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Trade: MKR/USDT/5/VWAP/KCB/5745

Strategy
MKR/USDT/5/VWAP/KCB/5745
Pair
MKR_USDT
Interval
5m
Score
302152
Daily Profit
0.541368
Profit Factor
1.255014
Profitability
48.031496
Streak
19.917052
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-03 10:20
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 41847.7703 19833.5633 22014.207 43728.0102 20457.9258 23270.0844
Total P&L (%) 41.8478 19.8336 22.0142 43.728 20.4579 23.2701
Avg Daily Profit (%) 0.5414 0.2566 0.2848 0.4704 0.2411 0.271
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22628 -11086 -22025 -25833 -14575 -24277
Profit Factor 1.255 1.2368 1.274 1.2114 1.1927 1.2311
Total Trades 254 127 127 254 127 127
Winning Trades 122 56 66 122 56 66
Losing Trades 132 71 61 132 71 61
Profitability (%) 48.0315 44.0945 51.9685 48.0315 44.0945 51.9685
Ratio Avg Win / Avg Loss 1.3579 1.5681 1.1774 1.3107 1.5121 1.1378
Largest Winning Trade 9236 9236 5198 13103 13103 6564
Largest Losing Trade -7289 -5439 -7289 -10835 -7390 -10835
Avg Bars in Trades 86 79 92 86 79 92
Avg Bars in Winners 104 100 107 104 100 107
Avg Bars in Losers 69 63 76 69 63 76
Bars Traded 21888 10140 11748 21888 10140 11748
Profit Streak 19.9171 20.3059 19.9171 19.9171 20.3059 19.9171
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302152 -1107 66616 276726 -9126 83091
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": 1751261400000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759476033324,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 117,
            "offset": 226,
            "scalar": 4
        }
    }
}
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": [
        [
            41847.7702881886,
            19833.5632545851,
            22014.2070336034,
            43728.010193299,
            20457.925760368,
            23270.084432931
        ],
        [
            41.84777,
            19.833563,
            22.014207,
            43.72801,
            20.457926,
            23.270084
        ],
        [
            0.541368,
            0.256579,
            0.284789,
            0.470382,
            0.24108,
            0.27101
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22628,
            -11086,
            -22025,
            -25833,
            -14575,
            -24277
        ],
        [
            1.255014,
            1.236837,
            1.273957,
            1.211373,
            1.192657,
            1.231113
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            122,
            56,
            66,
            122,
            56,
            66
        ],
        [
            132,
            71,
            61,
            132,
            71,
            61
        ],
        [
            48.031496,
            44.094488,
            51.968504,
            48.031496,
            44.094488,
            51.968504
        ],
        [
            1.357884,
            1.568133,
            1.177446,
            1.310666,
            1.512118,
            1.137847
        ],
        [
            9236,
            9236,
            5198,
            13103,
            13103,
            6564
        ],
        [
            -7289,
            -5439,
            -7289,
            -10835,
            -7390,
            -10835
        ],
        [
            86,
            79,
            92,
            86,
            79,
            92
        ],
        [
            104,
            100,
            107,
            104,
            100,
            107
        ],
        [
            69,
            63,
            76,
            69,
            63,
            76
        ],
        [
            21888,
            10140,
            11748,
            21888,
            10140,
            11748
        ],
        [
            19.917052,
            20.305941,
            19.917052,
            19.917052,
            20.305941,
            19.917052
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302152,
            -1107,
            66616,
            276726,
            -9126,
            83091
        ]
    ]
}
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": 1751261400000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759476033324,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 117,
            "offset": 226,
            "scalar": 4
        }
    }
}

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)