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Trade: SKL/USDT/5/DEMA/TEMA/5921

Strategy
SKL/USDT/5/DEMA/TEMA/5921
Pair
SKL_USDT
Interval
5m
Score
559266
Daily Profit
1.522658
Profit Factor
3.802318
Profitability
48.837209
Streak
1.620960
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 23:59
Expiration Time
2025-12-25 22:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 190390.7743 99190.5223 91200.252 391698.0054 120391.795 271306.2103
Total P&L (%) 190.3908 99.1905 91.2003 391.698 120.3918 271.3062
Avg Daily Profit (%) 2.1932 1.1426 1.0506 1.8516 0.9145 1.5227
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20353 -20384 -10759 -71593 -53682 -23249
Profit Factor 2.5882 2.2938 3.1106 2.3095 1.5951 3.8023
Total Trades 85 42 43 85 42 43
Winning Trades 36 15 21 36 15 21
Losing Trades 49 27 22 49 27 22
Profitability (%) 42.3529 35.7143 48.8372 42.3529 35.7143 48.8372
Ratio Avg Win / Avg Loss 3.5229 4.1289 3.2587 3.1434 2.8711 3.9834
Largest Winning Trade 50258 50258 20266 78484 66188 78484
Largest Losing Trade -10083 -9371 -10083 -23247 -23247 -14768
Avg Bars in Trades 287 308 268 287 308 268
Avg Bars in Winners 457 486 435 457 486 435
Avg Bars in Losers 163 208 107 163 208 107
Bars Traded 24470 12942 11528 24470 12942 11528
Profit Streak 1.173 0 1.621 1.173 0 1.621
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410615 358381 509480 380573 301965 559266
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752716400000,
    "first_datapoint_time": 1752786600000,
    "last_datapoint_time": 1760216100000,
    "evaluation_time": 1760216350981,
    "expiration_time": 1766696100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 235,
            "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": [
        [
            190390.7742514735,
            99190.5222791595,
            91200.2519723139,
            391698.0053599798,
            120391.7950177869,
            271306.2103421929
        ],
        [
            190.390774,
            99.190522,
            91.200252,
            391.698005,
            120.391795,
            271.30621
        ],
        [
            2.193189,
            1.142616,
            1.050573,
            1.851624,
            0.914462,
            1.522658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20353,
            -20384,
            -10759,
            -71593,
            -53682,
            -23249
        ],
        [
            2.588238,
            2.293813,
            3.110619,
            2.309462,
            1.595074,
            3.802318
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            42.352941,
            35.714286,
            48.837209,
            42.352941,
            35.714286,
            48.837209
        ],
        [
            3.52288,
            4.128864,
            3.258743,
            3.143435,
            2.871134,
            3.98338
        ],
        [
            50258,
            50258,
            20266,
            78484,
            66188,
            78484
        ],
        [
            -10083,
            -9371,
            -10083,
            -23247,
            -23247,
            -14768
        ],
        [
            287,
            308,
            268,
            287,
            308,
            268
        ],
        [
            457,
            486,
            435,
            457,
            486,
            435
        ],
        [
            163,
            208,
            107,
            163,
            208,
            107
        ],
        [
            24470,
            12942,
            11528,
            24470,
            12942,
            11528
        ],
        [
            1.173044,
            0,
            1.62096,
            1.173044,
            0,
            1.62096
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410615,
            358381,
            509480,
            380573,
            301965,
            559266
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752716400000,
    "first_datapoint_time": 1752786600000,
    "last_datapoint_time": 1760216100000,
    "evaluation_time": 1760216350981,
    "expiration_time": 1766696100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 235,
            "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)