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Trade: SKL/USDT/5/RMA/ZLMA/1084

Strategy
SKL/USDT/5/RMA/ZLMA/1084
Pair
SKL_USDT
Interval
5m
Score
491513
Daily Profit
0.711544
Profit Factor
1.786587
Profitability
48.717949
Streak
4.483834
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-09 19:16
Expiration Time
2025-12-23 18:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 136838.1346 89873.1289 46965.0058 161214.5114 76155.5978 85058.9137
Total P&L (%) 136.8381 89.8731 46.965 161.2145 76.1556 85.0589
Avg Daily Profit (%) 1.5763 1.0353 0.541 1.1122 0.6544 0.7115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29469 -20990 -10141 -78165 -55750 -26461
Profit Factor 2.1918 2.4089 1.9204 1.6506 1.5453 1.7866
Total Trades 78 39 39 78 39 39
Winning Trades 29 10 19 29 10 19
Losing Trades 49 29 20 49 29 20
Profitability (%) 37.1795 25.641 48.7179 37.1795 25.641 48.7179
Ratio Avg Win / Avg Loss 3.7034 6.9857 2.0215 2.789 4.4815 1.8806
Largest Winning Trade 101561 101561 15297 109276 109276 33215
Largest Losing Trade -9885 -9209 -9885 -23177 -19458 -23177
Avg Bars in Trades 315 260 371 315 260 371
Avg Bars in Winners 570 586 562 570 586 562
Avg Bars in Losers 165 148 189 165 148 189
Bars Traded 24636 10167 14469 24636 10167 14469
Profit Streak 0 0 4.4838 0 0 4.4838
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28116 -11372 390627 -29563 -14716 491513
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752526500000,
    "first_datapoint_time": 1752588900000,
    "last_datapoint_time": 1760026200000,
    "evaluation_time": 1760026603252,
    "expiration_time": 1766506200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "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": [
        [
            136838.1346264039,
            89873.1288760628,
            46965.0057503412,
            161214.5114253578,
            76155.5977537311,
            85058.9136716265
        ],
        [
            136.838135,
            89.873129,
            46.965006,
            161.214511,
            76.155598,
            85.058914
        ],
        [
            1.576295,
            1.035285,
            0.541009,
            1.112201,
            0.654358,
            0.711544
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29469,
            -20990,
            -10141,
            -78165,
            -55750,
            -26461
        ],
        [
            2.19181,
            2.40887,
            1.92044,
            1.650623,
            1.545339,
            1.786587
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            29,
            10,
            19,
            29,
            10,
            19
        ],
        [
            49,
            29,
            20,
            49,
            29,
            20
        ],
        [
            37.179487,
            25.641026,
            48.717949,
            37.179487,
            25.641026,
            48.717949
        ],
        [
            3.703403,
            6.985724,
            2.021516,
            2.788984,
            4.481483,
            1.880618
        ],
        [
            101561,
            101561,
            15297,
            109276,
            109276,
            33215
        ],
        [
            -9885,
            -9209,
            -9885,
            -23177,
            -19458,
            -23177
        ],
        [
            315,
            260,
            371,
            315,
            260,
            371
        ],
        [
            570,
            586,
            562,
            570,
            586,
            562
        ],
        [
            165,
            148,
            189,
            165,
            148,
            189
        ],
        [
            24636,
            10167,
            14469,
            24636,
            10167,
            14469
        ],
        [
            0,
            0,
            4.483834,
            0,
            0,
            4.483834
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28116,
            -11372,
            390627,
            -29563,
            -14716,
            491513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752526500000,
    "first_datapoint_time": 1752588900000,
    "last_datapoint_time": 1760026200000,
    "evaluation_time": 1760026603252,
    "expiration_time": 1766506200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "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)