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Trade: MKR/USDT/5/WMA/T3/3321

Strategy
MKR/USDT/5/WMA/T3/3321
Pair
MKR_USDT
Interval
5m
Score
371270
Daily Profit
0.635271
Profit Factor
1.428461
Profitability
69.911504
Streak
0.000000
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-02 18:27
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 49106.4863 24504.2345 24602.2518 54033.0951 27673.4295 26359.6655
Total P&L (%) 49.1065 24.5042 24.6023 54.0331 27.6734 26.3597
Avg Daily Profit (%) 0.6353 0.317 0.3183 0.5604 0.3165 0.3031
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26042 -15978 -16138 -24041 -15968 -19268
Profit Factor 1.4285 1.4162 1.4414 1.4542 1.4646 1.4438
Total Trades 113 56 57 113 56 57
Winning Trades 79 38 41 79 38 41
Losing Trades 34 18 16 34 18 16
Profitability (%) 69.9115 67.8571 71.9298 69.9115 67.8571 71.9298
Ratio Avg Win / Avg Loss 0.6148 0.6709 0.5625 0.6259 0.6938 0.5634
Largest Winning Trade 6805 6805 5022 8443 8443 5180
Largest Losing Trade -11337 -9440 -11337 -13911 -9631 -13911
Avg Bars in Trades 192 180 204 192 180 204
Avg Bars in Winners 139 124 153 139 124 153
Avg Bars in Losers 314 297 333 314 297 333
Bars Traded 21741 10105 11636 21741 10105 11636
Profit Streak 0 25.3211 0 0 25.3211 0
Trades During Streak 0 8 0 0 8 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371270 -174200 -175097 366447 -173340 -174825
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": 1751294400000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759418839416,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 173,
            "offset": 0,
            "a": 0.71479
        }
    }
}
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": [
        [
            49106.4863027633,
            24504.234468914,
            24602.2518338493,
            54033.0950920889,
            27673.4295423438,
            26359.6655497452
        ],
        [
            49.106486,
            24.504234,
            24.602252,
            54.033095,
            27.67343,
            26.359666
        ],
        [
            0.635271,
            0.317002,
            0.31827,
            0.560423,
            0.316548,
            0.303126
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26042,
            -15978,
            -16138,
            -24041,
            -15968,
            -19268
        ],
        [
            1.428461,
            1.416238,
            1.44137,
            1.454226,
            1.464602,
            1.44382
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            69.911504,
            67.857143,
            71.929825,
            69.911504,
            67.857143,
            71.929825
        ],
        [
            0.614781,
            0.67085,
            0.562486,
            0.625869,
            0.693759,
            0.563442
        ],
        [
            6805,
            6805,
            5022,
            8443,
            8443,
            5180
        ],
        [
            -11337,
            -9440,
            -11337,
            -13911,
            -9631,
            -13911
        ],
        [
            192,
            180,
            204,
            192,
            180,
            204
        ],
        [
            139,
            124,
            153,
            139,
            124,
            153
        ],
        [
            314,
            297,
            333,
            314,
            297,
            333
        ],
        [
            21741,
            10105,
            11636,
            21741,
            10105,
            11636
        ],
        [
            0,
            25.321058,
            0,
            0,
            25.321058,
            0
        ],
        [
            0,
            8,
            0,
            0,
            8,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371270,
            -174200,
            -175097,
            366447,
            -173340,
            -174825
        ]
    ]
}
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": 1751294400000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759418839416,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 173,
            "offset": 0,
            "a": 0.71479
        }
    }
}

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)