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Trade: SKL/USDT/5/ALMA/RMA/4419

Strategy
SKL/USDT/5/ALMA/RMA/4419
Pair
SKL_USDT
Interval
5m
Score
397773
Daily Profit
0.837425
Profit Factor
1.825397
Profitability
48.484848
Streak
1.667423
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 08:36
Expiration Time
2025-12-26 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 115624.6307 57434.0133 58190.6174 134632.0134 28377.3708 106254.6426
Total P&L (%) 115.6246 57.434 58.1906 134.632 28.3774 106.2546
Avg Daily Profit (%) 1.3319 0.6616 0.6703 0.9873 0.2882 0.8374
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39570 -32665 -21046 -85961 -69534 -25816
Profit Factor 1.52 1.4144 1.6946 1.3591 1.1153 1.8254
Total Trades 198 99 99 198 99 99
Winning Trades 85 37 48 85 37 48
Losing Trades 113 62 51 113 62 51
Profitability (%) 42.9293 37.3737 48.4848 42.9293 37.3737 48.4848
Ratio Avg Win / Avg Loss 2.0207 2.3701 1.8005 1.8068 1.8688 1.9395
Largest Winning Trade 47085 47085 23043 54865 54865 43942
Largest Losing Trade -15500 -15500 -5831 -29000 -29000 -10465
Avg Bars in Trades 123 137 110 123 137 110
Avg Bars in Winners 147 167 131 147 167 131
Avg Bars in Losers 106 119 90 106 119 90
Bars Traded 24527 13574 10953 24527 13574 10953
Profit Streak 1.5042 0 1.6674 1.5042 0 1.6674
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344888 197126 319275 298723 -94653 397773
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752747300000,
    "first_datapoint_time": 1752790500000,
    "last_datapoint_time": 1760247000000,
    "evaluation_time": 1760247365340,
    "expiration_time": 1766727000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 145,
            "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": [
        [
            115624.6306994416,
            57434.0132950083,
            58190.6174044335,
            134632.0134352187,
            28377.3707996337,
            106254.6426355848
        ],
        [
            115.624631,
            57.434013,
            58.190617,
            134.632013,
            28.377371,
            106.254643
        ],
        [
            1.331928,
            0.661606,
            0.670322,
            0.987273,
            0.288174,
            0.837425
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39570,
            -32665,
            -21046,
            -85961,
            -69534,
            -25816
        ],
        [
            1.519974,
            1.414403,
            1.694633,
            1.359089,
            1.115264,
            1.825397
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            85,
            37,
            48,
            85,
            37,
            48
        ],
        [
            113,
            62,
            51,
            113,
            62,
            51
        ],
        [
            42.929293,
            37.373737,
            48.484848,
            42.929293,
            37.373737,
            48.484848
        ],
        [
            2.020671,
            2.37008,
            1.800548,
            1.806789,
            1.86882,
            1.939485
        ],
        [
            47085,
            47085,
            23043,
            54865,
            54865,
            43942
        ],
        [
            -15500,
            -15500,
            -5831,
            -29000,
            -29000,
            -10465
        ],
        [
            123,
            137,
            110,
            123,
            137,
            110
        ],
        [
            147,
            167,
            131,
            147,
            167,
            131
        ],
        [
            106,
            119,
            90,
            106,
            119,
            90
        ],
        [
            24527,
            13574,
            10953,
            24527,
            13574,
            10953
        ],
        [
            1.504228,
            0,
            1.667423,
            1.504228,
            0,
            1.667423
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344888,
            197126,
            319275,
            298723,
            -94653,
            397773
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752747300000,
    "first_datapoint_time": 1752790500000,
    "last_datapoint_time": 1760247000000,
    "evaluation_time": 1760247365340,
    "expiration_time": 1766727000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 145,
            "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)