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Trade: MKR/USDT/5/ZLMA/DEMA/2724

Strategy
MKR/USDT/5/ZLMA/DEMA/2724
Pair
MKR_USDT
Interval
5m
Score
367919
Daily Profit
0.687320
Profit Factor
1.374988
Profitability
60.000000
Streak
21.217216
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-05 16:42
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 53129.8553 27875.6032 25254.2521 58233.1947 33449.2279 24783.9668
Total P&L (%) 53.1299 27.8756 25.2543 58.2332 33.4492 24.784
Avg Daily Profit (%) 0.6873 0.3606 0.3267 0.5954 0.374 0.2868
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26909 -12338 -23932 -40053 -12513 -35983
Profit Factor 1.375 1.4258 1.3314 1.3492 1.4578 1.2645
Total Trades 155 77 78 155 77 78
Winning Trades 93 43 50 93 43 50
Losing Trades 62 34 28 62 34 28
Profitability (%) 60 55.8442 64.1026 60 55.8442 64.1026
Ratio Avg Win / Avg Loss 0.9167 1.1273 0.7456 0.8995 1.1527 0.7081
Largest Winning Trade 11036 11036 6535 13677 13677 8993
Largest Losing Trade -12102 -7435 -12102 -18296 -7633 -18296
Avg Bars in Trades 140 133 147 140 133 147
Avg Bars in Winners 108 101 114 108 101 114
Avg Bars in Losers 188 174 205 188 174 205
Bars Traded 21781 10289 11492 21781 10289 11492
Profit Streak 21.2172 0 21.2311 21.2172 0 21.2311
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367919 -36353 -29997 346221 -35547 -30913
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": 1751285700000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759671767511,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 198,
            "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": [
        [
            53129.8552704414,
            27875.6031596425,
            25254.252110799,
            58233.1946666295,
            33449.2278567641,
            24783.9668098654
        ],
        [
            53.129855,
            27.875603,
            25.254252,
            58.233195,
            33.449228,
            24.783967
        ],
        [
            0.68732,
            0.360616,
            0.326704,
            0.595426,
            0.373985,
            0.286845
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26909,
            -12338,
            -23932,
            -40053,
            -12513,
            -35983
        ],
        [
            1.374988,
            1.425751,
            1.331376,
            1.349209,
            1.457806,
            1.264523
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            93,
            43,
            50,
            93,
            43,
            50
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            60,
            55.844156,
            64.102564,
            60,
            55.844156,
            64.102564
        ],
        [
            0.916659,
            1.127338,
            0.745571,
            0.899473,
            1.152684,
            0.708133
        ],
        [
            11036,
            11036,
            6535,
            13677,
            13677,
            8993
        ],
        [
            -12102,
            -7435,
            -12102,
            -18296,
            -7633,
            -18296
        ],
        [
            140,
            133,
            147,
            140,
            133,
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        ],
        [
            108,
            101,
            114,
            108,
            101,
            114
        ],
        [
            188,
            174,
            205,
            188,
            174,
            205
        ],
        [
            21781,
            10289,
            11492,
            21781,
            10289,
            11492
        ],
        [
            21.217216,
            0,
            21.231105,
            21.217217,
            0,
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        ],
        [
            1,
            0,
            1,
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            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            367919,
            -36353,
            -29997,
            346221,
            -35547,
            -30913
        ]
    ]
}
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": 1751285700000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759671767511,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 198,
            "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)