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Trade: MKR/USDT/5/VWAP/WMA/7243

Strategy
MKR/USDT/5/VWAP/WMA/7243
Pair
MKR_USDT
Interval
5m
Score
330155
Daily Profit
0.544834
Profit Factor
1.268347
Profitability
52.713178
Streak
25.531361
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-09 07:45
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 42115.6613 19815.0331 22300.6282 44524.8867 20455.6401 24069.2466
Total P&L (%) 42.1157 19.815 22.3006 44.5249 20.4556 24.0692
Avg Daily Profit (%) 0.5448 0.2563 0.2885 0.4776 0.2411 0.2794
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19208 -10717 -16449 -30928 -16002 -25603
Profit Factor 1.2683 1.2507 1.2863 1.2141 1.1937 1.2351
Total Trades 258 129 129 258 129 129
Winning Trades 136 64 72 136 64 72
Losing Trades 122 65 57 122 65 57
Profitability (%) 52.7132 49.6124 55.814 52.7132 49.6124 55.814
Ratio Avg Win / Avg Loss 1.1378 1.2702 1.0183 1.0891 1.2123 0.9778
Largest Winning Trade 8234 8234 7068 11553 11553 9478
Largest Losing Trade -8622 -5962 -8622 -13752 -9113 -13752
Avg Bars in Trades 84 78 91 84 78 91
Avg Bars in Winners 88 82 92 88 82 92
Avg Bars in Losers 81 73 90 81 73 90
Bars Traded 21888 10072 11816 21888 10072 11816
Profit Streak 25.5314 25.5348 25.5314 25.5314 25.5348 25.5314
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330155 -923 76665 305229 -7894 45064
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": 1751281500000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759985109615,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 184,
            "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": [
        [
            42115.6613362811,
            19815.033104448,
            22300.628231833,
            44524.8866660137,
            20455.6400985599,
            24069.2465674537
        ],
        [
            42.115661,
            19.815033,
            22.300628,
            44.524887,
            20.45564,
            24.069247
        ],
        [
            0.544834,
            0.256339,
            0.288495,
            0.477568,
            0.241055,
            0.279393
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19208,
            -10717,
            -16449,
            -30928,
            -16002,
            -25603
        ],
        [
            1.268347,
            1.2507,
            1.286252,
            1.214076,
            1.193675,
            1.235125
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            136,
            64,
            72,
            136,
            64,
            72
        ],
        [
            122,
            65,
            57,
            122,
            65,
            57
        ],
        [
            52.713178,
            49.612403,
            55.813953,
            52.713178,
            49.612403,
            55.813953
        ],
        [
            1.137782,
            1.270242,
            1.018282,
            1.089098,
            1.212326,
            0.977808
        ],
        [
            8234,
            8234,
            7068,
            11553,
            11553,
            9478
        ],
        [
            -8622,
            -5962,
            -8622,
            -13752,
            -9113,
            -13752
        ],
        [
            84,
            78,
            91,
            84,
            78,
            91
        ],
        [
            88,
            82,
            92,
            88,
            82,
            92
        ],
        [
            81,
            73,
            90,
            81,
            73,
            90
        ],
        [
            21888,
            10072,
            11816,
            21888,
            10072,
            11816
        ],
        [
            25.531361,
            25.534833,
            25.531361,
            25.531361,
            25.534833,
            25.531361
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330155,
            -923,
            76665,
            305229,
            -7894,
            45064
        ]
    ]
}
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": 1751281500000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759985109615,
    "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": "wma",
        "factors": {
            "length": 184,
            "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)