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Trade: MKR/USDT/120/ALMA/SWMA/5978

Strategy
MKR/USDT/120/ALMA/SWMA/5978
Pair
MKR_USDT
Interval
2h
Score
356406
Daily Profit
0.163098
Profit Factor
1.546599
Profitability
52.212389
Streak
0.000000
Best Strategy
Training Data Length
1879.080000
Evaluation Time
2025-09-30 23:37
Expiration Time
2025-11-21 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 509755.1483 408182.2309 101572.9175 2037539.1108 1425123.2021 612415.9087
Total P&L (%) 509.7551 408.1822 101.5729 2037.5391 1425.1232 612.4159
Avg Daily Profit (%) 0.2713 0.2172 0.0541 0.1631 0.1451 0.1045
Buy And Hold Return (%) 189.7331 189.7331 189.7331 189.7331 189.7331 189.7331
Max Trade Drawdown -80774 -66695 -80510 -585005 -424691 -710340
Profit Factor 2.0785 2.8941 1.395 1.5466 1.8352 1.303
Total Trades 113 56 57 113 56 57
Winning Trades 59 28 31 59 28 31
Losing Trades 54 28 26 54 28 26
Profitability (%) 52.2124 50 54.386 52.2124 50 54.386
Ratio Avg Win / Avg Loss 1.9024 2.8941 1.17 1.4155 1.8352 1.0928
Largest Winning Trade 155415 155415 31134 423703 423703 302865
Largest Losing Trade -26404 -21708 -26404 -335678 -283985 -335678
Avg Bars in Trades 195 192 198 195 192 198
Avg Bars in Winners 242 245 239 242 245 239
Avg Bars in Losers 143 138 148 143 138 148
Bars Traded 22046 10754 11292 22046 10754 11292
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352659 -172641 -465333 356406 -175489 -235287
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22549,
    "evaluation_days": 1879.08,
    "actual_first_datapoint_time": 1595512800000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1759264622504,
    "expiration_time": 1763746300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 189,
            "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": [
        [
            509755.1483462733,
            408182.2308855826,
            101572.9174606905,
            2037539.1107554948,
            1425123.2020559101,
            612415.908699585
        ],
        [
            509.755148,
            408.182231,
            101.572917,
            2037.539111,
            1425.123202,
            612.415909
        ],
        [
            0.271279,
            0.217225,
            0.054055,
            0.163098,
            0.145105,
            0.104547
        ],
        [
            189.733063,
            189.733063,
            189.733063,
            189.733063,
            189.733063,
            189.733063
        ],
        [
            -80774,
            -66695,
            -80510,
            -585005,
            -424691,
            -710340
        ],
        [
            2.078518,
            2.894102,
            1.395007,
            1.546599,
            1.835224,
            1.302968
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            52.212389,
            50,
            54.385965,
            52.212389,
            50,
            54.385965
        ],
        [
            1.902372,
            2.894102,
            1.170005,
            1.415531,
            1.835224,
            1.092812
        ],
        [
            155415,
            155415,
            31134,
            423703,
            423703,
            302865
        ],
        [
            -26404,
            -21708,
            -26404,
            -335678,
            -283985,
            -335678
        ],
        [
            195,
            192,
            198,
            195,
            192,
            198
        ],
        [
            242,
            245,
            239,
            242,
            245,
            239
        ],
        [
            143,
            138,
            148,
            143,
            138,
            148
        ],
        [
            22046,
            10754,
            11292,
            22046,
            10754,
            11292
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352659,
            -172641,
            -465333,
            356406,
            -175489,
            -235287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22549,
    "evaluation_days": 1879.08,
    "actual_first_datapoint_time": 1595512800000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1759264622504,
    "expiration_time": 1763746300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 189,
            "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)