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Trade: MKR/USDT/5/LINREG/ZLMA/7356

Strategy
MKR/USDT/5/LINREG/ZLMA/7356
Pair
MKR_USDT
Interval
5m
Score
336576
Daily Profit
0.644738
Profit Factor
1.311185
Profitability
61.570248
Streak
0.000000
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-06 16:11
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 49838.2778 25813.404 24024.8738 54276.1835 28753.3747 25522.8088
Total P&L (%) 49.8383 25.8134 24.0249 54.2762 28.7534 25.5228
Avg Daily Profit (%) 0.6447 0.3339 0.3108 0.5625 0.3275 0.2945
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29123 -14530 -18917 -25587 -13841 -22221
Profit Factor 1.3112 1.3101 1.3124 1.3267 1.3333 1.3195
Total Trades 242 121 121 242 121 121
Winning Trades 149 72 77 149 72 77
Losing Trades 93 49 44 93 49 44
Profitability (%) 61.5702 59.5041 63.6364 61.5702 59.5041 63.6364
Ratio Avg Win / Avg Loss 0.8184 0.8916 0.7499 0.8281 0.9074 0.754
Largest Winning Trade 10750 10750 4377 13810 13810 5258
Largest Losing Trade -9358 -7981 -9358 -12388 -7847 -12388
Avg Bars in Trades 89 86 92 89 86 92
Avg Bars in Winners 73 69 77 73 69 77
Avg Bars in Losers 115 111 119 115 111 119
Bars Traded 21669 10421 11248 21669 10421 11248
Profit Streak 0 26.0877 0 0 26.0877 0
Trades During Streak 0 9 0 0 9 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336576 160583 96876 325453 173112 108510
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": 1751286600000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759756280029,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "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": [
        [
            49838.2777773425,
            25813.4040163313,
            24024.8737610113,
            54276.1834736816,
            28753.3746628247,
            25522.8088108569
        ],
        [
            49.838278,
            25.813404,
            24.024874,
            54.276183,
            28.753375,
            25.522809
        ],
        [
            0.644738,
            0.333938,
            0.3108,
            0.562474,
            0.32748,
            0.294504
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29123,
            -14530,
            -18917,
            -25587,
            -13841,
            -22221
        ],
        [
            1.311185,
            1.310097,
            1.312362,
            1.326677,
            1.333313,
            1.31951
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            149,
            72,
            77,
            149,
            72,
            77
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            61.570248,
            59.504132,
            63.636364,
            61.570248,
            59.504132,
            63.636364
        ],
        [
            0.818391,
            0.891594,
            0.749921,
            0.82806,
            0.907394,
            0.754005
        ],
        [
            10750,
            10750,
            4377,
            13810,
            13810,
            5258
        ],
        [
            -9358,
            -7981,
            -9358,
            -12388,
            -7847,
            -12388
        ],
        [
            89,
            86,
            92,
            89,
            86,
            92
        ],
        [
            73,
            69,
            77,
            73,
            69,
            77
        ],
        [
            115,
            111,
            119,
            115,
            111,
            119
        ],
        [
            21669,
            10421,
            11248,
            21669,
            10421,
            11248
        ],
        [
            0,
            26.087732,
            0,
            0,
            26.087732,
            0
        ],
        [
            0,
            9,
            0,
            0,
            9,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336576,
            160583,
            96876,
            325453,
            173112,
            108510
        ]
    ]
}
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": 1751286600000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759756280029,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "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)