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Trade: MKR/USDT/5/MIDPOINT/T3/9956

Strategy
MKR/USDT/5/MIDPOINT/T3/9956
Pair
MKR_USDT
Interval
5m
Score
308232
Daily Profit
0.517467
Profit Factor
1.226730
Profitability
53.281853
Streak
28.023408
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-12 06:13
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 40000.1712 20714.5845 19285.5868 39139.4979 18417.1711 20722.3268
Total P&L (%) 40.0002 20.7146 19.2856 39.1395 18.4172 20.7223
Avg Daily Profit (%) 0.5175 0.268 0.2495 0.4282 0.2189 0.2439
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27660 -15066 -21501 -34903 -20361 -26919
Profit Factor 1.2267 1.2507 1.2056 1.1931 1.1916 1.1945
Total Trades 259 129 130 259 129 130
Winning Trades 138 68 70 138 68 70
Losing Trades 121 61 60 121 61 60
Profitability (%) 53.2819 52.7132 53.8462 53.2819 52.7132 53.8462
Ratio Avg Win / Avg Loss 1.0756 1.1219 1.0334 1.0462 1.069 1.0239
Largest Winning Trade 6962 6962 5253 8770 8770 6357
Largest Losing Trade -12201 -8002 -12201 -14510 -10470 -14510
Avg Bars in Trades 84 75 92 84 75 92
Avg Bars in Winners 78 77 79 78 77 79
Avg Bars in Losers 90 73 107 90 73 107
Bars Traded 21775 9759 12016 21775 9759 12016
Profit Streak 28.0234 29.454 28.0234 28.0234 29.454 28.0234
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308232 26628 -960 360 -10733 -6135
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": 1751277300000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760238822462,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 170,
            "offset": 0,
            "a": 0.78608
        }
    }
}
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": [
        [
            40000.1712421309,
            20714.5844737917,
            19285.5867683392,
            39139.4978946716,
            18417.1710808978,
            20722.3268137737
        ],
        [
            40.000171,
            20.714584,
            19.285587,
            39.139498,
            18.417171,
            20.722327
        ],
        [
            0.517467,
            0.267977,
            0.24949,
            0.428219,
            0.218924,
            0.243923
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27660,
            -15066,
            -21501,
            -34903,
            -20361,
            -26919
        ],
        [
            1.22673,
            1.250655,
            1.205646,
            1.193137,
            1.191625,
            1.1945
        ],
        [
            259,
            129,
            130,
            259,
            129,
            130
        ],
        [
            138,
            68,
            70,
            138,
            68,
            70
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            53.281853,
            52.713178,
            53.846154,
            53.281853,
            52.713178,
            53.846154
        ],
        [
            1.075611,
            1.121911,
            1.033411,
            1.046156,
            1.068958,
            1.023857
        ],
        [
            6962,
            6962,
            5253,
            8770,
            8770,
            6357
        ],
        [
            -12201,
            -8002,
            -12201,
            -14510,
            -10470,
            -14510
        ],
        [
            84,
            75,
            92,
            84,
            75,
            92
        ],
        [
            78,
            77,
            79,
            78,
            77,
            79
        ],
        [
            90,
            73,
            107,
            90,
            73,
            107
        ],
        [
            21775,
            9759,
            12016,
            21775,
            9759,
            12016
        ],
        [
            28.023408,
            29.453964,
            28.023408,
            28.023408,
            29.453964,
            28.023408
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308232,
            26628,
            -960,
            360,
            -10733,
            -6135
        ]
    ]
}
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": 1751277300000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760238822462,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 170,
            "offset": 0,
            "a": 0.78608
        }
    }
}

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)