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Trade: MKR/USDT/5/VWAP/WMA/2719

Strategy
MKR/USDT/5/VWAP/WMA/2719
Pair
MKR_USDT
Interval
5m
Score
441130
Daily Profit
0.668294
Profit Factor
1.336537
Profitability
54.471545
Streak
23.473604
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-06 15:26
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 51659.1501 24527.2422 27131.908 59272.4444 28777.5041 30494.9404
Total P&L (%) 51.6592 24.5272 27.1319 59.2724 28.7775 30.4949
Avg Daily Profit (%) 0.6683 0.3173 0.351 0.6039 0.3277 0.3449
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19206 -10329 -17647 -25082 -13838 -18966
Profit Factor 1.3365 1.3188 1.3543 1.2971 1.2879 1.3064
Total Trades 246 123 123 246 123 123
Winning Trades 134 62 72 134 62 72
Losing Trades 112 61 51 112 61 51
Profitability (%) 54.4715 50.4065 58.5366 54.4715 50.4065 58.5366
Ratio Avg Win / Avg Loss 1.1171 1.2975 0.9593 1.0842 1.2671 0.9253
Largest Winning Trade 7795 7795 6290 11030 11030 7591
Largest Losing Trade -6802 -4888 -6802 -10855 -7728 -10855
Avg Bars in Trades 88 81 96 88 81 96
Avg Bars in Winners 94 90 97 94 90 97
Avg Bars in Losers 82 71 95 82 71 95
Bars Traded 21888 10005 11883 21888 10005 11883
Profit Streak 23.4736 23.5187 23.4736 23.4736 23.5187 23.4736
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441130 165041 169334 430930 174881 167670
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": 1751274300000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759753619408,
    "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": 160,
            "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": [
        [
            51659.1501219818,
            24527.2421560306,
            27131.9079659513,
            59272.4444161624,
            28777.504059607,
            30494.9403565555
        ],
        [
            51.65915,
            24.527242,
            27.131908,
            59.272444,
            28.777504,
            30.49494
        ],
        [
            0.668294,
            0.317299,
            0.350995,
            0.603946,
            0.327723,
            0.34492
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19206,
            -10329,
            -17647,
            -25082,
            -13838,
            -18966
        ],
        [
            1.336537,
            1.318819,
            1.354338,
            1.297112,
            1.287906,
            1.306356
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            134,
            62,
            72,
            134,
            62,
            72
        ],
        [
            112,
            61,
            51,
            112,
            61,
            51
        ],
        [
            54.471545,
            50.406504,
            58.536585,
            54.471545,
            50.406504,
            58.536585
        ],
        [
            1.117106,
            1.297548,
            0.959323,
            1.084153,
            1.267133,
            0.925336
        ],
        [
            7795,
            7795,
            6290,
            11030,
            11030,
            7591
        ],
        [
            -6802,
            -4888,
            -6802,
            -10855,
            -7728,
            -10855
        ],
        [
            88,
            81,
            96,
            88,
            81,
            96
        ],
        [
            94,
            90,
            97,
            94,
            90,
            97
        ],
        [
            82,
            71,
            95,
            82,
            71,
            95
        ],
        [
            21888,
            10005,
            11883,
            21888,
            10005,
            11883
        ],
        [
            23.473604,
            23.518743,
            23.473604,
            23.473604,
            23.518743,
            23.473604
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441130,
            165041,
            169334,
            430930,
            174881,
            167670
        ]
    ]
}
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": 1751274300000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759753619408,
    "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": 160,
            "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)