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Trade: SKL/USDT/5/SINWMA/DEMA/8374

Strategy
SKL/USDT/5/SINWMA/DEMA/8374
Pair
SKL_USDT
Interval
5m
Score
303738
Daily Profit
1.354251
Profit Factor
1.781234
Profitability
36.046512
Streak
9.004416
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-28 07:36
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 117562.5117 97283.8969 20278.6148 106097.8209 69108.5893 36989.2316
Total P&L (%) 117.5625 97.2839 20.2786 106.0978 69.1086 36.9892
Avg Daily Profit (%) 1.3543 1.1207 0.2336 0.8365 0.607 0.3632
Buy And Hold Return (%) 32.652 32.652 32.652 32.652 32.652 32.652
Max Trade Drawdown -55251 -33630 -21621 -134854 -80297 -54556
Profit Factor 1.7812 2.1563 1.3056 1.3869 1.4395 1.3162
Total Trades 86 43 43 86 43 43
Winning Trades 31 13 18 31 13 18
Losing Trades 55 30 25 55 30 25
Profitability (%) 36.0465 30.2326 41.8605 36.0465 30.2326 41.8605
Ratio Avg Win / Avg Loss 3.1603 4.9761 1.8134 2.4606 3.3219 1.828
Largest Winning Trade 105984 105984 16072 106995 106995 36158
Largest Losing Trade -8538 -8538 -8444 -24940 -24940 -18980
Avg Bars in Trades 281 248 314 281 248 314
Avg Bars in Winners 533 535 532 533 535 532
Avg Bars in Losers 139 124 157 139 124 157
Bars Traded 24213 10692 13521 24213 10692 13521
Profit Streak 9.0044 9.0044 9.5634 9.0044 9.0044 9.5634
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303738 183064 -160592 216851 -1879 -118094
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": 1751300100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759034181535,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "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": [
        [
            117562.5116936646,
            97283.8968807414,
            20278.6148129231,
            106097.8209371653,
            69108.5893157363,
            36989.231621429
        ],
        [
            117.562512,
            97.283897,
            20.278615,
            106.097821,
            69.108589,
            36.989232
        ],
        [
            1.354251,
            1.120653,
            0.233598,
            0.836541,
            0.607031,
            0.363211
        ],
        [
            32.651963,
            32.651963,
            32.651963,
            32.651963,
            32.651963,
            32.651963
        ],
        [
            -55251,
            -33630,
            -21621,
            -134854,
            -80297,
            -54556
        ],
        [
            1.781234,
            2.15629,
            1.305637,
            1.386899,
            1.439507,
            1.316188
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            36.046512,
            30.232558,
            41.860465,
            36.046512,
            30.232558,
            41.860465
        ],
        [
            3.160253,
            4.976055,
            1.813385,
            2.460627,
            3.321939,
            1.828039
        ],
        [
            105984,
            105984,
            16072,
            106995,
            106995,
            36158
        ],
        [
            -8538,
            -8538,
            -8444,
            -24940,
            -24940,
            -18980
        ],
        [
            281,
            248,
            314,
            281,
            248,
            314
        ],
        [
            533,
            535,
            532,
            533,
            535,
            532
        ],
        [
            139,
            124,
            157,
            139,
            124,
            157
        ],
        [
            24213,
            10692,
            13521,
            24213,
            10692,
            13521
        ],
        [
            9.004416,
            9.004416,
            9.563444,
            9.004416,
            9.004416,
            9.563444
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303738,
            183064,
            -160592,
            216851,
            -1879,
            -118094
        ]
    ]
}
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": 1751300100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759034181535,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "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)