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Trade: MKR/USDT/5/HMA/T3/1999

Strategy
MKR/USDT/5/HMA/T3/1999
Pair
MKR_USDT
Interval
5m
Score
366584
Daily Profit
0.580250
Profit Factor
1.334847
Profitability
69.934641
Streak
20.128081
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-04 11:24
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 44853.3419 21631.0849 23222.2569 47636.4226 23415.2278 24221.1948
Total P&L (%) 44.8533 21.6311 23.2223 47.6364 23.4152 24.2212
Avg Daily Profit (%) 0.5803 0.2798 0.3004 0.5053 0.2725 0.281
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24188 -15632 -17274 -23187 -16410 -23087
Profit Factor 1.3348 1.3258 1.3438 1.3202 1.3225 1.3181
Total Trades 153 76 77 153 76 77
Winning Trades 107 51 56 107 51 56
Losing Trades 46 25 21 46 25 21
Profitability (%) 69.9346 67.1053 72.7273 69.9346 67.1053 72.7273
Ratio Avg Win / Avg Loss 0.5739 0.6499 0.5039 0.5676 0.6483 0.4943
Largest Winning Trade 8751 8751 6475 11573 11573 6059
Largest Losing Trade -9703 -6840 -9703 -12743 -7358 -12743
Avg Bars in Trades 142 140 144 142 140 144
Avg Bars in Winners 105 101 109 105 101 109
Avg Bars in Losers 228 219 238 228 219 238
Bars Traded 21809 10669 11140 21809 10669 11140
Profit Streak 20.1281 23.8434 20.1281 20.1281 23.8434 20.1281
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366584 -46316 -37732 349204 -45209 -37389
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": 1751302800000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759566266176,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 122,
            "offset": 0,
            "a": 0.74902
        }
    }
}
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": [
        [
            44853.3418597751,
            21631.084929528,
            23222.256930247,
            47636.4226100239,
            23415.2277998502,
            24221.1948101737
        ],
        [
            44.853342,
            21.631085,
            23.222257,
            47.636423,
            23.415228,
            24.221195
        ],
        [
            0.58025,
            0.279833,
            0.300417,
            0.50526,
            0.272537,
            0.280981
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24188,
            -15632,
            -17274,
            -23187,
            -16410,
            -23087
        ],
        [
            1.334847,
            1.325785,
            1.343754,
            1.320247,
            1.32251,
            1.318089
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            107,
            51,
            56,
            107,
            51,
            56
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            69.934641,
            67.105263,
            72.727273,
            69.934641,
            67.105263,
            72.727273
        ],
        [
            0.57386,
            0.649895,
            0.503908,
            0.567583,
            0.648289,
            0.494284
        ],
        [
            8751,
            8751,
            6475,
            11573,
            11573,
            6059
        ],
        [
            -9703,
            -6840,
            -9703,
            -12743,
            -7358,
            -12743
        ],
        [
            142,
            140,
            144,
            142,
            140,
            144
        ],
        [
            105,
            101,
            109,
            105,
            101,
            109
        ],
        [
            228,
            219,
            238,
            228,
            219,
            238
        ],
        [
            21809,
            10669,
            11140,
            21809,
            10669,
            11140
        ],
        [
            20.128081,
            23.843358,
            20.128081,
            20.128081,
            23.843359,
            20.128081
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366584,
            -46316,
            -37732,
            349204,
            -45209,
            -37389
        ]
    ]
}
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": 1751302800000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759566266176,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 122,
            "offset": 0,
            "a": 0.74902
        }
    }
}

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)