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Trade: MKR/USDT/5/VWMA/T3/5052

Strategy
MKR/USDT/5/VWMA/T3/5052
Pair
MKR_USDT
Interval
5m
Score
442433
Daily Profit
0.628255
Profit Factor
1.509895
Profitability
55.555556
Streak
13.233382
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-09-27 11:01
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 55383.1957 27667.0649 27716.1308 62274.981 31999.1012 30275.8798
Total P&L (%) 55.3832 27.6671 27.7161 62.275 31.9991 30.2759
Avg Daily Profit (%) 0.7165 0.3579 0.3586 0.6283 0.3598 0.3427
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35410 -14716 -20619 -30394 -13667 -22138
Profit Factor 1.4588 1.4548 1.4628 1.5099 1.5235 1.4963
Total Trades 126 63 63 126 63 63
Winning Trades 70 32 38 70 32 38
Losing Trades 56 31 25 56 31 25
Profitability (%) 55.5556 50.7937 60.3175 55.5556 50.7937 60.3175
Ratio Avg Win / Avg Loss 1.167 1.4093 0.9624 1.2079 1.4759 0.9844
Largest Winning Trade 8854 8854 7092 8935 8935 6951
Largest Losing Trade -12878 -7334 -12878 -16463 -7054 -16463
Avg Bars in Trades 173 152 195 173 152 195
Avg Bars in Winners 154 141 164 154 141 164
Avg Bars in Losers 198 163 242 198 163 242
Bars Traded 21920 9605 12315 21920 9605 12315
Profit Streak 13.2334 14.9417 13.2334 13.2334 14.9417 13.2334
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441792 -140799 -141639 442433 -139978 -141342
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": 1751284200000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1758960064224,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 193,
            "offset": 0,
            "a": 0.96382
        }
    }
}
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": [
        [
            55383.1956737444,
            27667.0649093648,
            27716.1307643796,
            62274.9810182382,
            31999.1011713312,
            30275.879846907
        ],
        [
            55.383196,
            27.667065,
            27.716131,
            62.274981,
            31.999101,
            30.27588
        ],
        [
            0.716471,
            0.357918,
            0.358553,
            0.628255,
            0.359798,
            0.342739
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35410,
            -14716,
            -20619,
            -30394,
            -13667,
            -22138
        ],
        [
            1.458782,
            1.454798,
            1.462828,
            1.509895,
            1.523464,
            1.496298
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            56,
            31,
            25,
            56,
            31,
            25
        ],
        [
            55.555556,
            50.793651,
            60.31746,
            55.555556,
            50.793651,
            60.31746
        ],
        [
            1.167025,
            1.409336,
            0.962387,
            1.207916,
            1.475856,
            0.984407
        ],
        [
            8854,
            8854,
            7092,
            8935,
            8935,
            6951
        ],
        [
            -12878,
            -7334,
            -12878,
            -16463,
            -7054,
            -16463
        ],
        [
            173,
            152,
            195,
            173,
            152,
            195
        ],
        [
            154,
            141,
            164,
            154,
            141,
            164
        ],
        [
            198,
            163,
            242,
            198,
            163,
            242
        ],
        [
            21920,
            9605,
            12315,
            21920,
            9605,
            12315
        ],
        [
            13.233382,
            14.941715,
            13.233382,
            13.233382,
            14.941716,
            13.233382
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441792,
            -140799,
            -141639,
            442433,
            -139978,
            -141342
        ]
    ]
}
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": 1751284200000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1758960064224,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 193,
            "offset": 0,
            "a": 0.96382
        }
    }
}

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)