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Trade: MKR/USDT/5/LINREG/T3/5655

Strategy
MKR/USDT/5/LINREG/T3/5655
Pair
MKR_USDT
Interval
5m
Score
300315
Daily Profit
0.529992
Profit Factor
1.348024
Profitability
70.940171
Streak
0.000000
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-03 22:51
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 40968.3885 21020.2111 19948.1773 41368.2707 22345.8613 19022.4094
Total P&L (%) 40.9684 21.0202 19.9482 41.3683 22.3459 19.0224
Avg Daily Profit (%) 0.53 0.2719 0.2581 0.4489 0.2612 0.2255
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24194 -21482 -13252 -26361 -23876 -14287
Profit Factor 1.348 1.3795 1.32 1.3414 1.3953 1.2942
Total Trades 117 58 59 117 58 59
Winning Trades 83 42 41 83 42 41
Losing Trades 34 16 18 34 16 18
Profitability (%) 70.9402 72.4138 69.4915 70.9402 72.4138 69.4915
Ratio Avg Win / Avg Loss 0.5522 0.5255 0.5795 0.5495 0.5316 0.5682
Largest Winning Trade 9511 9511 8682 10244 10244 10240
Largest Losing Trade -11407 -9654 -11407 -12144 -10389 -12144
Avg Bars in Trades 185 192 179 185 192 179
Avg Bars in Winners 122 123 121 122 123 121
Avg Bars in Losers 340 375 310 340 375 310
Bars Traded 21752 11189 10563 21752 11189 10563
Profit Streak 0 26.3516 0 0 26.3516 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300315 -176655 -176396 275173 -175766 -177449
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": 1751300100000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759521081386,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 131,
            "offset": 0,
            "a": 0.65544
        }
    }
}
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": [
        [
            40968.3884589821,
            21020.2111131045,
            19948.1773458776,
            41368.270687252,
            22345.8613182611,
            19022.4093689909
        ],
        [
            40.968388,
            21.020211,
            19.948177,
            41.368271,
            22.345861,
            19.022409
        ],
        [
            0.529992,
            0.27193,
            0.258062,
            0.448867,
            0.261249,
            0.225534
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24194,
            -21482,
            -13252,
            -26361,
            -23876,
            -14287
        ],
        [
            1.348024,
            1.379513,
            1.320043,
            1.341392,
            1.395327,
            1.294236
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            70.940171,
            72.413793,
            69.491525,
            70.940171,
            72.413793,
            69.491525
        ],
        [
            0.552203,
            0.525529,
            0.579531,
            0.549486,
            0.531553,
            0.568201
        ],
        [
            9511,
            9511,
            8682,
            10244,
            10244,
            10240
        ],
        [
            -11407,
            -9654,
            -11407,
            -12144,
            -10389,
            -12144
        ],
        [
            185,
            192,
            179,
            185,
            192,
            179
        ],
        [
            122,
            123,
            121,
            122,
            123,
            121
        ],
        [
            340,
            375,
            310,
            340,
            375,
            310
        ],
        [
            21752,
            11189,
            10563,
            21752,
            11189,
            10563
        ],
        [
            0,
            26.351636,
            0,
            0,
            26.351636,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300315,
            -176655,
            -176396,
            275173,
            -175766,
            -177449
        ]
    ]
}
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": 1751300100000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759521081386,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 131,
            "offset": 0,
            "a": 0.65544
        }
    }
}

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)