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Trade: SKL/USDT/5/FWMA/PWMA/9606

Strategy
SKL/USDT/5/FWMA/PWMA/9606
Pair
SKL_USDT
Interval
5m
Score
342778
Daily Profit
1.390148
Profit Factor
1.463907
Profitability
43.167702
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 23:22
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 120678.7107 96950.8079 23727.9028 120571.8158 91680.1073 28891.7085
Total P&L (%) 120.6787 96.9508 23.7279 120.5718 91.6801 28.8917
Avg Daily Profit (%) 1.3901 1.1168 0.2733 0.9154 0.7523 0.2928
Buy And Hold Return (%) 38.8514 38.8514 38.8514 38.8514 38.8514 38.8514
Max Trade Drawdown -53057 -47805 -21971 -145111 -135470 -58312
Profit Factor 1.4639 1.718 1.1897 1.2156 1.3149 1.1077
Total Trades 322 161 161 322 161 161
Winning Trades 139 64 75 139 64 75
Losing Trades 183 97 86 183 97 86
Profitability (%) 43.1677 39.7516 46.5839 43.1677 39.7516 46.5839
Ratio Avg Win / Avg Loss 1.9273 2.6038 1.3642 1.6004 1.9929 1.2702
Largest Winning Trade 84396 84396 16189 125354 125354 38690
Largest Losing Trade -17208 -9466 -17208 -42542 -30774 -42542
Avg Bars in Trades 75 69 81 75 69 81
Avg Bars in Winners 110 102 117 110 102 117
Avg Bars in Losers 48 47 49 48 47 49
Bars Traded 24243 11130 13113 24243 11130 13113
Profit Streak 0 3.1754 0 0 3.1754 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342778 234905 -172410 273223 106863 -262358

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": 1751370900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758918152027,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 244,
            "offset": 236
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "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": [
        [
            120678.7106725012,
            96950.8078869267,
            23727.9027855745,
            120571.8158376262,
            91680.1072931921,
            28891.7085444342
        ],
        [
            120.678711,
            96.950808,
            23.727903,
            120.571816,
            91.680107,
            28.891709
        ],
        [
            1.390148,
            1.116816,
            0.273331,
            0.915411,
            0.752335,
            0.292793
        ],
        [
            38.851351,
            38.851351,
            38.851351,
            38.851351,
            38.851351,
            38.851351
        ],
        [
            -53057,
            -47805,
            -21971,
            -145111,
            -135470,
            -58312
        ],
        [
            1.463907,
            1.71798,
            1.189667,
            1.215584,
            1.314911,
            1.107745
        ],
        [
            322,
            161,
            161,
            322,
            161,
            161
        ],
        [
            139,
            64,
            75,
            139,
            64,
            75
        ],
        [
            183,
            97,
            86,
            183,
            97,
            86
        ],
        [
            43.167702,
            39.751553,
            46.583851,
            43.167702,
            39.751553,
            46.583851
        ],
        [
            1.927302,
            2.603813,
            1.364152,
            1.600374,
            1.992911,
            1.270214
        ],
        [
            84396,
            84396,
            16189,
            125354,
            125354,
            38690
        ],
        [
            -17208,
            -9466,
            -17208,
            -42542,
            -30774,
            -42542
        ],
        [
            75,
            69,
            81,
            75,
            69,
            81
        ],
        [
            110,
            102,
            117,
            110,
            102,
            117
        ],
        [
            48,
            47,
            49,
            48,
            47,
            49
        ],
        [
            24243,
            11130,
            13113,
            24243,
            11130,
            13113
        ],
        [
            0,
            3.175371,
            0,
            0,
            3.175371,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342778,
            234905,
            -172410,
            273223,
            106863,
            -262358
        ]
    ]
}
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": 1751370900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758918152027,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 244,
            "offset": 236
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "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)