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Trade: SKL/USDT/3/SMA/VWMA/6296

Strategy
SKL/USDT/3/SMA/VWMA/6296
Pair
SKL_USDT
Interval
3m
Score
354098
Daily Profit
1.392117
Profit Factor
1.414287
Profitability
46.590909
Streak
16.585445
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-12 14:39
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 72501.4416 55738.7549 16762.6867 58008.2875 10294.924 47713.3635
Total P&L (%) 72.5014 55.7388 16.7627 58.0083 10.2949 47.7134
Avg Daily Profit (%) 1.3921 1.0703 0.3219 0.8823 0.1883 0.7519
Buy And Hold Return (%) 30.5374 30.5374 30.5374 30.5374 30.5374 30.5374
Max Trade Drawdown -33900 -38781 -24180 -59874 -82438 -22417
Profit Factor 1.4143 1.4808 1.2837 1.2083 1.052 1.5934
Total Trades 176 88 88 176 88 88
Winning Trades 82 38 44 82 38 44
Losing Trades 94 50 44 94 50 44
Profitability (%) 46.5909 43.1818 50 46.5909 43.1818 50
Ratio Avg Win / Avg Loss 1.6213 1.9485 1.2837 1.3851 1.3842 1.5934
Largest Winning Trade 61233 61233 10316 54891 54891 17896
Largest Losing Trade -15608 -15608 -6923 -29031 -29031 -6668
Avg Bars in Trades 137 195 79 137 195 79
Avg Bars in Winners 125 176 82 125 176 82
Avg Bars in Losers 146 209 75 146 209 75
Bars Traded 24139 17178 6961 24139 17178 6961
Profit Streak 16.5854 16.7396 16.5854 16.5854 16.7396 16.5854
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354098 117758 -158438 138934 -325586 151653
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": 1754589960000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760269142499,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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": [
        [
            72501.4416068961,
            55738.7549101189,
            16762.6866967772,
            58008.2874539501,
            10294.9239901887,
            47713.3634637614
        ],
        [
            72.501442,
            55.738755,
            16.762687,
            58.008287,
            10.294924,
            47.713363
        ],
        [
            1.392117,
            1.070253,
            0.321864,
            0.882282,
            0.188326,
            0.751859
        ],
        [
            30.537418,
            30.537418,
            30.537418,
            30.537418,
            30.537418,
            30.537418
        ],
        [
            -33900,
            -38781,
            -24180,
            -59874,
            -82438,
            -22417
        ],
        [
            1.414287,
            1.480834,
            1.28372,
            1.208257,
            1.05196,
            1.593383
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            82,
            38,
            44,
            82,
            38,
            44
        ],
        [
            94,
            50,
            44,
            94,
            50,
            44
        ],
        [
            46.590909,
            43.181818,
            50,
            46.590909,
            43.181818,
            50
        ],
        [
            1.621256,
            1.948465,
            1.28372,
            1.385075,
            1.384158,
            1.593383
        ],
        [
            61233,
            61233,
            10316,
            54891,
            54891,
            17896
        ],
        [
            -15608,
            -15608,
            -6923,
            -29031,
            -29031,
            -6668
        ],
        [
            137,
            195,
            79,
            137,
            195,
            79
        ],
        [
            125,
            176,
            82,
            125,
            176,
            82
        ],
        [
            146,
            209,
            75,
            146,
            209,
            75
        ],
        [
            24139,
            17178,
            6961,
            24139,
            17178,
            6961
        ],
        [
            16.585445,
            16.739612,
            16.585445,
            16.585446,
            16.739612,
            16.585446
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354098,
            117758,
            -158438,
            138934,
            -325586,
            151653
        ]
    ]
}
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": 1754589960000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760269142499,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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)