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Trade: SKL/USDT/5/VWMA/SWMA/4838

Strategy
SKL/USDT/5/VWMA/SWMA/4838
Pair
SKL_USDT
Interval
5m
Score
444151
Daily Profit
0.994617
Profit Factor
1.539357
Profitability
46.067416
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 06:41
Expiration Time
2025-12-24 05:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 86342.6872 64158.9192 22183.7681 56030.7535 30779.3936 25251.3598
Total P&L (%) 86.3427 64.1589 22.1838 56.0308 30.7794 25.2514
Avg Daily Profit (%) 0.9946 0.7391 0.2555 0.5138 0.3096 0.2597
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32642 -23655 -24624 -64384 -34818 -51332
Profit Factor 1.5394 1.852 1.2617 1.2341 1.3137 1.1788
Total Trades 89 45 44 89 45 44
Winning Trades 41 15 26 41 15 26
Losing Trades 48 30 18 48 30 18
Profitability (%) 46.0674 33.3333 59.0909 46.0674 33.3333 59.0909
Ratio Avg Win / Avg Loss 1.8022 3.704 0.8735 1.4448 2.6273 0.8161
Largest Winning Trade 90949 90949 18494 67893 67893 32881
Largest Losing Trade -24624 -9272 -24624 -51332 -8037 -51332
Avg Bars in Trades 274 225 325 274 225 325
Avg Bars in Winners 380 326 412 380 326 412
Avg Bars in Losers 184 174 200 184 174 200
Bars Traded 24463 10125 14338 24463 10125 14338
Profit Streak 0 0 3.4527 0 0 3.4527
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444151 251697 -588 209322 -1567 -22335
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752567900000,
    "first_datapoint_time": 1752673500000,
    "last_datapoint_time": 1760067600000,
    "evaluation_time": 1760067716166,
    "expiration_time": 1766547600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 239
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 210,
            "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": [
        [
            86342.6872359954,
            64158.9191809644,
            22183.7680550309,
            56030.7534663551,
            30779.3936327303,
            25251.3598336249
        ],
        [
            86.342687,
            64.158919,
            22.183768,
            56.030753,
            30.779394,
            25.25136
        ],
        [
            0.994617,
            0.739073,
            0.255544,
            0.513794,
            0.309592,
            0.259699
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32642,
            -23655,
            -24624,
            -64384,
            -34818,
            -51332
        ],
        [
            1.539357,
            1.851989,
            1.261664,
            1.234097,
            1.313655,
            1.178813
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            41,
            15,
            26,
            41,
            15,
            26
        ],
        [
            48,
            30,
            18,
            48,
            30,
            18
        ],
        [
            46.067416,
            33.333333,
            59.090909,
            46.067416,
            33.333333,
            59.090909
        ],
        [
            1.802174,
            3.703979,
            0.873459,
            1.444797,
            2.627309,
            0.816101
        ],
        [
            90949,
            90949,
            18494,
            67893,
            67893,
            32881
        ],
        [
            -24624,
            -9272,
            -24624,
            -51332,
            -8037,
            -51332
        ],
        [
            274,
            225,
            325,
            274,
            225,
            325
        ],
        [
            380,
            326,
            412,
            380,
            326,
            412
        ],
        [
            184,
            174,
            200,
            184,
            174,
            200
        ],
        [
            24463,
            10125,
            14338,
            24463,
            10125,
            14338
        ],
        [
            0,
            0,
            3.452733,
            0,
            0,
            3.452733
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444151,
            251697,
            -588,
            209322,
            -1567,
            -22335
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752567900000,
    "first_datapoint_time": 1752673500000,
    "last_datapoint_time": 1760067600000,
    "evaluation_time": 1760067716166,
    "expiration_time": 1766547600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 239
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 210,
            "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)