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Trade: MKR/USDT/5/HLC3/SUPERTREND/4524

Strategy
MKR/USDT/5/HLC3/SUPERTREND/4524
Pair
MKR_USDT
Interval
5m
Score
410398
Daily Profit
0.697948
Profit Factor
1.241127
Profitability
66.379310
Streak
17.198685
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-02 01:21
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 53951.3675 27014.3765 26936.991 59403.6164 29476.8158 29926.8006
Total P&L (%) 53.9514 27.0144 26.937 59.4036 29.4768 29.9268
Avg Daily Profit (%) 0.6979 0.3495 0.3485 0.605 0.3348 0.3393
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27840 -16393 -20836 -42112 -24824 -30278
Profit Factor 1.2411 1.2367 1.2457 1.205 1.2002 1.2099
Total Trades 348 174 174 348 174 174
Winning Trades 231 118 113 231 118 113
Losing Trades 117 56 61 117 56 61
Profitability (%) 66.3793 67.8161 64.9425 66.3793 67.8161 64.9425
Ratio Avg Win / Avg Loss 0.6286 0.5869 0.6725 0.6103 0.5696 0.6531
Largest Winning Trade 5293 3885 5293 6469 5447 6469
Largest Losing Trade -13878 -9010 -13878 -15025 -12556 -15025
Avg Bars in Trades 63 67 58 63 67 58
Avg Bars in Winners 44 42 46 44 42 46
Avg Bars in Losers 100 120 81 100 120 81
Bars Traded 22014 11793 10221 22014 11793 10221
Profit Streak 17.1987 0 17.4626 17.1987 0 17.4626
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410398 162679 161138 386942 148002 159996
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "5m",
    "packets": 23957,
    "actual_packets": 22262,
    "evaluation_days": 77.3,
    "actual_first_datapoint_time": 1751226600000,
    "first_datapoint_time": 1751264400000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759357266411,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 126,
            "offset": 0,
            "multiplier": 4.5893
        }
    }
}
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": [
        [
            53951.3675192529,
            27014.3765156917,
            26936.9910035612,
            59403.6164353092,
            29476.8158313413,
            29926.8006039681
        ],
        [
            53.951368,
            27.014377,
            26.936991,
            59.403616,
            29.476816,
            29.926801
        ],
        [
            0.697948,
            0.349474,
            0.348473,
            0.605017,
            0.334753,
            0.339256
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27840,
            -16393,
            -20836,
            -42112,
            -24824,
            -30278
        ],
        [
            1.241127,
            1.236718,
            1.245716,
            1.205001,
            1.20023,
            1.209927
        ],
        [
            348,
            174,
            174,
            348,
            174,
            174
        ],
        [
            231,
            118,
            113,
            231,
            118,
            113
        ],
        [
            117,
            56,
            61,
            117,
            56,
            61
        ],
        [
            66.37931,
            67.816092,
            64.942529,
            66.37931,
            67.816092,
            64.942529
        ],
        [
            0.628623,
            0.586917,
            0.672466,
            0.610325,
            0.569601,
            0.653147
        ],
        [
            5293,
            3885,
            5293,
            6469,
            5447,
            6469
        ],
        [
            -13878,
            -9010,
            -13878,
            -15025,
            -12556,
            -15025
        ],
        [
            63,
            67,
            58,
            63,
            67,
            58
        ],
        [
            44,
            42,
            46,
            44,
            42,
            46
        ],
        [
            100,
            120,
            81,
            100,
            120,
            81
        ],
        [
            22014,
            11793,
            10221,
            22014,
            11793,
            10221
        ],
        [
            17.198685,
            0,
            17.462574,
            17.198685,
            0,
            17.462574
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410398,
            162679,
            161138,
            386942,
            148002,
            159996
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "5m",
    "packets": 23957,
    "actual_packets": 22262,
    "evaluation_days": 77.3,
    "actual_first_datapoint_time": 1751226600000,
    "first_datapoint_time": 1751264400000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759357266411,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 126,
            "offset": 0,
            "multiplier": 4.5893
        }
    }
}

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)