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Trade: MKR/USDT/5/KCB/T3/7395

Strategy
MKR/USDT/5/KCB/T3/7395
Pair
MKR_USDT
Interval
5m
Score
527226
Daily Profit
0.698927
Profit Factor
1.676828
Profitability
67.889908
Streak
30.115610
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-11 15:06
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 59244.6599 29874.8258 29369.834 71324.8219 37473.5027 33851.3192
Total P&L (%) 59.2447 29.8748 29.3698 71.3248 37.4735 33.8513
Avg Daily Profit (%) 0.7664 0.3865 0.3799 0.6989 0.4126 0.3779
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23703 -13295 -14610 -21540 -13721 -16847
Profit Factor 1.575 1.5836 1.5665 1.6768 1.7247 1.6307
Total Trades 109 54 55 109 54 55
Winning Trades 74 34 40 74 34 40
Losing Trades 35 20 15 35 20 15
Profitability (%) 67.8899 62.963 72.7273 67.8899 62.963 72.7273
Ratio Avg Win / Avg Loss 0.7449 0.9315 0.5874 0.7931 1.0145 0.6115
Largest Winning Trade 7432 7137 7432 8676 8676 7049
Largest Losing Trade -7666 -7179 -7666 -9245 -6847 -9245
Avg Bars in Trades 200 184 215 200 184 215
Avg Bars in Winners 162 126 192 162 126 192
Avg Bars in Losers 279 283 274 279 283 274
Bars Traded 21816 9984 11832 21816 9984 11832
Profit Streak 30.1156 30.9976 30.1156 30.1156 30.9976 30.1156
Trades During Streak 12 6 6 12 6 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511341 -172538 -171477 527226 -169632 -170832
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": 1751298600000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760184388684,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 150,
            "offset": 0,
            "a": 0.64297
        }
    }
}
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": [
        [
            59244.6598758563,
            29874.8258319898,
            29369.8340438665,
            71324.8219460999,
            37473.5027111558,
            33851.3192349441
        ],
        [
            59.24466,
            29.874826,
            29.369834,
            71.324822,
            37.473503,
            33.851319
        ],
        [
            0.766425,
            0.386479,
            0.379946,
            0.698927,
            0.412571,
            0.377891
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23703,
            -13295,
            -14610,
            -21540,
            -13721,
            -16847
        ],
        [
            1.57499,
            1.583631,
            1.566459,
            1.676828,
            1.72473,
            1.630682
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            67.889908,
            62.962963,
            72.727273,
            67.889908,
            62.962963,
            72.727273
        ],
        [
            0.744928,
            0.931547,
            0.587422,
            0.793094,
            1.014547,
            0.611506
        ],
        [
            7432,
            7137,
            7432,
            8676,
            8676,
            7049
        ],
        [
            -7666,
            -7179,
            -7666,
            -9245,
            -6847,
            -9245
        ],
        [
            200,
            184,
            215,
            200,
            184,
            215
        ],
        [
            162,
            126,
            192,
            162,
            126,
            192
        ],
        [
            279,
            283,
            274,
            279,
            283,
            274
        ],
        [
            21816,
            9984,
            11832,
            21816,
            9984,
            11832
        ],
        [
            30.11561,
            30.997554,
            30.11561,
            30.11561,
            30.997554,
            30.11561
        ],
        [
            12,
            6,
            6,
            12,
            6,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511341,
            -172538,
            -171477,
            527226,
            -169632,
            -170832
        ]
    ]
}
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": 1751298600000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760184388684,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 150,
            "offset": 0,
            "a": 0.64297
        }
    }
}

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)