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Trade: MKR/USDT/5/KCL/EMA/9369

Strategy
MKR/USDT/5/KCL/EMA/9369
Pair
MKR_USDT
Interval
5m
Score
412425
Daily Profit
0.543662
Profit Factor
1.355326
Profitability
77.551020
Streak
25.523395
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-04 07:23
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 42025.1103 22798.0129 19227.0974 43402.7082 22521.666 20881.0422
Total P&L (%) 42.0251 22.798 19.2271 43.4027 22.5217 20.881
Avg Daily Profit (%) 0.5437 0.2949 0.2487 0.4674 0.2631 0.2456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47261 -38429 -15837 -49665 -41049 -15449
Profit Factor 1.3553 1.3211 1.4067 1.3699 1.3132 1.4597
Total Trades 147 73 74 147 73 74
Winning Trades 114 59 55 114 59 55
Losing Trades 33 14 19 33 14 19
Profitability (%) 77.551 80.8219 74.3243 77.551 80.8219 74.3243
Ratio Avg Win / Avg Loss 0.3923 0.3135 0.486 0.3966 0.3116 0.5043
Largest Winning Trade 8832 8832 5086 7605 7605 5002
Largest Losing Trade -10506 -10506 -9451 -12735 -12735 -7825
Avg Bars in Trades 145 198 92 145 198 92
Avg Bars in Winners 75 97 51 75 97 51
Avg Bars in Losers 386 622 212 386 622 212
Bars Traded 21351 14481 6870 21351 14481 6870
Profit Streak 25.5234 25.5234 29.6762 25.5234 25.5234 29.6762
Trades During Streak 27 13 17 27 13 17
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412425 -65981 -61492 396592 -66485 -60092
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": 1751280000000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759551821380,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 179,
            "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": [
        [
            42025.1103218439,
            22798.0129272432,
            19227.0973946007,
            43402.7081646492,
            22521.6660110302,
            20881.042153619
        ],
        [
            42.02511,
            22.798013,
            19.227097,
            43.402708,
            22.521666,
            20.881042
        ],
        [
            0.543662,
            0.294929,
            0.248733,
            0.467437,
            0.263111,
            0.245627
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47261,
            -38429,
            -15837,
            -49665,
            -41049,
            -15449
        ],
        [
            1.355326,
            1.321108,
            1.406717,
            1.369929,
            1.313211,
            1.459719
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            114,
            59,
            55,
            114,
            59,
            55
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            77.55102,
            80.821918,
            74.324324,
            77.55102,
            80.821918,
            74.324324
        ],
        [
            0.392331,
            0.313483,
            0.485957,
            0.396559,
            0.311609,
            0.504267
        ],
        [
            8832,
            8832,
            5086,
            7605,
            7605,
            5002
        ],
        [
            -10506,
            -10506,
            -9451,
            -12735,
            -12735,
            -7825
        ],
        [
            145,
            198,
            92,
            145,
            198,
            92
        ],
        [
            75,
            97,
            51,
            75,
            97,
            51
        ],
        [
            386,
            622,
            212,
            386,
            622,
            212
        ],
        [
            21351,
            14481,
            6870,
            21351,
            14481,
            6870
        ],
        [
            25.523395,
            25.523396,
            29.676173,
            25.523396,
            25.523396,
            29.676173
        ],
        [
            27,
            13,
            17,
            27,
            13,
            17
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412425,
            -65981,
            -61492,
            396592,
            -66485,
            -60092
        ]
    ]
}
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": 1751280000000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759551821380,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 179,
            "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)