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Trade: MKR/USDT/5/KCL/VWMA/2804

Strategy
MKR/USDT/5/KCL/VWMA/2804
Pair
MKR_USDT
Interval
5m
Score
301014
Daily Profit
0.443725
Profit Factor
1.423479
Profitability
56.321839
Streak
18.837516
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-09-27 17:06
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 34299.9134 16478.0809 17821.8325 33531.7878 14857.4226 18674.3652
Total P&L (%) 34.2999 16.4781 17.8218 33.5318 14.8574 18.6744
Avg Daily Profit (%) 0.4437 0.2132 0.2306 0.3748 0.1794 0.2217
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23641 -30204 -7668 -24671 -30462 -7099
Profit Factor 1.4235 1.2686 1.9071 1.4198 1.2438 1.9867
Total Trades 87 43 44 87 43 44
Winning Trades 49 24 25 49 24 25
Losing Trades 38 19 19 38 19 19
Profitability (%) 56.3218 55.814 56.8182 56.3218 55.814 56.8182
Ratio Avg Win / Avg Loss 1.1039 1.0043 1.4494 1.1011 0.9847 1.5099
Largest Winning Trade 11426 11426 6855 10456 10456 7773
Largest Losing Trade -10461 -10461 -2352 -11053 -11053 -2229
Avg Bars in Trades 238 447 34 238 447 34
Avg Bars in Winners 193 358 35 193 358 35
Avg Bars in Losers 295 559 32 295 559 32
Bars Traded 20732 19232 1500 20732 19232 1500
Profit Streak 18.8375 18.8375 27.6222 18.8375 18.8375 27.6222
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301014 -2222 103321 276540 -9751 166602
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": 1758981961393,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 108,
            "offset": 203,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "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": [
        [
            34299.9133909186,
            16478.0808791594,
            17821.8325117592,
            33531.7878349904,
            14857.4225935887,
            18674.3652414017
        ],
        [
            34.299913,
            16.478081,
            17.821833,
            33.531788,
            14.857423,
            18.674365
        ],
        [
            0.443725,
            0.213171,
            0.230554,
            0.374788,
            0.17936,
            0.221737
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23641,
            -30204,
            -7668,
            -24671,
            -30462,
            -7099
        ],
        [
            1.423479,
            1.268602,
            1.907062,
            1.419816,
            1.243777,
            1.986713
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            56.321839,
            55.813953,
            56.818182,
            56.321839,
            55.813953,
            56.818182
        ],
        [
            1.103923,
            1.00431,
            1.449367,
            1.101082,
            0.984657,
            1.509902
        ],
        [
            11426,
            11426,
            6855,
            10456,
            10456,
            7773
        ],
        [
            -10461,
            -10461,
            -2352,
            -11053,
            -11053,
            -2229
        ],
        [
            238,
            447,
            34,
            238,
            447,
            34
        ],
        [
            193,
            358,
            35,
            193,
            358,
            35
        ],
        [
            295,
            559,
            32,
            295,
            559,
            32
        ],
        [
            20732,
            19232,
            1500,
            20732,
            19232,
            1500
        ],
        [
            18.837516,
            18.837516,
            27.622238,
            18.837516,
            18.837516,
            27.622238
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301014,
            -2222,
            103321,
            276540,
            -9751,
            166602
        ]
    ]
}
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": 1758981961393,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 108,
            "offset": 203,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "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)