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Trade: SKL/USDT/5/SINWMA/DCL/8530

Strategy
SKL/USDT/5/SINWMA/DCL/8530
Pair
SKL_USDT
Interval
5m
Score
378939
Daily Profit
0.647468
Profit Factor
1.929855
Profitability
42.553191
Streak
4.449697
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 17:47
Expiration Time
2025-12-26 16:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 39186.3047 56206.7337 -17020.429 -105497.6122 1042.254 -106539.8662
Total P&L (%) 39.1863 56.2067 -17.0204 -105.4976 1.0423 -106.5399
Avg Daily Profit (%) 0.4514 0.6475 -0.1961 0 0.0119 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152585 -45619 -113959 -141305 -7056 -134311
Profit Factor 1.1826 1.9299 0.8896 0.2883 1.0981 0.2258
Total Trades 93 47 46 93 47 46
Winning Trades 43 20 23 50 28 22
Losing Trades 50 27 23 43 19 24
Profitability (%) 46.2366 42.5532 50 53.7634 59.5745 47.8261
Ratio Avg Win / Avg Loss 1.3751 2.6053 0.8896 0.248 0.7451 0.2464
Largest Winning Trade 92640 92640 60166 12665 2703 12665
Largest Losing Trade -102125 -13530 -102125 -119042 -4090 -119042
Avg Bars in Trades 261 83 442 261 83 442
Avg Bars in Winners 256 75 412 240 91 430
Avg Bars in Losers 265 88 472 284 71 453
Bars Traded 24292 3917 20374 24292 3917 20374
Profit Streak 4.0469 4.4497 4.0469 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14562 378939 -582366 -581988 -457031 -583496
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752780300000,
    "first_datapoint_time": 1752878400000,
    "last_datapoint_time": 1760280000000,
    "evaluation_time": 1760280453810,
    "expiration_time": 1766760000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 179,
            "offset": 149
        }
    }
}
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": [
        [
            39186.3046951454,
            56206.7337006151,
            -17020.4290054697,
            -105497.612232112,
            1042.2539919311,
            -106539.866224043
        ],
        [
            39.186305,
            56.206734,
            -17.020429,
            -105.497612,
            1.042254,
            -106.539866
        ],
        [
            0.451403,
            0.647468,
            -0.196065,
            0,
            0.011945,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152585,
            -45619,
            -113959,
            -141305,
            -7056,
            -134311
        ],
        [
            1.182625,
            1.929855,
            0.889568,
            0.288348,
            1.098081,
            0.225823
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            43,
            20,
            23,
            50,
            28,
            22
        ],
        [
            50,
            27,
            23,
            43,
            19,
            24
        ],
        [
            46.236559,
            42.553191,
            50,
            53.763441,
            59.574468,
            47.826087
        ],
        [
            1.375146,
            2.605304,
            0.889568,
            0.24798,
            0.745127,
            0.246352
        ],
        [
            92640,
            92640,
            60166,
            12665,
            2703,
            12665
        ],
        [
            -102125,
            -13530,
            -102125,
            -119042,
            -4090,
            -119042
        ],
        [
            261,
            83,
            442,
            261,
            83,
            442
        ],
        [
            256,
            75,
            412,
            240,
            91,
            430
        ],
        [
            265,
            88,
            472,
            284,
            71,
            453
        ],
        [
            24292,
            3917,
            20374,
            24292,
            3917,
            20374
        ],
        [
            4.046919,
            4.449697,
            4.046919,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14562,
            378939,
            -582366,
            -581988,
            -457031,
            -583496
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752780300000,
    "first_datapoint_time": 1752878400000,
    "last_datapoint_time": 1760280000000,
    "evaluation_time": 1760280453810,
    "expiration_time": 1766760000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 179,
            "offset": 149
        }
    }
}

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)