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Trade: MKR/USDT/15/SINWMA/EMA/2483

Strategy
MKR/USDT/15/SINWMA/EMA/2483
Pair
MKR_USDT
Interval
15m
Score
347179
Daily Profit
0.412965
Profit Factor
1.478389
Profitability
56.140351
Streak
23.120503
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-10-03 21:38
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 103617.1567 76747.5204 26869.6364 116874.6617 92225.7478 24648.9139
Total P&L (%) 103.6172 76.7475 26.8696 116.8747 92.2257 24.6489
Avg Daily Profit (%) 0.413 0.3059 0.1071 0.309 0.2608 0.0879
Buy And Hold Return (%) 19.8744 19.8744 19.8744 19.8744 19.8744 19.8744
Max Trade Drawdown -40959 -27790 -36256 -54671 -49240 -36119
Profit Factor 1.4784 1.7228 1.2434 1.3479 1.5349 1.1507
Total Trades 114 57 57 114 57 57
Winning Trades 64 37 27 64 37 27
Losing Trades 50 20 30 50 20 30
Profitability (%) 56.1404 64.9123 47.3684 56.1404 64.9123 47.3684
Ratio Avg Win / Avg Loss 1.155 0.9312 1.3815 1.053 0.8297 1.2786
Largest Winning Trade 23014 23014 19999 21505 21505 19388
Largest Losing Trade -32036 -13475 -32036 -29211 -27834 -29211
Avg Bars in Trades 201 200 201 201 200 201
Avg Bars in Winners 160 138 191 160 138 191
Avg Bars in Losers 252 316 210 252 316 210
Bars Traded 22935 11441 11494 22935 11441 11494
Profit Streak 23.1205 37.4747 0 23.1205 37.4747 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347179 -171374 -289063 302491 -171701 -403971
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": 1736436600000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759516711427,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 234,
            "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": [
        [
            103617.1567376752,
            76747.5203754714,
            26869.6363622038,
            116874.661676122,
            92225.7478174311,
            24648.9138586908
        ],
        [
            103.617157,
            76.74752,
            26.869636,
            116.874662,
            92.225748,
            24.648914
        ],
        [
            0.412965,
            0.305877,
            0.107089,
            0.309013,
            0.260792,
            0.087851
        ],
        [
            19.874422,
            19.874422,
            19.874422,
            19.874422,
            19.874422,
            19.874422
        ],
        [
            -40959,
            -27790,
            -36256,
            -54671,
            -49240,
            -36119
        ],
        [
            1.478389,
            1.722778,
            1.243358,
            1.347879,
            1.534948,
            1.1507
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            64,
            37,
            27,
            64,
            37,
            27
        ],
        [
            50,
            20,
            30,
            50,
            20,
            30
        ],
        [
            56.140351,
            64.912281,
            47.368421,
            56.140351,
            64.912281,
            47.368421
        ],
        [
            1.154992,
            0.931231,
            1.381509,
            1.05303,
            0.829702,
            1.278556
        ],
        [
            23014,
            23014,
            19999,
            21505,
            21505,
            19388
        ],
        [
            -32036,
            -13475,
            -32036,
            -29211,
            -27834,
            -29211
        ],
        [
            201,
            200,
            201,
            201,
            200,
            201
        ],
        [
            160,
            138,
            191,
            160,
            138,
            191
        ],
        [
            252,
            316,
            210,
            252,
            316,
            210
        ],
        [
            22935,
            11441,
            11494,
            22935,
            11441,
            11494
        ],
        [
            23.120503,
            37.474669,
            0,
            23.120503,
            37.474669,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347179,
            -171374,
            -289063,
            302491,
            -171701,
            -403971
        ]
    ]
}
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": 1736436600000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759516711427,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 234,
            "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)