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Trade: MKR/USDT/5/SMA/ZLMA/2474

Strategy
MKR/USDT/5/SMA/ZLMA/2474
Pair
MKR_USDT
Interval
5m
Score
336428
Daily Profit
0.612550
Profit Factor
1.329865
Profitability
55.333333
Streak
0.000000
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-09-26 20:12
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 47350.1111 26295.6019 21054.5093 49200.6213 30387.4058 18813.2155
Total P&L (%) 47.3501 26.2956 21.0545 49.2006 30.3874 18.8132
Avg Daily Profit (%) 0.6126 0.3402 0.2724 0.519 0.3439 0.2233
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26226 -23434 -15611 -26760 -23537 -19946
Profit Factor 1.3299 1.3893 1.277 1.3367 1.4577 1.236
Total Trades 150 75 75 150 75 75
Winning Trades 83 41 42 83 41 42
Losing Trades 67 34 33 67 34 33
Profitability (%) 55.3333 54.6667 56 55.3333 54.6667 56
Ratio Avg Win / Avg Loss 1.0735 1.1521 1.0034 1.079 1.2088 0.9711
Largest Winning Trade 12698 12698 5648 12139 12139 6085
Largest Losing Trade -11276 -7049 -11276 -14446 -7150 -14446
Avg Bars in Trades 144 144 144 144 144 144
Avg Bars in Winners 108 117 99 108 117 99
Avg Bars in Losers 189 177 201 189 177 201
Bars Traded 21671 10839 10832 21671 10839 10832
Profit Streak 0 13.6026 0 0 13.6026 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336428 -51442 -55882 315058 -50629 -59713

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": 1751338200000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1758906763328,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 138
        }
    }
}
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": [
        [
            47350.1111375999,
            26295.6018556316,
            21054.5092819683,
            49200.6212842364,
            30387.4058122433,
            18813.2154719931
        ],
        [
            47.350111,
            26.295602,
            21.054509,
            49.200621,
            30.387406,
            18.813215
        ],
        [
            0.61255,
            0.340176,
            0.272374,
            0.518964,
            0.34385,
            0.223253
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26226,
            -23434,
            -15611,
            -26760,
            -23537,
            -19946
        ],
        [
            1.329865,
            1.38934,
            1.277014,
            1.3367,
            1.457675,
            1.235959
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            55.333333,
            54.666667,
            56,
            55.333333,
            54.666667,
            56
        ],
        [
            1.073505,
            1.152135,
            1.003368,
            1.079023,
            1.208804,
            0.971111
        ],
        [
            12698,
            12698,
            5648,
            12139,
            12139,
            6085
        ],
        [
            -11276,
            -7049,
            -11276,
            -14446,
            -7150,
            -14446
        ],
        [
            144,
            144,
            144,
            144,
            144,
            144
        ],
        [
            108,
            117,
            99,
            108,
            117,
            99
        ],
        [
            189,
            177,
            201,
            189,
            177,
            201
        ],
        [
            21671,
            10839,
            10832,
            21671,
            10839,
            10832
        ],
        [
            0,
            13.602585,
            0,
            0,
            13.602585,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336428,
            -51442,
            -55882,
            315058,
            -50629,
            -59713
        ]
    ]
}
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": 1751338200000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1758906763328,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 138
        }
    }
}

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)