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Trade: MKR/USDT/15/DCM/DEMA/2343

Strategy
MKR/USDT/15/DCM/DEMA/2343
Pair
MKR_USDT
Interval
15m
Score
433066
Daily Profit
0.369813
Profit Factor
1.603132
Profitability
71.296296
Streak
20.131666
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-09-26 15:09
Expiration Time
2025-11-26 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 116804.7347 79520.4354 37284.2993 152486.367 108057.6911 44428.6759
Total P&L (%) 116.8047 79.5204 37.2843 152.4864 108.0577 44.4287
Avg Daily Profit (%) 0.4655 0.3169 0.1486 0.3698 0.2924 0.1466
Buy And Hold Return (%) 25.4288 25.4288 25.4288 25.4288 25.4288 25.4288
Max Trade Drawdown -40126 -16895 -40762 -42451 -33880 -41832
Profit Factor 1.6757 2.3208 1.3309 1.6031 2.221 1.2704
Total Trades 108 54 54 108 54 54
Winning Trades 77 41 36 77 41 36
Losing Trades 31 13 18 31 13 18
Profitability (%) 71.2963 75.9259 66.6667 71.2963 75.9259 66.6667
Ratio Avg Win / Avg Loss 0.6746 0.7359 0.6655 0.6454 0.7042 0.6352
Largest Winning Trade 16883 15858 16883 29587 17159 29587
Largest Losing Trade -37012 -10913 -37012 -38142 -22021 -38142
Avg Bars in Trades 212 206 219 212 206 219
Avg Bars in Winners 165 171 158 165 171 158
Avg Bars in Losers 330 316 341 330 316 341
Bars Traded 22995 11159 11836 22995 11159 11836
Profit Streak 20.1317 39.5796 20.1317 20.1317 39.5796 20.1317
Trades During Streak 3 6 1 3 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430626 -169289 -195567 433066 -168693 -186416

Evaluation Data

{
    "trading_pair": "MKR_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 24087,
    "evaluation_days": 250.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736617500000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1758888575939,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "offset": 217
        }
    }
}
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": [
        [
            116804.7346552272,
            79520.4353526885,
            37284.2993025387,
            152486.366965549,
            108057.6911146448,
            44428.6758509042
        ],
        [
            116.804735,
            79.520435,
            37.284299,
            152.486367,
            108.057691,
            44.428676
        ],
        [
            0.465524,
            0.316928,
            0.148596,
            0.369813,
            0.292422,
            0.14662
        ],
        [
            25.428769,
            25.428769,
            25.428769,
            25.428769,
            25.428769,
            25.428769
        ],
        [
            -40126,
            -16895,
            -40762,
            -42451,
            -33880,
            -41832
        ],
        [
            1.6757,
            2.320802,
            1.330949,
            1.603132,
            2.221041,
            1.270366
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            77,
            41,
            36,
            77,
            41,
            36
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            71.296296,
            75.925926,
            66.666667,
            71.296296,
            75.925926,
            66.666667
        ],
        [
            0.674632,
            0.735864,
            0.665475,
            0.645417,
            0.704232,
            0.635183
        ],
        [
            16883,
            15858,
            16883,
            29587,
            17159,
            29587
        ],
        [
            -37012,
            -10913,
            -37012,
            -38142,
            -22021,
            -38142
        ],
        [
            212,
            206,
            219,
            212,
            206,
            219
        ],
        [
            165,
            171,
            158,
            165,
            171,
            158
        ],
        [
            330,
            316,
            341,
            330,
            316,
            341
        ],
        [
            22995,
            11159,
            11836,
            22995,
            11159,
            11836
        ],
        [
            20.131666,
            39.579583,
            20.131666,
            20.131666,
            39.579583,
            20.131666
        ],
        [
            3,
            6,
            1,
            3,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430626,
            -169289,
            -195567,
            433066,
            -168693,
            -186416
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 24087,
    "evaluation_days": 250.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736617500000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1758888575939,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "offset": 217
        }
    }
}

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)