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Trade: MKR/USDT/5/LINREG/DEMA/8418

Strategy
MKR/USDT/5/LINREG/DEMA/8418
Pair
MKR_USDT
Interval
5m
Score
417288
Daily Profit
0.706379
Profit Factor
1.392222
Profitability
63.694268
Streak
17.581786
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-01 22:52
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 54603.0701 27450.5767 27152.4934 61593.9326 30310.5944 31283.3382
Total P&L (%) 54.6031 27.4506 27.1525 61.5939 30.3106 31.2833
Avg Daily Profit (%) 0.7064 0.3551 0.3513 0.6228 0.3431 0.3527
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25617 -14423 -21979 -39476 -16876 -34115
Profit Factor 1.3922 1.3895 1.395 1.3479 1.3451 1.3506
Total Trades 157 78 79 157 78 79
Winning Trades 100 48 52 100 48 52
Losing Trades 57 30 27 57 30 27
Profitability (%) 63.6943 61.5385 65.8228 63.6943 61.5385 65.8228
Ratio Avg Win / Avg Loss 0.7936 0.8685 0.7243 0.7683 0.8407 0.7013
Largest Winning Trade 8256 8256 4585 11892 11892 6225
Largest Losing Trade -10696 -7758 -10696 -16145 -9898 -16145
Avg Bars in Trades 138 132 145 138 132 145
Avg Bars in Winners 105 103 106 105 103 106
Avg Bars in Losers 197 177 219 197 177 219
Bars Traded 21784 10323 11461 21784 10323 11461
Profit Streak 17.5818 21.3596 17.5818 17.5818 21.3596 17.5818
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417288 -28531 -21213 398587 -28651 -21383
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": 1751295900000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759348366321,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 232,
            "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": [
        [
            54603.0701029356,
            27450.5766589433,
            27152.4934439924,
            61593.9326044523,
            30310.5944464736,
            31283.3381579787
        ],
        [
            54.60307,
            27.450577,
            27.152493,
            61.593933,
            30.310594,
            31.283338
        ],
        [
            0.706379,
            0.355117,
            0.351261,
            0.62278,
            0.343085,
            0.352739
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25617,
            -14423,
            -21979,
            -39476,
            -16876,
            -34115
        ],
        [
            1.392222,
            1.389521,
            1.394991,
            1.347875,
            1.345134,
            1.350572
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            100,
            48,
            52,
            100,
            48,
            52
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            63.694268,
            61.538462,
            65.822785,
            63.694268,
            61.538462,
            65.822785
        ],
        [
            0.793567,
            0.86845,
            0.724322,
            0.768289,
            0.840709,
            0.701259
        ],
        [
            8256,
            8256,
            4585,
            11892,
            11892,
            6225
        ],
        [
            -10696,
            -7758,
            -10696,
            -16145,
            -9898,
            -16145
        ],
        [
            138,
            132,
            145,
            138,
            132,
            145
        ],
        [
            105,
            103,
            106,
            105,
            103,
            106
        ],
        [
            197,
            177,
            219,
            197,
            177,
            219
        ],
        [
            21784,
            10323,
            11461,
            21784,
            10323,
            11461
        ],
        [
            17.581786,
            21.359564,
            17.581786,
            17.581786,
            21.359564,
            17.581786
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417288,
            -28531,
            -21213,
            398587,
            -28651,
            -21383
        ]
    ]
}
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": 1751295900000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759348366321,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 232,
            "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)