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Trade: MKR/USDT/15/ZLMA/T3/1799

Strategy
MKR/USDT/15/ZLMA/T3/1799
Pair
MKR_USDT
Interval
15m
Score
398242
Daily Profit
0.404275
Profit Factor
1.552059
Profitability
75.000000
Streak
29.728438
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 101436.6611 74734.883 26701.7781 88181.1699 59599.8244 28581.3455
Total P&L (%) 101.4367 74.7349 26.7018 88.1812 59.5998 28.5813
Avg Daily Profit (%) 0.4043 0.2979 0.1064 0.2523 0.1865 0.1002
Buy And Hold Return (%) 24.226 24.226 24.226 24.226 24.226 24.226
Max Trade Drawdown -63921 -28061 -51409 -60974 -59351 -45596
Profit Factor 1.5521 1.9125 1.2622 1.4046 1.5539 1.259
Total Trades 88 44 44 88 44 44
Winning Trades 66 33 33 66 33 33
Losing Trades 22 11 11 22 11 11
Profitability (%) 75 75 75 75 75 75
Ratio Avg Win / Avg Loss 0.5174 0.6375 0.4207 0.4682 0.518 0.4197
Largest Winning Trade 19348 19348 10379 25175 25175 12595
Largest Losing Trade -51409 -20903 -51409 -45596 -43101 -45596
Avg Bars in Trades 260 257 262 260 257 262
Avg Bars in Winners 150 143 158 150 143 158
Avg Bars in Losers 587 599 576 587 599 576
Bars Traded 22883 11317 11566 22883 11317 11566
Profit Streak 29.7284 40.6451 29.7284 29.7284 40.6451 29.7284
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398242 347589 -184297 301522 253202 -168416
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": 1736430300000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759768137071,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 227,
            "offset": 0,
            "a": 0.2053
        }
    }
}
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": [
        [
            101436.6610550201,
            74734.8829997729,
            26701.7780552472,
            88181.1698787949,
            59599.8243650493,
            28581.3455137456
        ],
        [
            101.436661,
            74.734883,
            26.701778,
            88.18117,
            59.599824,
            28.581346
        ],
        [
            0.404275,
            0.297855,
            0.10642,
            0.252295,
            0.186495,
            0.100242
        ],
        [
            24.226027,
            24.226027,
            24.226027,
            24.226027,
            24.226027,
            24.226027
        ],
        [
            -63921,
            -28061,
            -51409,
            -60974,
            -59351,
            -45596
        ],
        [
            1.552059,
            1.912474,
            1.262196,
            1.40457,
            1.553938,
            1.258959
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            75,
            75,
            75,
            75,
            75,
            75
        ],
        [
            0.517353,
            0.637491,
            0.420732,
            0.46819,
            0.517979,
            0.419653
        ],
        [
            19348,
            19348,
            10379,
            25175,
            25175,
            12595
        ],
        [
            -51409,
            -20903,
            -51409,
            -45596,
            -43101,
            -45596
        ],
        [
            260,
            257,
            262,
            260,
            257,
            262
        ],
        [
            150,
            143,
            158,
            150,
            143,
            158
        ],
        [
            587,
            599,
            576,
            587,
            599,
            576
        ],
        [
            22883,
            11317,
            11566,
            22883,
            11317,
            11566
        ],
        [
            29.728438,
            40.645105,
            29.728438,
            29.728438,
            40.645105,
            29.728438
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398242,
            347589,
            -184297,
            301522,
            253202,
            -168416
        ]
    ]
}
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": 1736430300000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759768137071,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 227,
            "offset": 0,
            "a": 0.2053
        }
    }
}

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)