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Trade: SKL/USDT/5/RMA/HMA/4274

Strategy
SKL/USDT/5/RMA/HMA/4274
Pair
SKL_USDT
Interval
5m
Score
402607
Daily Profit
1.307683
Profit Factor
1.298344
Profitability
42.671010
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 04:44
Expiration Time
2025-12-27 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 113519.9601 87790.6102 25729.3499 75322.6238 78931.0796 -3608.4558
Total P&L (%) 113.52 87.7906 25.7294 75.3226 78.9311 -3.6085
Avg Daily Profit (%) 1.3077 1.0113 0.2964 0.6489 0.6725 -0.0423
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85559 -54320 -36098 -134282 -77673 -71877
Profit Factor 1.2983 1.4585 1.1361 1.1497 1.3268 0.9862
Total Trades 307 154 153 307 154 153
Winning Trades 131 64 67 131 64 67
Losing Trades 176 90 86 176 90 86
Profitability (%) 42.671 41.5584 43.7909 42.671 41.5584 43.7909
Ratio Avg Win / Avg Loss 1.7443 2.0511 1.4583 1.5447 1.8657 1.2659
Largest Winning Trade 56704 50644 56704 66316 66316 50777
Largest Losing Trade -21730 -7432 -21730 -44904 -13294 -44904
Avg Bars in Trades 80 71 89 80 71 89
Avg Bars in Winners 92 65 117 92 65 117
Avg Bars in Losers 71 76 66 71 76 66
Bars Traded 24674 11041 13633 24674 11041 13633
Profit Streak 0 0 1.0898 0 0 1.0898
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402607 364262 -72476 -46442 289433 -585731
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752819900000,
    "first_datapoint_time": 1752871800000,
    "last_datapoint_time": 1760319600000,
    "evaluation_time": 1760319854575,
    "expiration_time": 1766799600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 163,
            "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": [
        [
            113519.9601053089,
            87790.6101751625,
            25729.3499301463,
            75322.6237951529,
            78931.0796422457,
            -3608.4558470927
        ],
        [
            113.51996,
            87.79061,
            25.72935,
            75.322624,
            78.93108,
            -3.608456
        ],
        [
            1.307683,
            1.011296,
            0.296387,
            0.648862,
            0.672486,
            -0.042327
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85559,
            -54320,
            -36098,
            -134282,
            -77673,
            -71877
        ],
        [
            1.298344,
            1.458528,
            1.136106,
            1.149734,
            1.326752,
            0.9862
        ],
        [
            307,
            154,
            153,
            307,
            154,
            153
        ],
        [
            131,
            64,
            67,
            131,
            64,
            67
        ],
        [
            176,
            90,
            86,
            176,
            90,
            86
        ],
        [
            42.67101,
            41.558442,
            43.79085,
            42.67101,
            41.558442,
            43.79085
        ],
        [
            1.74434,
            2.051055,
            1.458286,
            1.54468,
            1.865745,
            1.265869
        ],
        [
            56704,
            50644,
            56704,
            66316,
            66316,
            50777
        ],
        [
            -21730,
            -7432,
            -21730,
            -44904,
            -13294,
            -44904
        ],
        [
            80,
            71,
            89,
            80,
            71,
            89
        ],
        [
            92,
            65,
            117,
            92,
            65,
            117
        ],
        [
            71,
            76,
            66,
            71,
            76,
            66
        ],
        [
            24674,
            11041,
            13633,
            24674,
            11041,
            13633
        ],
        [
            0,
            0,
            1.089752,
            0,
            0,
            1.089752
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402607,
            364262,
            -72476,
            -46442,
            289433,
            -585731
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752819900000,
    "first_datapoint_time": 1752871800000,
    "last_datapoint_time": 1760319600000,
    "evaluation_time": 1760319854575,
    "expiration_time": 1766799600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 163,
            "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)