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Trade: SKL/USDT/5/KCU/VWMA/7370

Strategy
SKL/USDT/5/KCU/VWMA/7370
Pair
SKL_USDT
Interval
5m
Score
397275
Daily Profit
1.322080
Profit Factor
1.745015
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-25 18:54
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 114769.8081 97394.1877 17375.6204 111015.119 86267.9107 24747.2083
Total P&L (%) 114.7698 97.3942 17.3756 111.0151 86.2679 24.7472
Avg Daily Profit (%) 1.3221 1.1219 0.2002 0.8639 0.7191 0.255
Buy And Hold Return (%) 33.1533 33.1533 33.1533 33.1533 33.1533 33.1533
Max Trade Drawdown -28874 -21807 -18079 -71335 -47661 -37116
Profit Factor 1.745 2.3639 1.2103 1.371 1.6177 1.155
Total Trades 119 60 59 119 60 59
Winning Trades 56 29 27 56 29 27
Losing Trades 63 31 32 63 31 32
Profitability (%) 47.0588 48.3333 45.7627 47.0588 48.3333 45.7627
Ratio Avg Win / Avg Loss 1.9631 2.5269 1.4344 1.5423 1.7293 1.3689
Largest Winning Trade 95234 95234 14671 107611 107611 32365
Largest Losing Trade -14888 -11849 -14888 -35910 -24964 -35910
Avg Bars in Trades 195 109 283 195 109 283
Avg Bars in Winners 295 158 443 295 158 443
Avg Bars in Losers 106 63 147 106 63 147
Bars Traded 23261 6549 16712 23261 6549 16712
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 397275 -157410 -338894 318869 -160119 -387937

Evaluation Data

{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751298900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758815651311,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "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": [
        [
            114769.8081441415,
            97394.1877419677,
            17375.6204021736,
            111015.1189959416,
            86267.9106769159,
            24747.2083190257
        ],
        [
            114.769808,
            97.394188,
            17.37562,
            111.015119,
            86.267911,
            24.747208
        ],
        [
            1.32208,
            1.121924,
            0.200157,
            0.863934,
            0.719099,
            0.255041
        ],
        [
            33.153348,
            33.153348,
            33.153348,
            33.153348,
            33.153348,
            33.153348
        ],
        [
            -28874,
            -21807,
            -18079,
            -71335,
            -47661,
            -37116
        ],
        [
            1.745015,
            2.363882,
            1.210255,
            1.370956,
            1.617721,
            1.155046
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            47.058824,
            48.333333,
            45.762712,
            47.058824,
            48.333333,
            45.762712
        ],
        [
            1.963141,
            2.526908,
            1.434376,
            1.542325,
            1.729288,
            1.368943
        ],
        [
            95234,
            95234,
            14671,
            107611,
            107611,
            32365
        ],
        [
            -14888,
            -11849,
            -14888,
            -35910,
            -24964,
            -35910
        ],
        [
            195,
            109,
            283,
            195,
            109,
            283
        ],
        [
            295,
            158,
            443,
            295,
            158,
            443
        ],
        [
            106,
            63,
            147,
            106,
            63,
            147
        ],
        [
            23261,
            6549,
            16712,
            23261,
            6549,
            16712
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397275,
            -157410,
            -338894,
            318869,
            -160119,
            -387937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751298900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758815651311,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "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)