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Trade: MKR/USDT/5/VWAP/T3/4352

Strategy
MKR/USDT/5/VWAP/T3/4352
Pair
MKR_USDT
Interval
5m
Score
424674
Daily Profit
0.689806
Profit Factor
1.329994
Profitability
61.885246
Streak
20.652758
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-02 18:39
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 53322.0324 25017.0023 28305.0301 60363.6448 26645.5203 33718.1245
Total P&L (%) 53.322 25.017 28.305 60.3636 26.6455 33.7181
Avg Daily Profit (%) 0.6898 0.3236 0.3662 0.6128 0.3061 0.3766
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24904 -11883 -21745 -38504 -18641 -32276
Profit Factor 1.33 1.3161 1.3434 1.3012 1.2697 1.3317
Total Trades 244 122 122 244 122 122
Winning Trades 151 71 80 151 71 80
Losing Trades 93 51 42 93 51 42
Profitability (%) 61.8852 58.1967 65.5738 61.8852 58.1967 65.5738
Ratio Avg Win / Avg Loss 0.8191 0.9454 0.7053 0.8014 0.9121 0.6991
Largest Winning Trade 7173 7173 4868 11048 11048 6825
Largest Losing Trade -9280 -6867 -9280 -14201 -10020 -14201
Avg Bars in Trades 90 81 99 90 81 99
Avg Bars in Winners 76 69 82 76 69 82
Avg Bars in Losers 113 98 130 113 98 130
Bars Traded 22094 9974 12120 22094 9974 12120
Profit Streak 20.6528 20.6944 20.6528 20.6528 20.6944 20.6528
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424674 144314 218355 411544 133920 226319
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": 1751262600000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759419598308,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 121,
            "offset": 0,
            "a": 0.66791
        }
    }
}
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": [
        [
            53322.0324205437,
            25017.0023259683,
            28305.0300945755,
            60363.6447845999,
            26645.5202587136,
            33718.1245258864
        ],
        [
            53.322032,
            25.017002,
            28.30503,
            60.363645,
            26.64552,
            33.718125
        ],
        [
            0.689806,
            0.323635,
            0.366171,
            0.612832,
            0.306058,
            0.376598
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24904,
            -11883,
            -21745,
            -38504,
            -18641,
            -32276
        ],
        [
            1.329994,
            1.316081,
            1.343352,
            1.301151,
            1.269729,
            1.331685
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            151,
            71,
            80,
            151,
            71,
            80
        ],
        [
            93,
            51,
            42,
            93,
            51,
            42
        ],
        [
            61.885246,
            58.196721,
            65.57377,
            61.885246,
            58.196721,
            65.57377
        ],
        [
            0.819136,
            0.945354,
            0.70526,
            0.801371,
            0.912059,
            0.699135
        ],
        [
            7173,
            7173,
            4868,
            11048,
            11048,
            6825
        ],
        [
            -9280,
            -6867,
            -9280,
            -14201,
            -10020,
            -14201
        ],
        [
            90,
            81,
            99,
            90,
            81,
            99
        ],
        [
            76,
            69,
            82,
            76,
            69,
            82
        ],
        [
            113,
            98,
            130,
            113,
            98,
            130
        ],
        [
            22094,
            9974,
            12120,
            22094,
            9974,
            12120
        ],
        [
            20.652758,
            20.694425,
            20.652758,
            20.652758,
            20.694425,
            20.652758
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424674,
            144314,
            218355,
            411544,
            133920,
            226319
        ]
    ]
}
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": 1751262600000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759419598308,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 121,
            "offset": 0,
            "a": 0.66791
        }
    }
}

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)