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Trade: SKL/USDT/5/DEMA/MIDPOINT/2244

Strategy
SKL/USDT/5/DEMA/MIDPOINT/2244
Pair
SKL_USDT
Interval
5m
Score
419764
Daily Profit
0.788675
Profit Factor
1.247008
Profitability
65.104167
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 08:24
Expiration Time
2025-12-22 07:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68464.8815 57633.3252 10831.5563 34694.7732 53440.3632 -18745.5899
Total P&L (%) 68.4649 57.6333 10.8316 34.6948 53.4404 -18.7456
Avg Daily Profit (%) 0.7887 0.6639 0.1248 0.3437 0.4944 -0.2388
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87615 -28409 -78684 -125414 -24319 -118992
Profit Factor 1.247 1.4486 1.0728 1.103 1.3854 0.9055
Total Trades 192 96 96 192 96 96
Winning Trades 125 58 67 125 58 67
Losing Trades 67 38 29 67 38 29
Profitability (%) 65.1042 60.4167 69.7917 65.1042 60.4167 69.7917
Ratio Avg Win / Avg Loss 0.6684 0.9491 0.4644 0.5912 0.9077 0.3919
Largest Winning Trade 23056 23056 11268 18787 18787 13385
Largest Losing Trade -36639 -16484 -36639 -61843 -15331 -61843
Avg Bars in Trades 126 150 102 126 150 102
Avg Bars in Winners 77 75 78 77 75 78
Avg Bars in Losers 218 265 158 218 265 158
Bars Traded 24294 14477 9817 24294 14477 9817
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419764 330928 -307818 -101752 254810 -580179
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752401100000,
    "first_datapoint_time": 1752466800000,
    "last_datapoint_time": 1759900800000,
    "evaluation_time": 1759901073246,
    "expiration_time": 1766380800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 220,
            "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": [
        [
            68464.8814744627,
            57633.3251716296,
            10831.556302833,
            34694.7732378512,
            53440.3631518051,
            -18745.589913954
        ],
        [
            68.464881,
            57.633325,
            10.831556,
            34.694773,
            53.440363,
            -18.74559
        ],
        [
            0.788675,
            0.663902,
            0.124773,
            0.343685,
            0.494412,
            -0.23884
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87615,
            -28409,
            -78684,
            -125414,
            -24319,
            -118992
        ],
        [
            1.247008,
            1.448584,
            1.072842,
            1.102972,
            1.385381,
            0.905452
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            125,
            58,
            67,
            125,
            58,
            67
        ],
        [
            67,
            38,
            29,
            67,
            38,
            29
        ],
        [
            65.104167,
            60.416667,
            69.791667,
            65.104167,
            60.416667,
            69.791667
        ],
        [
            0.668396,
            0.949073,
            0.464365,
            0.591193,
            0.907664,
            0.391912
        ],
        [
            23056,
            23056,
            11268,
            18787,
            18787,
            13385
        ],
        [
            -36639,
            -16484,
            -36639,
            -61843,
            -15331,
            -61843
        ],
        [
            126,
            150,
            102,
            126,
            150,
            102
        ],
        [
            77,
            75,
            78,
            77,
            75,
            78
        ],
        [
            218,
            265,
            158,
            218,
            265,
            158
        ],
        [
            24294,
            14477,
            9817,
            24294,
            14477,
            9817
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419764,
            330928,
            -307818,
            -101752,
            254810,
            -580179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752401100000,
    "first_datapoint_time": 1752466800000,
    "last_datapoint_time": 1759900800000,
    "evaluation_time": 1759901073246,
    "expiration_time": 1766380800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 220,
            "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)