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Trade: MKR/USDT/5/RMA/WMA/3400

Strategy
MKR/USDT/5/RMA/WMA/3400
Pair
MKR_USDT
Interval
5m
Score
585801
Daily Profit
0.909652
Profit Factor
1.638635
Profitability
69.565217
Streak
25.650190
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-06 17:16
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 76231.6598 37706.2816 38525.3782 101371.6312 50615.9829 50755.6483
Total P&L (%) 76.2317 37.7063 38.5254 101.3716 50.616 50.7556
Avg Daily Profit (%) 0.9862 0.4878 0.4984 0.9097 0.5312 0.5324
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21405 -10053 -19772 -33002 -15305 -31333
Profit Factor 1.5979 1.6083 1.588 1.6386 1.6579 1.6205
Total Trades 161 80 81 161 80 81
Winning Trades 112 55 57 112 55 57
Losing Trades 49 25 24 49 25 24
Profitability (%) 69.5652 68.75 70.3704 69.5652 68.75 70.3704
Ratio Avg Win / Avg Loss 0.6991 0.731 0.6686 0.7169 0.7536 0.6823
Largest Winning Trade 7523 7523 6710 11870 11870 7643
Largest Losing Trade -8589 -6715 -8589 -14400 -9574 -14400
Avg Bars in Trades 135 123 146 135 123 146
Avg Bars in Winners 110 93 126 110 93 126
Avg Bars in Losers 192 190 194 192 190 194
Bars Traded 21793 9911 11882 21793 9911 11882
Profit Streak 25.6502 26.171 25.6502 25.6502 26.171 25.6502
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 585037 -9264 -1478 585801 -7663 -4
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": 1751299500000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759760176415,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 244,
            "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": [
        [
            76231.6598063242,
            37706.2815628824,
            38525.3782434418,
            101371.6311600413,
            50615.9829070268,
            50755.6482530146
        ],
        [
            76.23166,
            37.706282,
            38.525378,
            101.371631,
            50.615983,
            50.755648
        ],
        [
            0.986179,
            0.487791,
            0.498388,
            0.909652,
            0.531242,
            0.532448
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21405,
            -10053,
            -19772,
            -33002,
            -15305,
            -31333
        ],
        [
            1.597858,
            1.608278,
            1.587999,
            1.638635,
            1.657934,
            1.620485
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            112,
            55,
            57,
            112,
            55,
            57
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            69.565217,
            68.75,
            70.37037,
            69.565217,
            68.75,
            70.37037
        ],
        [
            0.699063,
            0.731035,
            0.668631,
            0.716903,
            0.753607,
            0.682309
        ],
        [
            7523,
            7523,
            6710,
            11870,
            11870,
            7643
        ],
        [
            -8589,
            -6715,
            -8589,
            -14400,
            -9574,
            -14400
        ],
        [
            135,
            123,
            146,
            135,
            123,
            146
        ],
        [
            110,
            93,
            126,
            110,
            93,
            126
        ],
        [
            192,
            190,
            194,
            192,
            190,
            194
        ],
        [
            21793,
            9911,
            11882,
            21793,
            9911,
            11882
        ],
        [
            25.65019,
            26.171023,
            25.65019,
            25.65019,
            26.171023,
            25.65019
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            585037,
            -9264,
            -1478,
            585801,
            -7663,
            -4
        ]
    ]
}
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": 1751299500000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759760176415,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 244,
            "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)