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Trade: SKL/USDT/5/EMA/JMA/6553

Strategy
SKL/USDT/5/EMA/JMA/6553
Pair
SKL_USDT
Interval
5m
Score
352297
Daily Profit
1.241613
Profit Factor
1.604887
Profitability
40.163934
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 05:35
Expiration Time
2025-12-19 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 107784.4469 87162.7826 20621.6644 84227.0281 47335.7843 36891.2438
Total P&L (%) 107.7844 87.1628 20.6217 84.227 47.3358 36.8912
Avg Daily Profit (%) 1.2416 1.0041 0.2375 0.7063 0.4474 0.3624
Buy And Hold Return (%) 19.2621 19.2621 19.2621 19.2621 19.2621 19.2621
Max Trade Drawdown -43665 -29923 -25356 -90210 -62561 -33809
Profit Factor 1.6049 1.8742 1.2628 1.3205 1.3053 1.3424
Total Trades 122 61 61 122 61 61
Winning Trades 49 20 29 49 20 29
Losing Trades 73 41 32 73 41 32
Profitability (%) 40.1639 32.7869 47.541 40.1639 32.7869 47.541
Ratio Avg Win / Avg Loss 2.391 3.8421 1.3934 1.9673 2.6759 1.4812
Largest Winning Trade 110207 110207 12585 82973 82973 18147
Largest Losing Trade -15632 -9642 -15632 -15710 -14980 -15710
Avg Bars in Trades 198 183 213 198 183 213
Avg Bars in Winners 329 331 327 329 331 327
Avg Bars in Losers 110 111 110 110 111 110
Bars Traded 24237 11187 13050 24237 11187 13050
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 352297 -155870 -300603 213474 -163474 -162685
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752131700000,
    "first_datapoint_time": 1752193200000,
    "last_datapoint_time": 1759631400000,
    "evaluation_time": 1759631738133,
    "expiration_time": 1766111400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 206,
            "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": [
        [
            107784.4469487597,
            87162.7825569516,
            20621.6643918082,
            84227.0280824624,
            47335.7843313389,
            36891.2437511235
        ],
        [
            107.784447,
            87.162783,
            20.621664,
            84.227028,
            47.335784,
            36.891244
        ],
        [
            1.241613,
            1.004064,
            0.237549,
            0.706317,
            0.447426,
            0.362384
        ],
        [
            19.262099,
            19.262099,
            19.262099,
            19.262099,
            19.262099,
            19.262099
        ],
        [
            -43665,
            -29923,
            -25356,
            -90210,
            -62561,
            -33809
        ],
        [
            1.604887,
            1.874181,
            1.262758,
            1.320513,
            1.305333,
            1.342352
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            40.163934,
            32.786885,
            47.540984,
            40.163934,
            32.786885,
            47.540984
        ],
        [
            2.390954,
            3.842071,
            1.393389,
            1.967295,
            2.675933,
            1.481216
        ],
        [
            110207,
            110207,
            12585,
            82973,
            82973,
            18147
        ],
        [
            -15632,
            -9642,
            -15632,
            -15710,
            -14980,
            -15710
        ],
        [
            198,
            183,
            213,
            198,
            183,
            213
        ],
        [
            329,
            331,
            327,
            329,
            331,
            327
        ],
        [
            110,
            111,
            110,
            110,
            111,
            110
        ],
        [
            24237,
            11187,
            13050,
            24237,
            11187,
            13050
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352297,
            -155870,
            -300603,
            213474,
            -163474,
            -162685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752131700000,
    "first_datapoint_time": 1752193200000,
    "last_datapoint_time": 1759631400000,
    "evaluation_time": 1759631738133,
    "expiration_time": 1766111400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 206,
            "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)