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Trade: SKL/USDT/5/RMA/SSF/7056

Strategy
SKL/USDT/5/RMA/SSF/7056
Pair
SKL_USDT
Interval
5m
Score
381296
Daily Profit
2.029462
Profit Factor
1.723466
Profitability
44.041451
Streak
0.335905
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 05:23
Expiration Time
2025-12-25 04:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 176177.6114 98721.9459 77455.6656 245792.7474 151974.7151 93818.0323
Total P&L (%) 176.1776 98.7219 77.4557 245.7927 151.9747 93.818
Avg Daily Profit (%) 2.0295 1.1372 0.8922 1.4394 1.0703 0.7652
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81172 -44137 -40014 -146956 -71444 -79225
Profit Factor 1.7235 1.7644 1.6773 1.6484 1.796 1.4987
Total Trades 193 97 96 193 97 96
Winning Trades 85 37 48 85 37 48
Losing Trades 108 60 48 108 60 48
Profitability (%) 44.0415 38.1443 50 44.0415 38.1443 50
Ratio Avg Win / Avg Loss 2.1898 2.8612 1.6773 2.0945 2.9124 1.4987
Largest Winning Trade 58288 58266 58288 127305 127305 80456
Largest Losing Trade -16871 -7107 -16871 -43500 -13816 -43500
Avg Bars in Trades 128 112 145 128 112 145
Avg Bars in Winners 161 125 188 161 125 188
Avg Bars in Losers 103 104 102 103 104 102
Bars Traded 24877 10891 13986 24877 10891 13986
Profit Streak 0.3359 0.3359 0.4956 0.3359 0.3359 0.4956
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381296 213348 371115 357643 213452 289864
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752649500000,
    "first_datapoint_time": 1752670200000,
    "last_datapoint_time": 1760149200000,
    "evaluation_time": 1760149422188,
    "expiration_time": 1766629200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            176177.6114326739,
            98721.9458514824,
            77455.6655811914,
            245792.7474030151,
            151974.7150896547,
            93818.0323133604
        ],
        [
            176.177611,
            98.721946,
            77.455666,
            245.792747,
            151.974715,
            93.818032
        ],
        [
            2.029462,
            1.137219,
            0.892244,
            1.43944,
            1.070263,
            0.765209
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81172,
            -44137,
            -40014,
            -146956,
            -71444,
            -79225
        ],
        [
            1.723466,
            1.764385,
            1.677256,
            1.648415,
            1.795992,
            1.498655
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            85,
            37,
            48,
            85,
            37,
            48
        ],
        [
            108,
            60,
            48,
            108,
            60,
            48
        ],
        [
            44.041451,
            38.14433,
            50,
            44.041451,
            38.14433,
            50
        ],
        [
            2.189815,
            2.861164,
            1.677256,
            2.094457,
            2.912419,
            1.498655
        ],
        [
            58288,
            58266,
            58288,
            127305,
            127305,
            80456
        ],
        [
            -16871,
            -7107,
            -16871,
            -43500,
            -13816,
            -43500
        ],
        [
            128,
            112,
            145,
            128,
            112,
            145
        ],
        [
            161,
            125,
            188,
            161,
            125,
            188
        ],
        [
            103,
            104,
            102,
            103,
            104,
            102
        ],
        [
            24877,
            10891,
            13986,
            24877,
            10891,
            13986
        ],
        [
            0.335905,
            0.335905,
            0.495627,
            0.335905,
            0.335905,
            0.495627
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381296,
            213348,
            371115,
            357643,
            213452,
            289864
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752649500000,
    "first_datapoint_time": 1752670200000,
    "last_datapoint_time": 1760149200000,
    "evaluation_time": 1760149422188,
    "expiration_time": 1766629200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 2
        }
    }
}

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)