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Trade: MKR/USDT/5/DCL/ZLMA/9962

Strategy
MKR/USDT/5/DCL/ZLMA/9962
Pair
MKR_USDT
Interval
5m
Score
305441
Daily Profit
0.548896
Profit Factor
1.356483
Profitability
53.439153
Streak
0.000000
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-05 17:24
Expiration Time
2025-11-20 23:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 42429.6315 20497.5622 21932.0694 44427.8488 20064.2958 24363.553
Total P&L (%) 42.4296 20.4976 21.9321 44.4278 20.0643 24.3636
Avg Daily Profit (%) 0.5489 0.2652 0.2837 0.4767 0.2368 0.2825
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34388 -35540 -5772 -39868 -40734 -6876
Profit Factor 1.3565 1.2358 1.6836 1.3399 1.2111 1.6829
Total Trades 189 94 95 189 94 95
Winning Trades 101 50 51 101 50 51
Losing Trades 88 44 44 88 44 44
Profitability (%) 53.4392 53.1915 53.6842 53.4392 53.1915 53.6842
Ratio Avg Win / Avg Loss 1.1819 1.0875 1.4525 1.1674 1.0658 1.4519
Largest Winning Trade 9063 9063 4379 10014 10014 6176
Largest Losing Trade -11448 -11448 -4709 -14946 -14946 -4601
Avg Bars in Trades 113 198 28 113 198 28
Avg Bars in Winners 86 141 31 86 141 31
Avg Bars in Losers 144 262 26 144 262 26
Bars Traded 21380 18631 2749 21380 18631 2749
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 305441 -554 138523 285963 -1235 186439
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 22262,
    "evaluation_days": 77.3,
    "actual_first_datapoint_time": 1751226600000,
    "first_datapoint_time": 1751299800000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759674249749,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 27,
            "offset": 218
        }
    }
}
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": [
        [
            42429.6315256295,
            20497.5621517076,
            21932.069373922,
            44427.8487954897,
            20064.2957772981,
            24363.5530181915
        ],
        [
            42.429632,
            20.497562,
            21.932069,
            44.427849,
            20.064296,
            24.363553
        ],
        [
            0.548896,
            0.265169,
            0.283727,
            0.476695,
            0.236835,
            0.282467
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34388,
            -35540,
            -5772,
            -39868,
            -40734,
            -6876
        ],
        [
            1.356483,
            1.235766,
            1.683614,
            1.339859,
            1.211099,
            1.682879
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            53.439153,
            53.191489,
            53.684211,
            53.439153,
            53.191489,
            53.684211
        ],
        [
            1.181887,
            1.087474,
            1.45253,
            1.167402,
            1.065767,
            1.451896
        ],
        [
            9063,
            9063,
            4379,
            10014,
            10014,
            6176
        ],
        [
            -11448,
            -11448,
            -4709,
            -14946,
            -14946,
            -4601
        ],
        [
            113,
            198,
            28,
            113,
            198,
            28
        ],
        [
            86,
            141,
            31,
            86,
            141,
            31
        ],
        [
            144,
            262,
            26,
            144,
            262,
            26
        ],
        [
            21380,
            18631,
            2749,
            21380,
            18631,
            2749
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305441,
            -554,
            138523,
            285963,
            -1235,
            186439
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 22262,
    "evaluation_days": 77.3,
    "actual_first_datapoint_time": 1751226600000,
    "first_datapoint_time": 1751299800000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759674249749,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 27,
            "offset": 218
        }
    }
}

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)