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Trade: MKR/USDT/5/RMA/DEMA/3872

Strategy
MKR/USDT/5/RMA/DEMA/3872
Pair
MKR_USDT
Interval
5m
Score
513519
Daily Profit
0.729335
Profit Factor
1.363299
Profitability
71.914894
Streak
21.163657
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-02 14:40
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 56377.6287 28170.7731 28206.8555 65017.7266 32614.7519 32402.9747
Total P&L (%) 56.3776 28.1708 28.2069 65.0177 32.6148 32.403
Avg Daily Profit (%) 0.7293 0.3644 0.3649 0.6501 0.3658 0.3638
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24193 -10849 -21451 -35380 -14341 -31504
Profit Factor 1.3633 1.3951 1.3363 1.3514 1.3876 1.3213
Total Trades 235 117 118 235 117 118
Winning Trades 169 85 84 169 85 84
Losing Trades 66 32 34 66 32 34
Profitability (%) 71.9149 72.6496 71.1864 71.9149 72.6496 71.1864
Ratio Avg Win / Avg Loss 0.5324 0.5252 0.5409 0.5278 0.5224 0.5348
Largest Winning Trade 4698 4698 4391 7284 7284 6557
Largest Losing Trade -11187 -6992 -11187 -15728 -8920 -15728
Avg Bars in Trades 92 88 97 92 88 97
Avg Bars in Winners 62 55 69 62 55 69
Avg Bars in Losers 170 174 165 170 174 165
Bars Traded 21785 10298 11487 21785 10298 11487
Profit Streak 21.1637 22.0456 21.1637 21.1637 22.0456 21.1637
Trades During Streak 18 10 9 18 10 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 513519 278244 258020 497255 281243 257793
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": 1759405239937,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "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": [
        [
            56377.6286507996,
            28170.7731027561,
            28206.8555480434,
            65017.7266417647,
            32614.7519067416,
            32402.974735023
        ],
        [
            56.377629,
            28.170773,
            28.206856,
            65.017727,
            32.614752,
            32.402975
        ],
        [
            0.729335,
            0.364434,
            0.364901,
            0.650076,
            0.36584,
            0.363765
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24193,
            -10849,
            -21451,
            -35380,
            -14341,
            -31504
        ],
        [
            1.363299,
            1.395089,
            1.336276,
            1.351417,
            1.387574,
            1.321251
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            71.914894,
            72.649573,
            71.186441,
            71.914894,
            72.649573,
            71.186441
        ],
        [
            0.532413,
            0.52521,
            0.540873,
            0.527772,
            0.522381,
            0.534792
        ],
        [
            4698,
            4698,
            4391,
            7284,
            7284,
            6557
        ],
        [
            -11187,
            -6992,
            -11187,
            -15728,
            -8920,
            -15728
        ],
        [
            92,
            88,
            97,
            92,
            88,
            97
        ],
        [
            62,
            55,
            69,
            62,
            55,
            69
        ],
        [
            170,
            174,
            165,
            170,
            174,
            165
        ],
        [
            21785,
            10298,
            11487,
            21785,
            10298,
            11487
        ],
        [
            21.163657,
            22.045601,
            21.163657,
            21.163657,
            22.045601,
            21.163657
        ],
        [
            18,
            10,
            9,
            18,
            10,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513519,
            278244,
            258020,
            497255,
            281243,
            257793
        ]
    ]
}
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": 1759405239937,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "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)