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Trade: MKR/USDT/120/KCL/EMA/3366

Strategy
MKR/USDT/120/KCL/EMA/3366
Pair
MKR_USDT
Interval
2h
Score
319785
Daily Profit
0.258045
Profit Factor
2.379676
Profitability
73.333333
Streak
140.897654
Best Strategy
Training Data Length
1879.080000
Evaluation Time
2025-09-30 06:32
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 484887.7273 419833.6471 65054.0802 1026052.3886 457165.2772 568887.1114
Total P&L (%) 484.8877 419.8336 65.0541 1026.0524 457.1653 568.8871
Avg Daily Profit (%) 0.258 0.2234 0.0346 0.1289 0.0915 0.1012
Buy And Hold Return (%) 219.4709 219.4709 219.4709 219.4709 219.4709 219.4709
Max Trade Drawdown -126423 -131445 -15108 -1058880 -1090582 -91475
Profit Factor 2.3797 2.514 1.8773 1.3446 1.1737 2.6436
Total Trades 90 45 45 90 45 45
Winning Trades 66 32 34 66 32 34
Losing Trades 24 13 11 24 13 11
Profitability (%) 73.3333 71.1111 75.5556 73.3333 71.1111 75.5556
Ratio Avg Win / Avg Loss 0.8653 1.0213 0.6074 0.489 0.4768 0.8553
Largest Winning Trade 95735 95735 18369 449424 449424 130589
Largest Losing Trade -72134 -72134 -25907 -626672 -626672 -72724
Avg Bars in Trades 231 442 20 231 442 20
Avg Bars in Winners 140 275 13 140 275 13
Avg Bars in Losers 481 853 41 481 853 41
Bars Traded 20811 19905 906 20811 19905 906
Profit Streak 140.8977 220.731 140.8977 140.8977 220.731 140.8977
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319785 294944 -307410 -18899 -104116 -54453
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": 1596405600000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1759203157328,
    "expiration_time": 1763746300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 125,
            "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": [
        [
            484887.7272723765,
            419833.6470548977,
            65054.0802174792,
            1026052.3885817791,
            457165.2771731642,
            568887.1114086147
        ],
        [
            484.887727,
            419.833647,
            65.05408,
            1026.052389,
            457.165277,
            568.887111
        ],
        [
            0.258045,
            0.223425,
            0.03462,
            0.128939,
            0.091453,
            0.101188
        ],
        [
            219.470866,
            219.470866,
            219.470866,
            219.470866,
            219.470866,
            219.470866
        ],
        [
            -126423,
            -131445,
            -15108,
            -1058880,
            -1090582,
            -91475
        ],
        [
            2.379676,
            2.514029,
            1.877274,
            1.344622,
            1.173747,
            2.643638
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            73.333333,
            71.111111,
            75.555556,
            73.333333,
            71.111111,
            75.555556
        ],
        [
            0.865337,
            1.021324,
            0.607353,
            0.488953,
            0.476835,
            0.855295
        ],
        [
            95735,
            95735,
            18369,
            449424,
            449424,
            130589
        ],
        [
            -72134,
            -72134,
            -25907,
            -626672,
            -626672,
            -72724
        ],
        [
            231,
            442,
            20,
            231,
            442,
            20
        ],
        [
            140,
            275,
            13,
            140,
            275,
            13
        ],
        [
            481,
            853,
            41,
            481,
            853,
            41
        ],
        [
            20811,
            19905,
            906,
            20811,
            19905,
            906
        ],
        [
            140.897654,
            220.730988,
            140.897654,
            140.897654,
            220.730988,
            140.897654
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319785,
            294944,
            -307410,
            -18899,
            -104116,
            -54453
        ]
    ]
}
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": 1596405600000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1759203157328,
    "expiration_time": 1763746300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 125,
            "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)