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Trade: SKL/USDT/5/WMA/VWAP/8388

Strategy
SKL/USDT/5/WMA/VWAP/8388
Pair
SKL_USDT
Interval
5m
Score
326208
Daily Profit
0.872817
Profit Factor
1.253408
Profitability
44.444444
Streak
3.522746
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 15:32
Expiration Time
2025-12-19 14:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 75769.2849 64873.9385 10895.3464 51066.0762 24825.1836 26240.8926
Total P&L (%) 75.7693 64.8739 10.8953 51.0661 24.8252 26.2409
Avg Daily Profit (%) 0.8728 0.7473 0.1255 0.4764 0.2558 0.2688
Buy And Hold Return (%) 19.1275 19.1275 19.1275 19.1275 19.1275 19.1275
Max Trade Drawdown -81037 -43980 -50263 -59649 -48408 -38139
Profit Factor 1.2534 1.3626 1.0907 1.1723 1.1355 1.2318
Total Trades 270 135 135 270 135 135
Winning Trades 120 52 68 120 52 68
Losing Trades 150 83 67 150 83 67
Profitability (%) 44.4444 38.5185 50.3704 44.4444 38.5185 50.3704
Ratio Avg Win / Avg Loss 1.5668 2.1749 1.0747 1.4653 1.8124 1.2137
Largest Winning Trade 66744 66744 9106 38373 38373 9859
Largest Losing Trade -16844 -16844 -10028 -15721 -15721 -9426
Avg Bars in Trades 91 112 70 91 112 70
Avg Bars in Winners 110 130 94 110 130 94
Avg Bars in Losers 77 101 46 77 101 46
Bars Traded 24816 15253 9563 24816 15253 9563
Profit Streak 3.5227 4.5019 3.5227 3.5227 4.5019 3.5227
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326208 205622 -313814 -26851 -140782 -44054
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752167700000,
    "first_datapoint_time": 1752209100000,
    "last_datapoint_time": 1759667400000,
    "evaluation_time": 1759667565268,
    "expiration_time": 1766147400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 139,
            "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": [
        [
            75769.2849374841,
            64873.9385453398,
            10895.3463921445,
            51066.0761849461,
            24825.1835957671,
            26240.8925891789
        ],
        [
            75.769285,
            64.873939,
            10.895346,
            51.066076,
            24.825184,
            26.240893
        ],
        [
            0.872817,
            0.74731,
            0.125508,
            0.476361,
            0.255763,
            0.268788
        ],
        [
            19.127517,
            19.127517,
            19.127517,
            19.127517,
            19.127517,
            19.127517
        ],
        [
            -81037,
            -43980,
            -50263,
            -59649,
            -48408,
            -38139
        ],
        [
            1.253408,
            1.362589,
            1.090732,
            1.172275,
            1.135493,
            1.231808
        ],
        [
            270,
            135,
            135,
            270,
            135,
            135
        ],
        [
            120,
            52,
            68,
            120,
            52,
            68
        ],
        [
            150,
            83,
            67,
            150,
            83,
            67
        ],
        [
            44.444444,
            38.518519,
            50.37037,
            44.444444,
            38.518519,
            50.37037
        ],
        [
            1.566759,
            2.174901,
            1.074692,
            1.465343,
            1.812421,
            1.213693
        ],
        [
            66744,
            66744,
            9106,
            38373,
            38373,
            9859
        ],
        [
            -16844,
            -16844,
            -10028,
            -15721,
            -15721,
            -9426
        ],
        [
            91,
            112,
            70,
            91,
            112,
            70
        ],
        [
            110,
            130,
            94,
            110,
            130,
            94
        ],
        [
            77,
            101,
            46,
            77,
            101,
            46
        ],
        [
            24816,
            15253,
            9563,
            24816,
            15253,
            9563
        ],
        [
            3.522746,
            4.501913,
            3.522746,
            3.522746,
            4.501913,
            3.522746
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326208,
            205622,
            -313814,
            -26851,
            -140782,
            -44054
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752167700000,
    "first_datapoint_time": 1752209100000,
    "last_datapoint_time": 1759667400000,
    "evaluation_time": 1759667565268,
    "expiration_time": 1766147400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 139,
            "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)