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Trade: MKR/USDT/5/VWAP/EMA/6260

Strategy
MKR/USDT/5/VWAP/EMA/6260
Pair
MKR_USDT
Interval
5m
Score
433447
Daily Profit
0.671366
Profit Factor
1.307881
Profitability
54.471545
Streak
27.854315
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-11 03:30
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 51896.6243 25168.2633 26728.3609 57917.5236 28379.9739 29537.5497
Total P&L (%) 51.8966 25.1683 26.7284 57.9175 28.38 29.5376
Avg Daily Profit (%) 0.6714 0.3256 0.3458 0.5928 0.3237 0.3354
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26702 -10814 -22768 -28990 -13826 -23561
Profit Factor 1.3079 1.289 1.3281 1.2805 1.2639 1.2985
Total Trades 246 123 123 246 123 123
Winning Trades 134 60 74 134 60 74
Losing Trades 112 63 49 112 63 49
Profitability (%) 54.4715 48.7805 60.1626 54.4715 48.7805 60.1626
Ratio Avg Win / Avg Loss 1.0932 1.3534 0.8794 1.0702 1.3271 0.8598
Largest Winning Trade 9097 9097 6403 12333 12333 7315
Largest Losing Trade -9241 -5572 -9241 -14470 -7549 -14470
Avg Bars in Trades 88 83 94 88 83 94
Avg Bars in Winners 95 94 96 95 94 96
Avg Bars in Losers 80 72 91 80 72 91
Bars Traded 21888 10258 11630 21888 10258 11630
Profit Streak 27.8543 27.8786 27.8543 27.8543 27.8786 27.8543
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433447 142434 166740 417701 146616 166011
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": 1751263200000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760142612819,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 123,
            "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": [
        [
            51896.6242571545,
            25168.2633265837,
            26728.3609305709,
            57917.5236147758,
            28379.9739355541,
            29537.5496792217
        ],
        [
            51.896624,
            25.168263,
            26.728361,
            57.917524,
            28.379974,
            29.53755
        ],
        [
            0.671366,
            0.325592,
            0.345774,
            0.592828,
            0.323711,
            0.335361
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26702,
            -10814,
            -22768,
            -28990,
            -13826,
            -23561
        ],
        [
            1.307881,
            1.288976,
            1.328092,
            1.28047,
            1.263897,
            1.29848
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            134,
            60,
            74,
            134,
            60,
            74
        ],
        [
            112,
            63,
            49,
            112,
            63,
            49
        ],
        [
            54.471545,
            48.780488,
            60.162602,
            54.471545,
            48.780488,
            60.162602
        ],
        [
            1.093154,
            1.353425,
            0.879413,
            1.070244,
            1.327092,
            0.859804
        ],
        [
            9097,
            9097,
            6403,
            12333,
            12333,
            7315
        ],
        [
            -9241,
            -5572,
            -9241,
            -14470,
            -7549,
            -14470
        ],
        [
            88,
            83,
            94,
            88,
            83,
            94
        ],
        [
            95,
            94,
            96,
            95,
            94,
            96
        ],
        [
            80,
            72,
            91,
            80,
            72,
            91
        ],
        [
            21888,
            10258,
            11630,
            21888,
            10258,
            11630
        ],
        [
            27.854315,
            27.87862,
            27.854315,
            27.854315,
            27.878621,
            27.854315
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433447,
            142434,
            166740,
            417701,
            146616,
            166011
        ]
    ]
}
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": 1751263200000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760142612819,
    "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": "ema",
        "factors": {
            "length": 123,
            "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)