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Trade: MKR/USDT/5/KCB/SMA/6942

Strategy
MKR/USDT/5/KCB/SMA/6942
Pair
MKR_USDT
Interval
5m
Score
554387
Daily Profit
0.801314
Profit Factor
1.567928
Profitability
70.303030
Streak
14.198756
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-09-28 11:56
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 68212.682 33848.8077 34363.8743 85326.1304 44188.9617 41137.1686
Total P&L (%) 68.2127 33.8488 34.3639 85.3261 44.189 41.1372
Avg Daily Profit (%) 0.8824 0.4379 0.4446 0.8013 0.4745 0.4467
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29818 -11644 -18870 -27791 -11652 -26382
Profit Factor 1.5042 1.5051 1.5033 1.5679 1.611 1.5279
Total Trades 165 82 83 165 82 83
Winning Trades 116 55 61 116 55 61
Losing Trades 49 27 22 49 27 22
Profitability (%) 70.303 67.0732 73.494 70.303 67.0732 73.494
Ratio Avg Win / Avg Loss 0.6354 0.7389 0.5422 0.6623 0.7909 0.5511
Largest Winning Trade 9407 9407 6066 13751 13751 6900
Largest Losing Trade -8589 -7538 -8589 -12714 -7882 -12714
Avg Bars in Trades 132 125 139 132 125 139
Avg Bars in Winners 100 87 111 100 87 111
Avg Bars in Losers 208 201 216 208 201 216
Bars Traded 21812 10258 11554 21812 10258 11554
Profit Streak 14.1988 17.8238 14.1988 14.1988 17.8238 14.1988
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 538614 152111 297234 554387 218117 324998
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": 1751292900000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759049772514,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 217,
            "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": [
        [
            68212.6819979549,
            33848.8076775646,
            34363.8743203902,
            85326.1303637434,
            44188.9617216048,
            41137.1686421387
        ],
        [
            68.212682,
            33.848808,
            34.363874,
            85.32613,
            44.188962,
            41.137169
        ],
        [
            0.882441,
            0.437889,
            0.444552,
            0.801314,
            0.474543,
            0.446741
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29818,
            -11644,
            -18870,
            -27791,
            -11652,
            -26382
        ],
        [
            1.504207,
            1.505129,
            1.503302,
            1.567928,
            1.611046,
            1.527914
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            116,
            55,
            61,
            116,
            55,
            61
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            70.30303,
            67.073171,
            73.493976,
            70.30303,
            67.073171,
            73.493976
        ],
        [
            0.635398,
            0.738882,
            0.542175,
            0.662315,
            0.790877,
            0.551051
        ],
        [
            9407,
            9407,
            6066,
            13751,
            13751,
            6900
        ],
        [
            -8589,
            -7538,
            -8589,
            -12714,
            -7882,
            -12714
        ],
        [
            132,
            125,
            139,
            132,
            125,
            139
        ],
        [
            100,
            87,
            111,
            100,
            87,
            111
        ],
        [
            208,
            201,
            216,
            208,
            201,
            216
        ],
        [
            21812,
            10258,
            11554,
            21812,
            10258,
            11554
        ],
        [
            14.198756,
            17.823756,
            14.198756,
            14.198756,
            17.823756,
            14.198756
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            538614,
            152111,
            297234,
            554387,
            218117,
            324998
        ]
    ]
}
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": 1751292900000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759049772514,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 217,
            "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)