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Trade: SKL/USDT/5/SMA/JMA/1440

Strategy
SKL/USDT/5/SMA/JMA/1440
Pair
SKL_USDT
Interval
5m
Score
325391
Daily Profit
0.824104
Profit Factor
1.350279
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 14:11
Expiration Time
2025-12-24 13:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71540.486 47248.9342 24291.5518 61625.4021 26666.8574 34958.5446
Total P&L (%) 71.5405 47.2489 24.2916 61.6254 26.6669 34.9585
Avg Daily Profit (%) 0.8241 0.5443 0.2798 0.5546 0.2727 0.3459
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49102 -33071 -16829 -80401 -55058 -26811
Profit Factor 1.3503 1.3951 1.287 1.2277 1.1618 1.3303
Total Trades 148 74 74 148 74 74
Winning Trades 60 23 37 60 23 37
Losing Trades 88 51 37 88 51 37
Profitability (%) 40.5405 31.0811 50 40.5405 31.0811 50
Ratio Avg Win / Avg Loss 1.9804 3.0934 1.287 1.8006 2.5761 1.3303
Largest Winning Trade 38265 38265 15586 38765 38765 20864
Largest Losing Trade -12152 -11199 -12152 -16883 -16883 -14013
Avg Bars in Trades 166 154 179 166 154 179
Avg Bars in Winners 256 235 270 256 235 270
Avg Bars in Losers 105 117 89 105 117 89
Bars Traded 24698 11401 13297 24698 11401 13297
Profit Streak 0 0 6.7787 0 0 6.7787
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325391 -63000 -60499 202054 -110387 -58312
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752594900000,
    "first_datapoint_time": 1752660000000,
    "last_datapoint_time": 1760094600000,
    "evaluation_time": 1760094681864,
    "expiration_time": 1766574600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "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": [
        [
            71540.4860087088,
            47248.9342408914,
            24291.5517678174,
            61625.402051338,
            26666.8574047821,
            34958.5446465558
        ],
        [
            71.540486,
            47.248934,
            24.291552,
            61.625402,
            26.666857,
            34.958545
        ],
        [
            0.824104,
            0.54428,
            0.279824,
            0.554592,
            0.272679,
            0.345946
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49102,
            -33071,
            -16829,
            -80401,
            -55058,
            -26811
        ],
        [
            1.350279,
            1.395084,
            1.286976,
            1.227665,
            1.161778,
            1.330271
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            60,
            23,
            37,
            60,
            23,
            37
        ],
        [
            88,
            51,
            37,
            88,
            51,
            37
        ],
        [
            40.540541,
            31.081081,
            50,
            40.540541,
            31.081081,
            50
        ],
        [
            1.980409,
            3.093448,
            1.286976,
            1.800576,
            2.576116,
            1.330271
        ],
        [
            38265,
            38265,
            15586,
            38765,
            38765,
            20864
        ],
        [
            -12152,
            -11199,
            -12152,
            -16883,
            -16883,
            -14013
        ],
        [
            166,
            154,
            179,
            166,
            154,
            179
        ],
        [
            256,
            235,
            270,
            256,
            235,
            270
        ],
        [
            105,
            117,
            89,
            105,
            117,
            89
        ],
        [
            24698,
            11401,
            13297,
            24698,
            11401,
            13297
        ],
        [
            0,
            0,
            6.778725,
            0,
            0,
            6.778725
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325391,
            -63000,
            -60499,
            202054,
            -110387,
            -58312
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752594900000,
    "first_datapoint_time": 1752660000000,
    "last_datapoint_time": 1760094600000,
    "evaluation_time": 1760094681864,
    "expiration_time": 1766574600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "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)