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Trade: SKL/USDT/5/ZLMA/SSF/8803

Strategy
SKL/USDT/5/ZLMA/SSF/8803
Pair
SKL_USDT
Interval
5m
Score
614883
Daily Profit
1.241797
Profit Factor
2.245449
Profitability
50.000000
Streak
5.740401
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 10:06
Expiration Time
2025-12-26 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 179060.0616 102145.4943 76914.5673 267304.7772 75368.5441 191936.2331
Total P&L (%) 179.0601 102.1455 76.9146 267.3048 75.3685 191.9362
Avg Daily Profit (%) 2.0627 1.1767 0.886 1.51 0.6492 1.2418
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25496 -23579 -15075 -91253 -84057 -43105
Profit Factor 2.4124 2.4448 2.3716 1.7834 1.4028 2.2454
Total Trades 80 40 40 80 40 40
Winning Trades 32 12 20 32 12 20
Losing Trades 48 28 20 48 28 20
Profitability (%) 40 30 50 40 30 50
Ratio Avg Win / Avg Loss 3.6186 5.7046 2.3716 2.6751 3.2732 2.2454
Largest Winning Trade 107302 107302 19158 109788 109788 59055
Largest Losing Trade -15075 -6973 -15075 -43105 -16205 -43105
Avg Bars in Trades 302 275 329 302 275 329
Avg Bars in Winners 458 495 437 458 495 437
Avg Bars in Losers 197 180 222 197 180 222
Bars Traded 24187 11003 13184 24187 11003 13184
Profit Streak 1.5286 0 5.7404 1.5286 0 5.7404
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -13661 289390 612527 -15354 129133 614883
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752752700000,
    "first_datapoint_time": 1752889500000,
    "last_datapoint_time": 1760252400000,
    "evaluation_time": 1760252770670,
    "expiration_time": 1766732400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "offset": 215
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            179060.0615557081,
            102145.4942737892,
            76914.5672819189,
            267304.777224755,
            75368.5440814022,
            191936.233143353
        ],
        [
            179.060062,
            102.145494,
            76.914567,
            267.304777,
            75.368544,
            191.936233
        ],
        [
            2.062666,
            1.176656,
            0.88601,
            1.509987,
            0.649166,
            1.241797
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25496,
            -23579,
            -15075,
            -91253,
            -84057,
            -43105
        ],
        [
            2.412421,
            2.444824,
            2.37157,
            1.783377,
            1.402801,
            2.245449
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            32,
            12,
            20,
            32,
            12,
            20
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            40,
            30,
            50,
            40,
            30,
            50
        ],
        [
            3.618631,
            5.704588,
            2.37157,
            2.675066,
            3.273203,
            2.245449
        ],
        [
            107302,
            107302,
            19158,
            109788,
            109788,
            59055
        ],
        [
            -15075,
            -6973,
            -15075,
            -43105,
            -16205,
            -43105
        ],
        [
            302,
            275,
            329,
            302,
            275,
            329
        ],
        [
            458,
            495,
            437,
            458,
            495,
            437
        ],
        [
            197,
            180,
            222,
            197,
            180,
            222
        ],
        [
            24187,
            11003,
            13184,
            24187,
            11003,
            13184
        ],
        [
            1.528596,
            0,
            5.740401,
            1.528596,
            0,
            5.740401
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -13661,
            289390,
            612527,
            -15354,
            129133,
            614883
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752752700000,
    "first_datapoint_time": 1752889500000,
    "last_datapoint_time": 1760252400000,
    "evaluation_time": 1760252770670,
    "expiration_time": 1766732400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "offset": 215
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 2
        }
    }
}

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)