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Trade: MKR/USDT/120/EMA/BBM/2445

Strategy
MKR/USDT/120/EMA/BBM/2445
Pair
MKR_USDT
Interval
2h
Score
302092
Daily Profit
0.250213
Profit Factor
2.151255
Profitability
45.977011
Streak
49.100027
Best Strategy
Training Data Length
1879.080000
Evaluation Time
2025-10-06 11:24
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 470169.6744 409989.6052 60180.0692 816991.5866 1026414.8598 -209423.2732
Total P&L (%) 470.1697 409.9896 60.1801 816.9916 1026.4149 -209.4233
Avg Daily Profit (%) 0.2502 0.2182 0.032 0.118 0.129 0
Buy And Hold Return (%) 149.4773 149.4773 149.4773 149.4773 149.4773 149.4773
Max Trade Drawdown -99396 -74447 -57305 -1912576 -1269569 -899119
Profit Factor 2.1513 2.9376 1.3058 1.2008 1.4916 0.8943
Total Trades 87 43 44 87 43 44
Winning Trades 40 19 21 40 19 21
Losing Trades 47 24 23 47 24 23
Profitability (%) 45.977 44.186 47.7273 45.977 44.186 47.7273
Ratio Avg Win / Avg Loss 2.5277 3.7107 1.4302 1.4109 1.8841 0.9794
Largest Winning Trade 264439 264439 29589 805041 805041 244683
Largest Losing Trade -38634 -34895 -38634 -871236 -482889 -871236
Avg Bars in Trades 253 247 258 253 247 258
Avg Bars in Winners 364 369 360 364 369 360
Avg Bars in Losers 158 151 165 158 151 165
Bars Traded 22027 10662 11365 22027 10662 11365
Profit Streak 49.1 0 52.5167 49.1 0 52.5167
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302092 282108 -316025 -37375 -20381 -581040
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": 1597212000000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1759739042358,
    "expiration_time": 1763746300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 107,
            "offset": 0,
            "std": 1.6708
        }
    }
}
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": [
        [
            470169.6743566957,
            409989.6052033384,
            60180.0691533573,
            816991.5865843919,
            1026414.8598124778,
            -209423.2732280858
        ],
        [
            470.169674,
            409.989605,
            60.180069,
            816.991587,
            1026.41486,
            -209.423273
        ],
        [
            0.250213,
            0.218186,
            0.032026,
            0.117996,
            0.128956,
            0
        ],
        [
            149.477304,
            149.477304,
            149.477304,
            149.477304,
            149.477304,
            149.477304
        ],
        [
            -99396,
            -74447,
            -57305,
            -1912576,
            -1269569,
            -899119
        ],
        [
            2.151255,
            2.937609,
            1.30579,
            1.200806,
            1.491566,
            0.894258
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            45.977011,
            44.186047,
            47.727273,
            45.977011,
            44.186047,
            47.727273
        ],
        [
            2.527724,
            3.710664,
            1.430151,
            1.410947,
            1.884083,
            0.979426
        ],
        [
            264439,
            264439,
            29589,
            805041,
            805041,
            244683
        ],
        [
            -38634,
            -34895,
            -38634,
            -871236,
            -482889,
            -871236
        ],
        [
            253,
            247,
            258,
            253,
            247,
            258
        ],
        [
            364,
            369,
            360,
            364,
            369,
            360
        ],
        [
            158,
            151,
            165,
            158,
            151,
            165
        ],
        [
            22027,
            10662,
            11365,
            22027,
            10662,
            11365
        ],
        [
            49.100027,
            0,
            52.516694,
            49.100027,
            0,
            52.516694
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302092,
            282108,
            -316025,
            -37375,
            -20381,
            -581040
        ]
    ]
}
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": 1597212000000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1759739042358,
    "expiration_time": 1763746300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 107,
            "offset": 0,
            "std": 1.6708
        }
    }
}

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)