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Trade: SKL/USDT/5/WMA/DEMA/3244

Strategy
SKL/USDT/5/WMA/DEMA/3244
Pair
SKL_USDT
Interval
5m
Score
515376
Daily Profit
0.841451
Profit Factor
1.949947
Profitability
45.238095
Streak
6.212656
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 17:21
Expiration Time
2025-12-26 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 142681.8853 86299.7646 56382.1207 173684.3842 66713.6547 106970.7295
Total P&L (%) 142.6819 86.2998 56.3821 173.6844 66.7137 106.9707
Avg Daily Profit (%) 1.6436 0.9941 0.6495 1.1665 0.5905 0.8415
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37293 -27187 -14650 -106132 -76799 -42542
Profit Factor 2.1586 2.14 2.1883 1.5933 1.3703 1.9499
Total Trades 84 42 42 84 42 42
Winning Trades 31 12 19 31 12 19
Losing Trades 53 30 23 53 30 23
Profitability (%) 36.9048 28.5714 45.2381 36.9048 28.5714 45.2381
Ratio Avg Win / Avg Loss 3.6905 5.3499 2.6489 2.724 3.4258 2.3605
Largest Winning Trade 101664 101664 15298 116023 116023 38976
Largest Losing Trade -12266 -10435 -12266 -30355 -22656 -30355
Avg Bars in Trades 288 230 345 288 230 345
Avg Bars in Winners 546 514 566 546 514 566
Avg Bars in Losers 137 117 163 137 117 163
Bars Traded 24221 9697 14524 24221 9697 14524
Profit Streak 1.9488 0 6.2127 1.9488 0 6.2127
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311503 36384 451644 256310 -3613 515376
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752779100000,
    "first_datapoint_time": 1752843600000,
    "last_datapoint_time": 1760278800000,
    "evaluation_time": 1760278873468,
    "expiration_time": 1766758800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 183,
            "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": [
        [
            142681.8852971515,
            86299.7645670232,
            56382.1207301283,
            173684.3842472461,
            66713.6547253235,
            106970.7295219224
        ],
        [
            142.681885,
            86.299765,
            56.382121,
            173.684384,
            66.713655,
            106.97073
        ],
        [
            1.643611,
            0.994122,
            0.649489,
            1.166532,
            0.590502,
            0.841451
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37293,
            -27187,
            -14650,
            -106132,
            -76799,
            -42542
        ],
        [
            2.158572,
            2.139963,
            2.188261,
            1.59328,
            1.370331,
            1.949947
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            31,
            12,
            19,
            31,
            12,
            19
        ],
        [
            53,
            30,
            23,
            53,
            30,
            23
        ],
        [
            36.904762,
            28.571429,
            45.238095,
            36.904762,
            28.571429,
            45.238095
        ],
        [
            3.690462,
            5.349908,
            2.648948,
            2.723994,
            3.425828,
            2.360462
        ],
        [
            101664,
            101664,
            15298,
            116023,
            116023,
            38976
        ],
        [
            -12266,
            -10435,
            -12266,
            -30355,
            -22656,
            -30355
        ],
        [
            288,
            230,
            345,
            288,
            230,
            345
        ],
        [
            546,
            514,
            566,
            546,
            514,
            566
        ],
        [
            137,
            117,
            163,
            137,
            117,
            163
        ],
        [
            24221,
            9697,
            14524,
            24221,
            9697,
            14524
        ],
        [
            1.948767,
            0,
            6.212656,
            1.948767,
            0,
            6.212656
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311503,
            36384,
            451644,
            256310,
            -3613,
            515376
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752779100000,
    "first_datapoint_time": 1752843600000,
    "last_datapoint_time": 1760278800000,
    "evaluation_time": 1760278873468,
    "expiration_time": 1766758800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 183,
            "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)