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Trade: SKL/USDT/5/SWMA/ZLMA/9692

Strategy
SKL/USDT/5/SWMA/ZLMA/9692
Pair
SKL_USDT
Interval
5m
Score
551913
Daily Profit
0.979589
Profit Factor
1.954189
Profitability
54.761905
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-04 21:23
Expiration Time
2025-12-18 20:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 181329.6893 123811.2567 57518.4327 280156.908 147069.5727 133087.3353
Total P&L (%) 181.3297 123.8113 57.5184 280.1569 147.0696 133.0873
Avg Daily Profit (%) 2.0888 1.4262 0.6626 1.5502 1.0474 0.9796
Buy And Hold Return (%) 13.8526 13.8526 13.8526 13.8526 13.8526 13.8526
Max Trade Drawdown -29499 -19764 -12165 -94043 -61231 -39792
Profit Factor 2.6529 3.0111 2.1947 1.8723 1.8094 1.9542
Total Trades 84 42 42 84 42 42
Winning Trades 36 13 23 36 13 23
Losing Trades 48 29 19 48 29 19
Profitability (%) 42.8571 30.9524 54.7619 42.8571 30.9524 54.7619
Ratio Avg Win / Avg Loss 3.5372 6.7172 1.813 2.4964 4.0363 1.6143
Largest Winning Trade 111142 111142 16883 158284 158284 50769
Largest Losing Trade -12165 -10394 -12165 -39792 -29863 -39792
Avg Bars in Trades 289 255 324 289 255 324
Avg Bars in Winners 480 456 494 480 456 494
Avg Bars in Losers 146 165 117 146 165 117
Bars Traded 24330 10722 13608 24330 10722 13608
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 519418 350412 445599 448355 255082 551913
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752102300000,
    "first_datapoint_time": 1752189300000,
    "last_datapoint_time": 1759602000000,
    "evaluation_time": 1759602213986,
    "expiration_time": 1766082000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 133,
            "offset": 158
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 153,
            "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": [
        [
            181329.6893261283,
            123811.2566588409,
            57518.4326672875,
            280156.9079985763,
            147069.5727013877,
            133087.3352971888
        ],
        [
            181.329689,
            123.811257,
            57.518433,
            280.156908,
            147.069573,
            133.087335
        ],
        [
            2.088811,
            1.426233,
            0.662578,
            1.550211,
            1.047377,
            0.979589
        ],
        [
            13.852612,
            13.852612,
            13.852612,
            13.852612,
            13.852612,
            13.852612
        ],
        [
            -29499,
            -19764,
            -12165,
            -94043,
            -61231,
            -39792
        ],
        [
            2.652871,
            3.01114,
            2.194737,
            1.872262,
            1.809376,
            1.954189
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            36,
            13,
            23,
            36,
            13,
            23
        ],
        [
            48,
            29,
            19,
            48,
            29,
            19
        ],
        [
            42.857143,
            30.952381,
            54.761905,
            42.857143,
            30.952381,
            54.761905
        ],
        [
            3.537161,
            6.717159,
            1.813043,
            2.49635,
            4.0363,
            1.61433
        ],
        [
            111142,
            111142,
            16883,
            158284,
            158284,
            50769
        ],
        [
            -12165,
            -10394,
            -12165,
            -39792,
            -29863,
            -39792
        ],
        [
            289,
            255,
            324,
            289,
            255,
            324
        ],
        [
            480,
            456,
            494,
            480,
            456,
            494
        ],
        [
            146,
            165,
            117,
            146,
            165,
            117
        ],
        [
            24330,
            10722,
            13608,
            24330,
            10722,
            13608
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519418,
            350412,
            445599,
            448355,
            255082,
            551913
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752102300000,
    "first_datapoint_time": 1752189300000,
    "last_datapoint_time": 1759602000000,
    "evaluation_time": 1759602213986,
    "expiration_time": 1766082000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 133,
            "offset": 158
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 153,
            "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)