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Trade: MKR/USDT/5/KCB/SINWMA/4594

Strategy
MKR/USDT/5/KCB/SINWMA/4594
Pair
MKR_USDT
Interval
5m
Score
584604
Daily Profit
1.388292
Profit Factor
1.893384
Profitability
71.212121
Streak
12.785092
Best Strategy
Training Data Length
64.050000
Evaluation Time
2025-09-27 02:00
Expiration Time
2025-11-09 13:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 88920.0853 45749.2773 43170.808 131104.0296 67467.588 63636.4416
Total P&L (%) 88.9201 45.7493 43.1708 131.104 67.4676 63.6364
Avg Daily Profit (%) 1.3883 0.7143 0.674 1.3165 0.8083 0.7719
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18151 -13800 -17719 -33629 -16716 -32954
Profit Factor 1.8934 1.927 1.8603 1.8781 1.9187 1.8387
Total Trades 132 66 66 132 66 66
Winning Trades 94 44 50 94 44 50
Losing Trades 38 22 16 38 22 16
Profitability (%) 71.2121 66.6667 75.7576 71.2121 66.6667 75.7576
Ratio Avg Win / Avg Loss 0.7654 0.9635 0.5953 0.7592 0.9594 0.5884
Largest Winning Trade 9426 9426 4683 17476 17476 7815
Largest Losing Trade -9410 -6756 -9410 -17312 -8381 -17312
Avg Bars in Trades 136 133 139 136 133 139
Avg Bars in Winners 108 110 107 108 110 107
Avg Bars in Losers 205 178 242 205 178 242
Bars Traded 18041 8811 9230 18041 8811 9230
Profit Streak 12.7851 16.4448 12.7851 12.7851 16.4448 12.7851
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 584604 -111234 -111485 581296 -108968 -109452

Evaluation Data

{
    "trading_pair": "MKR_USDT",
    "interval": "5m",
    "packets": 18446,
    "actual_packets": 18446,
    "evaluation_days": 64.05,
    "actual_first_datapoint_time": 1752371400000,
    "first_datapoint_time": 1752442200000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1758927631977,
    "expiration_time": 1762686103200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 228,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "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": [
        [
            88920.0852955114,
            45749.2773325646,
            43170.8079629469,
            131104.0296172613,
            67467.5880096054,
            63636.4416076558
        ],
        [
            88.920085,
            45.749277,
            43.170808,
            131.10403,
            67.467588,
            63.636442
        ],
        [
            1.388292,
            0.714274,
            0.674017,
            1.316471,
            0.808276,
            0.771858
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18151,
            -13800,
            -17719,
            -33629,
            -16716,
            -32954
        ],
        [
            1.893384,
            1.927037,
            1.860289,
            1.878063,
            1.918741,
            1.838694
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            94,
            44,
            50,
            94,
            44,
            50
        ],
        [
            38,
            22,
            16,
            38,
            22,
            16
        ],
        [
            71.212121,
            66.666667,
            75.757576,
            71.212121,
            66.666667,
            75.757576
        ],
        [
            0.765411,
            0.963519,
            0.595293,
            0.759217,
            0.95937,
            0.588382
        ],
        [
            9426,
            9426,
            4683,
            17476,
            17476,
            7815
        ],
        [
            -9410,
            -6756,
            -9410,
            -17312,
            -8381,
            -17312
        ],
        [
            136,
            133,
            139,
            136,
            133,
            139
        ],
        [
            108,
            110,
            107,
            108,
            110,
            107
        ],
        [
            205,
            178,
            242,
            205,
            178,
            242
        ],
        [
            18041,
            8811,
            9230,
            18041,
            8811,
            9230
        ],
        [
            12.785092,
            16.444814,
            12.785092,
            12.785092,
            16.444815,
            12.785092
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            584604,
            -111234,
            -111485,
            581296,
            -108968,
            -109452
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "5m",
    "packets": 18446,
    "actual_packets": 18446,
    "evaluation_days": 64.05,
    "actual_first_datapoint_time": 1752371400000,
    "first_datapoint_time": 1752442200000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1758927631977,
    "expiration_time": 1762686103200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 228,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "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)