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Trade: MKR/USDT/15/MIDPRICE/MIDPOINT/2363

Strategy
MKR/USDT/15/MIDPRICE/MIDPOINT/2363
Pair
MKR_USDT
Interval
15m
Score
311828
Daily Profit
0.373910
Profit Factor
1.323658
Profitability
51.704545
Streak
31.061692
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-10-06 19:28
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 93817.6381 71482.4574 22335.1807 82233.6973 81640.0393 593.6579
Total P&L (%) 93.8176 71.4825 22.3352 82.2337 81.64 0.5937
Avg Daily Profit (%) 0.3739 0.2849 0.089 0.2395 0.2382 0.0024
Buy And Hold Return (%) 21.2366 21.2366 21.2366 21.2366 21.2366 21.2366
Max Trade Drawdown -58296 -39133 -28863 -132353 -82687 -70390
Profit Factor 1.3237 1.4765 1.1597 1.1598 1.3272 1.0022
Total Trades 176 88 88 176 88 88
Winning Trades 91 43 48 91 43 48
Losing Trades 85 45 40 85 45 40
Profitability (%) 51.7045 48.8636 54.5455 51.7045 48.8636 54.5455
Ratio Avg Win / Avg Loss 1.2364 1.5452 0.9664 1.0833 1.389 0.8352
Largest Winning Trade 52751 52751 12945 41933 41933 23934
Largest Losing Trade -19422 -17375 -19422 -41259 -28060 -41259
Avg Bars in Trades 133 149 117 133 149 117
Avg Bars in Winners 121 139 106 121 139 106
Avg Bars in Losers 145 159 130 145 159 130
Bars Traded 23505 13178 10327 23505 13178 10327
Profit Streak 31.0617 34.6763 31.0617 31.0617 34.6763 31.0617
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311828 239057 -270931 -37954 167143 -575784
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": 1736402400000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759768130163,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 196,
            "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": [
        [
            93817.6381252101,
            71482.4574301468,
            22335.1806950632,
            82233.6972660289,
            81640.0393410385,
            593.6579249903
        ],
        [
            93.817638,
            71.482457,
            22.335181,
            82.233697,
            81.640039,
            0.593658
        ],
        [
            0.37391,
            0.284893,
            0.089017,
            0.239464,
            0.23816,
            0.002359
        ],
        [
            21.236631,
            21.236631,
            21.236631,
            21.236631,
            21.236631,
            21.236631
        ],
        [
            -58296,
            -39133,
            -28863,
            -132353,
            -82687,
            -70390
        ],
        [
            1.323658,
            1.476497,
            1.159708,
            1.159794,
            1.327223,
            1.002239
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            91,
            43,
            48,
            91,
            43,
            48
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            51.704545,
            48.863636,
            54.545455,
            51.704545,
            48.863636,
            54.545455
        ],
        [
            1.236384,
            1.545171,
            0.966423,
            1.083324,
            1.388954,
            0.835199
        ],
        [
            52751,
            52751,
            12945,
            41933,
            41933,
            23934
        ],
        [
            -19422,
            -17375,
            -19422,
            -41259,
            -28060,
            -41259
        ],
        [
            133,
            149,
            117,
            133,
            149,
            117
        ],
        [
            121,
            139,
            106,
            121,
            139,
            106
        ],
        [
            145,
            159,
            130,
            145,
            159,
            130
        ],
        [
            23505,
            13178,
            10327,
            23505,
            13178,
            10327
        ],
        [
            31.061692,
            34.676275,
            31.061692,
            31.061692,
            34.676275,
            31.061692
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311828,
            239057,
            -270931,
            -37954,
            167143,
            -575784
        ]
    ]
}
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": 1736402400000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759768130163,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 196,
            "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)