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Trade: SKL/USDT/5/SMA/SINWMA/1187

Strategy
SKL/USDT/5/SMA/SINWMA/1187
Pair
SKL_USDT
Interval
5m
Score
308554
Daily Profit
0.917735
Profit Factor
1.314885
Profitability
37.301587
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 11:34
Expiration Time
2025-12-24 10:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79668.6144 53817.2401 25851.3744 65899.0532 22901.9589 42997.0943
Total P&L (%) 79.6686 53.8172 25.8514 65.8991 22.902 42.9971
Avg Daily Profit (%) 0.9177 0.6199 0.2978 0.5848 0.2378 0.4128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39701 -27417 -35936 -57779 -50558 -33103
Profit Factor 1.3149 1.4156 1.2093 1.1861 1.1221 1.2583
Total Trades 252 126 126 252 126 126
Winning Trades 94 43 51 94 43 51
Losing Trades 158 83 75 158 83 75
Profitability (%) 37.3016 34.127 40.4762 37.3016 34.127 40.4762
Ratio Avg Win / Avg Loss 2.2101 2.7325 1.7784 1.9937 2.1659 1.8504
Largest Winning Trade 51980 51980 22276 43070 43070 28053
Largest Losing Trade -13372 -6237 -13372 -12791 -9753 -12791
Avg Bars in Trades 98 86 110 98 86 110
Avg Bars in Winners 155 132 175 155 132 175
Avg Bars in Losers 63 61 65 63 61 65
Bars Traded 24707 10836 13871 24707 10836 13871
Profit Streak 0 0 1.9303 0 0 1.9304
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308554 132978 -2389 -9610 -90475 15036
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752585300000,
    "first_datapoint_time": 1752624300000,
    "last_datapoint_time": 1760085000000,
    "evaluation_time": 1760085282202,
    "expiration_time": 1766565000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "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": [
        [
            79668.6144456899,
            53817.2400857476,
            25851.3743599423,
            65899.0532150787,
            22901.9588750286,
            42997.0943400502
        ],
        [
            79.668614,
            53.81724,
            25.851374,
            65.899053,
            22.901959,
            42.997094
        ],
        [
            0.917735,
            0.619943,
            0.297793,
            0.584827,
            0.237832,
            0.412846
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39701,
            -27417,
            -35936,
            -57779,
            -50558,
            -33103
        ],
        [
            1.314885,
            1.415628,
            1.209282,
            1.186123,
            1.122082,
            1.258293
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            94,
            43,
            51,
            94,
            43,
            51
        ],
        [
            158,
            83,
            75,
            158,
            83,
            75
        ],
        [
            37.301587,
            34.126984,
            40.47619,
            37.301587,
            34.126984,
            40.47619
        ],
        [
            2.210126,
            2.73249,
            1.778356,
            1.993697,
            2.165879,
            1.850431
        ],
        [
            51980,
            51980,
            22276,
            43070,
            43070,
            28053
        ],
        [
            -13372,
            -6237,
            -13372,
            -12791,
            -9753,
            -12791
        ],
        [
            98,
            86,
            110,
            98,
            86,
            110
        ],
        [
            155,
            132,
            175,
            155,
            132,
            175
        ],
        [
            63,
            61,
            65,
            63,
            61,
            65
        ],
        [
            24707,
            10836,
            13871,
            24707,
            10836,
            13871
        ],
        [
            0,
            0,
            1.930349,
            0,
            0,
            1.93035
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308554,
            132978,
            -2389,
            -9610,
            -90475,
            15036
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752585300000,
    "first_datapoint_time": 1752624300000,
    "last_datapoint_time": 1760085000000,
    "evaluation_time": 1760085282202,
    "expiration_time": 1766565000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "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)