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Trade: MKR/USDT/5/KCB/SINWMA/7728

Strategy
MKR/USDT/5/KCB/SINWMA/7728
Pair
MKR_USDT
Interval
5m
Score
508726
Daily Profit
0.718925
Profit Factor
1.478873
Profitability
65.088757
Streak
12.931549
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-09-25 12:16
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 61390.7394 30995.123 30395.6164 73974.9262 38111.9952 35862.9309
Total P&L (%) 61.3907 30.9951 30.3956 73.9749 38.112 35.8629
Avg Daily Profit (%) 0.7942 0.401 0.3932 0.7189 0.4186 0.3973
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17292 -9123 -15472 -18789 -10705 -21971
Profit Factor 1.4529 1.4794 1.4286 1.4789 1.5191 1.4425
Total Trades 169 84 85 169 84 85
Winning Trades 110 55 55 110 55 55
Losing Trades 59 29 30 59 29 30
Profitability (%) 65.0888 65.4762 64.7059 65.0888 65.4762 64.7059
Ratio Avg Win / Avg Loss 0.7793 0.7801 0.7792 0.7932 0.801 0.7868
Largest Winning Trade 6870 6870 6860 8610 8610 6427
Largest Losing Trade -9663 -6197 -9663 -10971 -7493 -10971
Avg Bars in Trades 129 118 140 129 118 140
Avg Bars in Winners 105 93 117 105 93 117
Avg Bars in Losers 174 164 183 174 164 183
Bars Traded 21868 9917 11951 21868 9917 11951
Profit Streak 12.9315 13.3274 12.9315 12.9315 13.3274 12.9315
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505498 265431 246492 508726 302343 268277

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": 1751292300000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1758791785809,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 220,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "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": [
        [
            61390.7393709046,
            30995.122976888,
            30395.6163940166,
            73974.9261760497,
            38111.995236926,
            35862.9309391238
        ],
        [
            61.390739,
            30.995123,
            30.395616,
            73.974926,
            38.111995,
            35.862931
        ],
        [
            0.794188,
            0.400972,
            0.393216,
            0.718925,
            0.41859,
            0.397264
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17292,
            -9123,
            -15472,
            -18789,
            -10705,
            -21971
        ],
        [
            1.452856,
            1.479444,
            1.428618,
            1.478873,
            1.519069,
            1.44246
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            65.088757,
            65.47619,
            64.705882,
            65.088757,
            65.47619,
            64.705882
        ],
        [
            0.779259,
            0.78007,
            0.779246,
            0.793214,
            0.800964,
            0.786797
        ],
        [
            6870,
            6870,
            6860,
            8610,
            8610,
            6427
        ],
        [
            -9663,
            -6197,
            -9663,
            -10971,
            -7493,
            -10971
        ],
        [
            129,
            118,
            140,
            129,
            118,
            140
        ],
        [
            105,
            93,
            117,
            105,
            93,
            117
        ],
        [
            174,
            164,
            183,
            174,
            164,
            183
        ],
        [
            21868,
            9917,
            11951,
            21868,
            9917,
            11951
        ],
        [
            12.931549,
            13.327382,
            12.931549,
            12.931549,
            13.327382,
            12.931549
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505498,
            265431,
            246492,
            508726,
            302343,
            268277
        ]
    ]
}
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": 1751292300000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1758791785809,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 220,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "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)