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Trade: MKR/USDT/120/SINWMA/LINREG/3337

Strategy
MKR/USDT/120/SINWMA/LINREG/3337
Pair
MKR_USDT
Interval
2h
Score
315384
Daily Profit
0.252563
Profit Factor
2.058995
Profitability
47.126437
Streak
56.840822
Best Strategy
Training Data Length
1879.080000
Evaluation Time
2025-09-29 13:10
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 474586.8797 399592.5678 74994.3119 1299107.0552 1614240.3061 -315133.2508
Total P&L (%) 474.5869 399.5926 74.9943 1299.1071 1614.2403 -315.1333
Avg Daily Profit (%) 0.2526 0.2127 0.0399 0.1405 0.1513 0
Buy And Hold Return (%) 146.5841 146.5841 146.5841 146.5841 146.5841 146.5841
Max Trade Drawdown -121457 -98378 -55537 -1108875 -532563 -1018924
Profit Factor 2.059 2.8791 1.3184 1.3023 1.9216 0.8762
Total Trades 87 43 44 87 43 44
Winning Trades 41 18 23 41 18 23
Losing Trades 46 25 21 46 25 21
Profitability (%) 47.1264 41.8605 52.2727 47.1264 41.8605 52.2727
Ratio Avg Win / Avg Loss 2.3101 3.9988 1.2038 1.4612 2.6689 0.8
Largest Winning Trade 142204 142204 41261 580023 437223 580023
Largest Losing Trade -35155 -24602 -35155 -416377 -197991 -416377
Avg Bars in Trades 253 246 259 253 246 259
Avg Bars in Winners 384 382 385 384 382 385
Avg Bars in Losers 136 148 121 136 148 121
Bars Traded 22024 10599 11425 22024 10599 11425
Profit Streak 56.8408 0 72.7575 56.8408 0 72.7575
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315384 243249 -304263 -5270 293625 -579867
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": 1597305600000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1759140647015,
    "expiration_time": 1763746300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 250,
            "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": [
        [
            474586.8796597514,
            399592.5677731202,
            74994.3118866313,
            1299107.055248795,
            1614240.3060629338,
            -315133.2508141389
        ],
        [
            474.58688,
            399.592568,
            74.994312,
            1299.107055,
            1614.240306,
            -315.133251
        ],
        [
            0.252563,
            0.212653,
            0.03991,
            0.140509,
            0.151335,
            0
        ],
        [
            146.584096,
            146.584096,
            146.584096,
            146.584096,
            146.584096,
            146.584096
        ],
        [
            -121457,
            -98378,
            -55537,
            -1108875,
            -532563,
            -1018924
        ],
        [
            2.058995,
            2.879141,
            1.318444,
            1.302341,
            1.921599,
            0.876188
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            47.126437,
            41.860465,
            52.272727,
            47.126437,
            41.860465,
            52.272727
        ],
        [
            2.310092,
            3.998807,
            1.203797,
            1.461163,
            2.668887,
            0.799998
        ],
        [
            142204,
            142204,
            41261,
            580023,
            437223,
            580023
        ],
        [
            -35155,
            -24602,
            -35155,
            -416377,
            -197991,
            -416377
        ],
        [
            253,
            246,
            259,
            253,
            246,
            259
        ],
        [
            384,
            382,
            385,
            384,
            382,
            385
        ],
        [
            136,
            148,
            121,
            136,
            148,
            121
        ],
        [
            22024,
            10599,
            11425,
            22024,
            10599,
            11425
        ],
        [
            56.840822,
            0,
            72.757489,
            56.840822,
            0,
            72.757489
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315384,
            243249,
            -304263,
            -5270,
            293625,
            -579867
        ]
    ]
}
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": 1597305600000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1759140647015,
    "expiration_time": 1763746300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 250,
            "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)