9146 5.7792 5.7792 6.9146 5.7792
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -113486 453383 149743 -114832 369959 464512

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": 1751281200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758856922078,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 125,
            "offset": 56
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 174,
            "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": [
        [
            187199.4261002509,
            131219.3667369218,
            55980.0593633292,
            321605.3317137585,
            165166.9945788123,
            156438.3371349463
        ],
        [
            187.199426,
            131.219367,
            55.980059,
            321.605332,
            165.166995,
            156.438337
        ],
        [
            2.156427,
            1.51157,
            0.644857,
            1.671341,
            1.129694,
            1.090709
        ],
        [
            32.580645,
            32.580645,
            32.580645,
            32.580645,
            32.580645,
            32.580645
        ],
        [
            -28417,
            -18868,
            -10745,
            -126898,
            -83354,
            -43543
        ],
        [
            3.098962,
            3.691984,
            2.3842,
            2.186072,
            2.071992,
            2.336204
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            42.424242,
            39.393939,
            45.454545,
            42.424242,
            39.393939,
            45.454545
        ],
        [
            4.205735,
            5.679976,
            2.86104,
            2.966813,
            3.187681,
            2.803444
        ],
        [
            104221,
            104221,
            15999,
            156164,
            156164,
            54181
        ],
        [
            -6961,
            -6961,
            -6658,
            -33531,
            -33531,
            -22830
        ],
        [
            366,
            318,
            414,
            366,
            318,
            414
        ],
        [
            611,
            569,
            648,
            611,
            569,
            648
        ],
        [
            186,
            155,
            219,
            186,
            155,
            219
        ],
        [
            24202,
            10517,
            13685,
            24202,
            10517,
            13685
        ],
        [
            5.779191,
            6.914607,
            5.779191,
            5.779191,
            6.914607,
            5.779191
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -113486,
            453383,
            149743,
            -114832,
            369959,
            464512
        ]
    ]
}
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": 1751281200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758856922078,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 125,
            "offset": 56
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 174,
            "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)