← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: MKR/USDT/5/WMA/T3/4290

Strategy
MKR/USDT/5/WMA/T3/4290
Pair
MKR_USDT
Interval
5m
Score
473789
Daily Profit
0.643849
Profit Factor
1.440784
Profitability
67.878788
Streak
28.073391
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-10 17:00
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 55582.1869 27802.622 27779.5648 64230.4121 32288.8577 31941.5545
Total P&L (%) 55.5822 27.8026 27.7796 64.2304 32.2889 31.9416
Avg Daily Profit (%) 0.719 0.3597 0.3594 0.6438 0.3626 0.3592
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23501 -11495 -15912 -22552 -13920 -20380
Profit Factor 1.4195 1.4421 1.3992 1.4408 1.4633 1.4202
Total Trades 165 82 83 165 82 83
Winning Trades 112 55 57 112 55 57
Losing Trades 53 27 26 53 27 26
Profitability (%) 67.8788 67.0732 68.6747 67.8788 67.0732 68.6747
Ratio Avg Win / Avg Loss 0.6717 0.7079 0.6382 0.6818 0.7183 0.6478
Largest Winning Trade 6779 6348 6779 6425 6212 6425
Largest Losing Trade -9749 -5998 -9749 -10293 -7033 -10293
Avg Bars in Trades 132 119 144 132 119 144
Avg Bars in Winners 106 87 124 106 87 124
Avg Bars in Losers 186 184 189 186 184 189
Bars Traded 21805 9804 12001 21805 9804 12001
Profit Streak 28.0734 30.181 28.0734 28.0734 30.181 28.0734
Trades During Streak 8 7 4 8 7 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471495 94552 237217 473789 114487 255112
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": 1751286000000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760104840994,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 122,
            "offset": 0,
            "a": 0.72209
        }
    }
}
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": [
        [
            55582.1868548583,
            27802.6220452631,
            27779.5648095951,
            64230.4121106032,
            32288.8576504153,
            31941.5544601878
        ],
        [
            55.582187,
            27.802622,
            27.779565,
            64.230412,
            32.288858,
            31.941554
        ],
        [
            0.719045,
            0.359672,
            0.359373,
            0.643849,
            0.362645,
            0.359232
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23501,
            -11495,
            -15912,
            -22552,
            -13920,
            -20380
        ],
        [
            1.419533,
            1.442052,
            1.399181,
            1.440784,
            1.46325,
            1.420184
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            112,
            55,
            57,
            112,
            55,
            57
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            67.878788,
            67.073171,
            68.674699,
            67.878788,
            67.073171,
            68.674699
        ],
        [
            0.671743,
            0.707916,
            0.638223,
            0.681799,
            0.718323,
            0.647803
        ],
        [
            6779,
            6348,
            6779,
            6425,
            6212,
            6425
        ],
        [
            -9749,
            -5998,
            -9749,
            -10293,
            -7033,
            -10293
        ],
        [
            132,
            119,
            144,
            132,
            119,
            144
        ],
        [
            106,
            87,
            124,
            106,
            87,
            124
        ],
        [
            186,
            184,
            189,
            186,
            184,
            189
        ],
        [
            21805,
            9804,
            12001,
            21805,
            9804,
            12001
        ],
        [
            28.073391,
            30.18103,
            28.073391,
            28.073391,
            30.18103,
            28.073391
        ],
        [
            8,
            7,
            4,
            8,
            7,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471495,
            94552,
            237217,
            473789,
            114487,
            255112
        ]
    ]
}
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": 1751286000000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760104840994,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 122,
            "offset": 0,
            "a": 0.72209
        }
    }
}

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)