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Trade: MKR/USDT/15/VWMA/EMA/6471

Strategy
MKR/USDT/15/VWMA/EMA/6471
Pair
MKR_USDT
Interval
15m
Score
333302
Daily Profit
0.311139
Profit Factor
1.951626
Profitability
70.000000
Streak
37.214281
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 111431.2209 78068.003 33363.2178 133590.0233 84543.8278 49046.1955
Total P&L (%) 111.4312 78.068 33.3632 133.59 84.5438 49.0462
Avg Daily Profit (%) 0.4441 0.3111 0.133 0.3387 0.2445 0.1592
Buy And Hold Return (%) 24.7387 24.7387 24.7387 24.7387 24.7387 24.7387
Max Trade Drawdown -49853 -22295 -37923 -75318 -58404 -32983
Profit Factor 1.6416 1.9516 1.3641 1.5322 1.661 1.3984
Total Trades 80 40 40 80 40 40
Winning Trades 54 28 26 54 28 26
Losing Trades 26 12 14 26 12 14
Profitability (%) 67.5 70 65 67.5 70 65
Ratio Avg Win / Avg Loss 0.7904 0.8364 0.7345 0.7377 0.7118 0.753
Largest Winning Trade 24034 24034 11443 20651 20651 18158
Largest Losing Trade -34257 -22295 -34257 -58404 -58404 -29762
Avg Bars in Trades 285 281 290 285 281 290
Avg Bars in Winners 173 173 172 173 173 172
Avg Bars in Losers 519 531 508 519 531 508
Bars Traded 22857 11253 11604 22857 11253 11604
Profit Streak 26.5164 37.2143 26.5164 26.5164 37.2143 26.5164
Trades During Streak 7 5 3 7 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12775 333302 -72010 -13464 300979 46683
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": 1736593200000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759516713855,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 180,
            "offset": 228
        }
    }
}
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": [
        [
            111431.2208746934,
            78068.0030483115,
            33363.217826382,
            133590.0232981982,
            84543.8278188868,
            49046.1954793114
        ],
        [
            111.431221,
            78.068003,
            33.363218,
            133.590023,
            84.543828,
            49.046195
        ],
        [
            0.444108,
            0.311139,
            0.132969,
            0.3387,
            0.244496,
            0.159182
        ],
        [
            24.738652,
            24.738652,
            24.738652,
            24.738652,
            24.738652,
            24.738652
        ],
        [
            -49853,
            -22295,
            -37923,
            -75318,
            -58404,
            -32983
        ],
        [
            1.64162,
            1.951626,
            1.364087,
            1.532167,
            1.660957,
            1.398364
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            67.5,
            70,
            65,
            67.5,
            70,
            65
        ],
        [
            0.79041,
            0.836411,
            0.734508,
            0.73771,
            0.711839,
            0.752965
        ],
        [
            24034,
            24034,
            11443,
            20651,
            20651,
            18158
        ],
        [
            -34257,
            -22295,
            -34257,
            -58404,
            -58404,
            -29762
        ],
        [
            285,
            281,
            290,
            285,
            281,
            290
        ],
        [
            173,
            173,
            172,
            173,
            173,
            172
        ],
        [
            519,
            531,
            508,
            519,
            531,
            508
        ],
        [
            22857,
            11253,
            11604,
            22857,
            11253,
            11604
        ],
        [
            26.516364,
            37.214281,
            26.516364,
            26.516364,
            37.214281,
            26.516364
        ],
        [
            7,
            5,
            3,
            7,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12775,
            333302,
            -72010,
            -13464,
            300979,
            46683
        ]
    ]
}
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": 1736593200000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759516713855,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 180,
            "offset": 228
        }
    }
}

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)