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Trade: MKR/USDT/5/LINREG/DEMA/2631

Strategy
MKR/USDT/5/LINREG/DEMA/2631
Pair
MKR_USDT
Interval
5m
Score
415822
Daily Profit
0.748795
Profit Factor
1.420886
Profitability
65.454545
Streak
0.000000
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-05 04:32
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 57881.841 29270.498 28611.343 67317.9886 35564.9734 31753.0152
Total P&L (%) 57.8818 29.2705 28.6113 67.318 35.565 31.753
Avg Daily Profit (%) 0.7488 0.3787 0.3701 0.6681 0.3944 0.3574
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20433 -14805 -18998 -30973 -15563 -30661
Profit Factor 1.4209 1.4268 1.415 1.4053 1.4409 1.3716
Total Trades 165 82 83 165 82 83
Winning Trades 108 50 58 108 50 58
Losing Trades 57 32 25 57 32 25
Profitability (%) 65.4545 60.9756 69.8795 65.4545 60.9756 69.8795
Ratio Avg Win / Avg Loss 0.7499 0.9131 0.6099 0.7417 0.9222 0.5912
Largest Winning Trade 9951 9951 5682 13647 13647 7246
Largest Losing Trade -9200 -8144 -9200 -14694 -10255 -14694
Avg Bars in Trades 132 125 138 132 125 138
Avg Bars in Winners 104 98 109 104 98 109
Avg Bars in Losers 184 168 204 184 168 204
Bars Traded 21816 10328 11487 21816 10328 11487
Profit Streak 0 24.5957 0 0 24.5957 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415822 69642 198241 410203 97740 194819
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": 1751283900000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759627970937,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 192,
            "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": [
        [
            57881.8410171861,
            29270.4979705215,
            28611.3430466646,
            67317.988594756,
            35564.9733827657,
            31753.0152119903
        ],
        [
            57.881841,
            29.270498,
            28.611343,
            67.317989,
            35.564973,
            31.753015
        ],
        [
            0.748795,
            0.378661,
            0.370134,
            0.668103,
            0.394412,
            0.357376
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20433,
            -14805,
            -18998,
            -30973,
            -15563,
            -30661
        ],
        [
            1.420886,
            1.426787,
            1.415016,
            1.405263,
            1.440916,
            1.371608
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            108,
            50,
            58,
            108,
            50,
            58
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            65.454545,
            60.97561,
            69.879518,
            65.454545,
            60.97561,
            69.879518
        ],
        [
            0.749912,
            0.913144,
            0.609921,
            0.741667,
            0.922186,
            0.59121
        ],
        [
            9951,
            9951,
            5682,
            13647,
            13647,
            7246
        ],
        [
            -9200,
            -8144,
            -9200,
            -14694,
            -10255,
            -14694
        ],
        [
            132,
            125,
            138,
            132,
            125,
            138
        ],
        [
            104,
            98,
            109,
            104,
            98,
            109
        ],
        [
            184,
            168,
            204,
            184,
            168,
            204
        ],
        [
            21816,
            10328,
            11487,
            21816,
            10328,
            11487
        ],
        [
            0,
            24.595728,
            0,
            0,
            24.595728,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415822,
            69642,
            198241,
            410203,
            97740,
            194819
        ]
    ]
}
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": 1751283900000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1759627970937,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 192,
            "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)