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Trade: MKR/USDT/5/VWAP/DEMA/9518

Strategy
MKR/USDT/5/VWAP/DEMA/9518
Pair
MKR_USDT
Interval
5m
Score
329849
Daily Profit
0.591590
Profit Factor
1.298029
Profitability
51.758794
Streak
25.508255
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-10 05:46
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 45729.8743 22512.3588 23217.5155 47792.7302 25177.7343 22614.9959
Total P&L (%) 45.7299 22.5124 23.2175 47.7927 25.1777 22.615
Avg Daily Profit (%) 0.5916 0.2912 0.3004 0.5066 0.2909 0.2641
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26471 -13256 -18695 -45450 -14454 -32067
Profit Factor 1.298 1.3196 1.2797 1.2406 1.2792 1.2086
Total Trades 199 99 100 199 99 100
Winning Trades 103 53 50 103 53 50
Losing Trades 96 46 50 96 46 50
Profitability (%) 51.7588 53.5354 50 51.7588 53.5354 50
Ratio Avg Win / Avg Loss 1.2098 1.1453 1.2797 1.1563 1.1102 1.2086
Largest Winning Trade 9517 9517 9470 14023 14023 11361
Largest Losing Trade -10514 -5503 -10514 -11496 -9008 -11496
Avg Bars in Trades 110 98 122 110 98 122
Avg Bars in Winners 144 113 176 144 113 176
Avg Bars in Losers 74 80 69 74 80 69
Bars Traded 22020 9729 12291 22020 9729 12291
Profit Streak 25.5083 0 25.7478 25.5083 0 25.7478
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329849 56938 71021 297681 108227 29746
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": 1751286900000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760064413205,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 202,
            "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": [
        [
            45729.8742797329,
            22512.3587961358,
            23217.5154835972,
            47792.730227663,
            25177.7343299961,
            22614.995897667
        ],
        [
            45.729874,
            22.512359,
            23.217515,
            47.79273,
            25.177734,
            22.614996
        ],
        [
            0.59159,
            0.291234,
            0.300356,
            0.506636,
            0.290933,
            0.264099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26471,
            -13256,
            -18695,
            -45450,
            -14454,
            -32067
        ],
        [
            1.298029,
            1.319575,
            1.279743,
            1.240623,
            1.27917,
            1.208562
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            103,
            53,
            50,
            103,
            53,
            50
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            51.758794,
            53.535354,
            50,
            51.758794,
            53.535354,
            50
        ],
        [
            1.209814,
            1.145291,
            1.279743,
            1.156309,
            1.110223,
            1.208562
        ],
        [
            9517,
            9517,
            9470,
            14023,
            14023,
            11361
        ],
        [
            -10514,
            -5503,
            -10514,
            -11496,
            -9008,
            -11496
        ],
        [
            110,
            98,
            122,
            110,
            98,
            122
        ],
        [
            144,
            113,
            176,
            144,
            113,
            176
        ],
        [
            74,
            80,
            69,
            74,
            80,
            69
        ],
        [
            22020,
            9729,
            12291,
            22020,
            9729,
            12291
        ],
        [
            25.508255,
            0,
            25.747838,
            25.508255,
            0,
            25.747838
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329849,
            56938,
            71021,
            297681,
            108227,
            29746
        ]
    ]
}
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": 1751286900000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760064413205,
    "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": "dema",
        "factors": {
            "length": 202,
            "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)