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Trade: SKL/USDT/5/RMA/JMA/7517

Strategy
SKL/USDT/5/RMA/JMA/7517
Pair
SKL_USDT
Interval
5m
Score
354484
Daily Profit
1.053406
Profit Factor
1.453294
Profitability
48.026316
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-27 01:54
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 91446.1415 73022.5855 18423.556 92060.66 62440.5622 29620.0977
Total P&L (%) 91.4461 73.0226 18.4236 92.0607 62.4406 29.6201
Avg Daily Profit (%) 1.0534 0.8412 0.2122 0.7546 0.5604 0.2993
Buy And Hold Return (%) 33.2973 33.2973 33.2973 33.2973 33.2973 33.2973
Max Trade Drawdown -49329 -31166 -27372 -103005 -64784 -44518
Profit Factor 1.4533 1.6347 1.2125 1.2972 1.3436 1.2313
Total Trades 152 76 76 152 76 76
Winning Trades 73 31 42 73 31 42
Losing Trades 79 45 34 79 45 34
Profitability (%) 48.0263 40.7895 55.2632 48.0263 40.7895 55.2632
Ratio Avg Win / Avg Loss 1.5727 2.3729 0.9816 1.4038 1.9504 0.9968
Largest Winning Trade 40272 40272 12792 50040 50040 19821
Largest Losing Trade -13879 -9898 -13879 -18639 -17022 -18639
Avg Bars in Trades 162 153 170 162 153 170
Avg Bars in Winners 232 243 224 232 243 224
Avg Bars in Losers 97 92 103 97 92 103
Bars Traded 24627 11693 12934 24627 11693 12934
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 354484 -44708 -210614 258852 -50544 -209755
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": 1751287800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758927252334,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 203,
            "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": [
        [
            91446.1414810572,
            73022.5854789741,
            18423.556002083,
            92060.6599724135,
            62440.5622361638,
            29620.0977362499
        ],
        [
            91.446141,
            73.022585,
            18.423556,
            92.06066,
            62.440562,
            29.620098
        ],
        [
            1.053406,
            0.841177,
            0.212228,
            0.754637,
            0.560419,
            0.299304
        ],
        [
            33.297297,
            33.297297,
            33.297297,
            33.297297,
            33.297297,
            33.297297
        ],
        [
            -49329,
            -31166,
            -27372,
            -103005,
            -64784,
            -44518
        ],
        [
            1.453294,
            1.634681,
            1.21254,
            1.297177,
            1.343618,
            1.231284
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            73,
            31,
            42,
            73,
            31,
            42
        ],
        [
            79,
            45,
            34,
            79,
            45,
            34
        ],
        [
            48.026316,
            40.789474,
            55.263158,
            48.026316,
            40.789474,
            55.263158
        ],
        [
            1.572743,
            2.372924,
            0.98158,
            1.403795,
            1.950413,
            0.996753
        ],
        [
            40272,
            40272,
            12792,
            50040,
            50040,
            19821
        ],
        [
            -13879,
            -9898,
            -13879,
            -18639,
            -17022,
            -18639
        ],
        [
            162,
            153,
            170,
            162,
            153,
            170
        ],
        [
            232,
            243,
            224,
            232,
            243,
            224
        ],
        [
            97,
            92,
            103,
            97,
            92,
            103
        ],
        [
            24627,
            11693,
            12934,
            24627,
            11693,
            12934
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354484,
            -44708,
            -210614,
            258852,
            -50544,
            -209755
        ]
    ]
}
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": 1751287800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758927252334,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 203,
            "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)