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Trade: SKL/USDT/5/SMA/MIDPRICE/5607

Strategy
SKL/USDT/5/SMA/MIDPRICE/5607
Pair
SKL_USDT
Interval
5m
Score
319876
Daily Profit
0.999225
Profit Factor
1.386841
Profitability
37.951807
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 08:34
Expiration Time
2025-12-27 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 86742.7074 58083.7685 28658.9389 48408.5464 3439.5243 44969.0221
Total P&L (%) 86.7427 58.0838 28.6589 48.4085 3.4395 44.969
Avg Daily Profit (%) 0.9992 0.6691 0.3301 0.4558 0.039 0.4287
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48636 -45477 -18580 -94717 -86195 -35072
Profit Factor 1.3868 1.462 1.2909 1.1423 1.0174 1.3156
Total Trades 166 83 83 166 83 83
Winning Trades 63 28 35 63 28 35
Losing Trades 103 55 48 103 55 48
Profitability (%) 37.9518 33.7349 42.1687 37.9518 33.7349 42.1687
Ratio Avg Win / Avg Loss 2.2674 2.8719 1.7704 1.8675 1.9984 1.8042
Largest Winning Trade 103577 103577 20768 76289 76289 30817
Largest Losing Trade -11106 -8146 -11106 -19582 -19582 -18541
Avg Bars in Trades 146 145 146 146 145 146
Avg Bars in Winners 239 236 241 239 236 241
Avg Bars in Losers 89 99 77 89 99 77
Bars Traded 24277 12083 12194 24277 12083 12194
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 319876 159022 47455 -60353 -515522 135399
Evaluation Data
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752833700000,
    "first_datapoint_time": 1752908100000,
    "last_datapoint_time": 1760333400000,
    "evaluation_time": 1760333671554,
    "expiration_time": 1766813400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "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": [
        [
            86742.7074105261,
            58083.7684871257,
            28658.9389234004,
            48408.5464193905,
            3439.5243063885,
            44969.022113002
        ],
        [
            86.742707,
            58.083768,
            28.658939,
            48.408546,
            3.439524,
            44.969022
        ],
        [
            0.999225,
            0.669091,
            0.330134,
            0.455821,
            0.038963,
            0.428689
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48636,
            -45477,
            -18580,
            -94717,
            -86195,
            -35072
        ],
        [
            1.386841,
            1.462039,
            1.290889,
            1.142266,
            1.017392,
            1.315563
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            103,
            55,
            48,
            103,
            55,
            48
        ],
        [
            37.951807,
            33.73494,
            42.168675,
            37.951807,
            33.73494,
            42.168675
        ],
        [
            2.267375,
            2.871862,
            1.770362,
            1.867515,
            1.998449,
            1.804201
        ],
        [
            103577,
            103577,
            20768,
            76289,
            76289,
            30817
        ],
        [
            -11106,
            -8146,
            -11106,
            -19582,
            -19582,
            -18541
        ],
        [
            146,
            145,
            146,
            146,
            145,
            146
        ],
        [
            239,
            236,
            241,
            239,
            236,
            241
        ],
        [
            89,
            99,
            77,
            89,
            99,
            77
        ],
        [
            24277,
            12083,
            12194,
            24277,
            12083,
            12194
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319876,
            159022,
            47455,
            -60353,
            -515522,
            135399
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SKL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752833700000,
    "first_datapoint_time": 1752908100000,
    "last_datapoint_time": 1760333400000,
    "evaluation_time": 1760333671554,
    "expiration_time": 1766813400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "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)