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Trade: SKL/USDT/5/ALMA/VWAP/3373

Strategy
SKL/USDT/5/ALMA/VWAP/3373
Pair
SKL_USDT
Interval
5m
Score
378845
Daily Profit
1.441175
Profit Factor
1.780408
Profitability
38.938053
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 18:38
Expiration Time
2025-12-19 17:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 125108.4203 94122.5082 30985.9121 124006.8018 69439.6605 54567.1413
Total P&L (%) 125.1084 94.1225 30.9859 124.0068 69.4397 54.5671
Avg Daily Profit (%) 1.4412 1.0842 0.3569 0.9334 0.6093 0.5029
Buy And Hold Return (%) 18.7171 18.7171 18.7171 18.7171 18.7171 18.7171
Max Trade Drawdown -32977 -21243 -14986 -71570 -45364 -31847
Profit Factor 1.7804 2.114 1.4087 1.4514 1.4792 1.4204
Total Trades 113 56 57 113 56 57
Winning Trades 44 17 27 44 17 27
Losing Trades 69 39 30 69 39 30
Profitability (%) 38.9381 30.3571 47.3684 38.9381 30.3571 47.3684
Ratio Avg Win / Avg Loss 2.792 4.8499 1.5652 2.2761 3.3935 1.5782
Largest Winning Trade 105308 105308 13373 99595 99595 25966
Largest Losing Trade -7845 -6279 -7845 -16837 -11505 -16837
Avg Bars in Trades 217 205 230 217 205 230
Avg Bars in Winners 366 380 356 366 380 356
Avg Bars in Losers 123 128 116 123 128 116
Bars Traded 24602 11484 13118 24602 11484 13118
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 378845 -174216 -181389 316342 -178989 -174071
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752178800000,
    "first_datapoint_time": 1752252900000,
    "last_datapoint_time": 1759678500000,
    "evaluation_time": 1759678736337,
    "expiration_time": 1766158500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            125108.42028527,
            94122.5082207205,
            30985.9120645494,
            124006.8017733134,
            69439.6604791728,
            54567.1412941405
        ],
        [
            125.10842,
            94.122508,
            30.985912,
            124.006802,
            69.43966,
            54.567141
        ],
        [
            1.441175,
            1.084236,
            0.356939,
            0.933377,
            0.609298,
            0.502883
        ],
        [
            18.71709,
            18.71709,
            18.71709,
            18.71709,
            18.71709,
            18.71709
        ],
        [
            -32977,
            -21243,
            -14986,
            -71570,
            -45364,
            -31847
        ],
        [
            1.780408,
            2.114048,
            1.408653,
            1.45142,
            1.479218,
            1.420388
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            44,
            17,
            27,
            44,
            17,
            27
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            38.938053,
            30.357143,
            47.368421,
            38.938053,
            30.357143,
            47.368421
        ],
        [
            2.792004,
            4.849874,
            1.56517,
            2.27609,
            3.3935,
            1.578209
        ],
        [
            105308,
            105308,
            13373,
            99595,
            99595,
            25966
        ],
        [
            -7845,
            -6279,
            -7845,
            -16837,
            -11505,
            -16837
        ],
        [
            217,
            205,
            230,
            217,
            205,
            230
        ],
        [
            366,
            380,
            356,
            366,
            380,
            356
        ],
        [
            123,
            128,
            116,
            123,
            128,
            116
        ],
        [
            24602,
            11484,
            13118,
            24602,
            11484,
            13118
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378845,
            -174216,
            -181389,
            316342,
            -178989,
            -174071
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752178800000,
    "first_datapoint_time": 1752252900000,
    "last_datapoint_time": 1759678500000,
    "evaluation_time": 1759678736337,
    "expiration_time": 1766158500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)