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Trade: SKL/USDT/3/RMA/SWMA/6715

Strategy
SKL/USDT/3/RMA/SWMA/6715
Pair
SKL_USDT
Interval
3m
Score
555975
Daily Profit
1.406183
Profit Factor
2.346274
Profitability
57.142857
Streak
14.547101
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-02 14:37
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 146818.2537 99477.8328 47340.4209 196459.4374 89523.5804 106935.8569
Total P&L (%) 146.8183 99.4778 47.3404 196.4594 89.5236 106.9359
Avg Daily Profit (%) 2.8191 1.9101 0.909 2.1086 1.2352 1.4062
Buy And Hold Return (%) 30.4064 30.4064 30.4064 30.4064 30.4064 30.4064
Max Trade Drawdown -26424 -14866 -11558 -51723 -38258 -23507
Profit Factor 2.9349 3.5415 2.2887 2.1934 2.0508 2.3463
Total Trades 69 34 35 69 34 35
Winning Trades 32 12 20 32 12 20
Losing Trades 37 22 15 37 22 15
Profitability (%) 46.3768 35.2941 57.1429 46.3768 35.2941 57.1429
Ratio Avg Win / Avg Loss 3.3935 6.4928 1.7165 2.5361 3.7598 1.7597
Largest Winning Trade 99366 99366 15597 93764 93764 32499
Largest Losing Trade -11558 -10395 -11558 -23507 -18698 -23507
Avg Bars in Trades 347 267 425 347 267 425
Avg Bars in Winners 518 380 600 518 380 600
Avg Bars in Losers 200 206 192 200 206 192
Bars Traded 23998 9101 14897 23998 9101 14897
Profit Streak 7.4825 0 14.5471 7.4825 0 14.5471
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90443 351920 277556 -91364 218577 555975
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754589420000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759405069517,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 222,
            "offset": 10
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "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": [
        [
            146818.2536918744,
            99477.8328329237,
            47340.4208589507,
            196459.4373524783,
            89523.5804065177,
            106935.8569459606
        ],
        [
            146.818254,
            99.477833,
            47.340421,
            196.459437,
            89.52358,
            106.935857
        ],
        [
            2.819091,
            1.910097,
            0.908994,
            2.108598,
            1.235184,
            1.406183
        ],
        [
            30.406422,
            30.406422,
            30.406422,
            30.406422,
            30.406422,
            30.406422
        ],
        [
            -26424,
            -14866,
            -11558,
            -51723,
            -38258,
            -23507
        ],
        [
            2.934937,
            3.541515,
            2.288653,
            2.193375,
            2.05082,
            2.346274
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            32,
            12,
            20,
            32,
            12,
            20
        ],
        [
            37,
            22,
            15,
            37,
            22,
            15
        ],
        [
            46.376812,
            35.294118,
            57.142857,
            46.376812,
            35.294118,
            57.142857
        ],
        [
            3.393521,
            6.492778,
            1.716489,
            2.53609,
            3.759836,
            1.759706
        ],
        [
            99366,
            99366,
            15597,
            93764,
            93764,
            32499
        ],
        [
            -11558,
            -10395,
            -11558,
            -23507,
            -18698,
            -23507
        ],
        [
            347,
            267,
            425,
            347,
            267,
            425
        ],
        [
            518,
            380,
            600,
            518,
            380,
            600
        ],
        [
            200,
            206,
            192,
            200,
            206,
            192
        ],
        [
            23998,
            9101,
            14897,
            23998,
            9101,
            14897
        ],
        [
            7.482517,
            0,
            14.547101,
            7.482518,
            0,
            14.547101
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90443,
            351920,
            277556,
            -91364,
            218577,
            555975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754589420000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759405069517,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 222,
            "offset": 10
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "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)