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Trade: MKR/USDT/240/SWMA/BBU/9573

Strategy
MKR/USDT/240/SWMA/BBU/9573
Pair
MKR_USDT
Interval
4h
Score
340036
Daily Profit
0.319425
Profit Factor
2.094355
Profitability
44.247788
Streak
40.663573
Best Strategy
Training Data Length
1879.670000
Evaluation Time
2025-10-02 14:55
Expiration Time
2025-11-10 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 600413.0957 589633.9108 10779.1848 293897.0462 360958.7187 -67061.6726
Total P&L (%) 600.4131 589.6339 10.7792 293.897 360.9587 -67.0617
Avg Daily Profit (%) 0.3194 0.3137 0.0057 0.073 0.0813 -0.0591
Buy And Hold Return (%) 149.4773 149.4773 149.4773 149.4773 149.4773 149.4773
Max Trade Drawdown -200206 -161782 -57816 -598895 -464466 -187213
Profit Factor 2.0944 2.594 1.0603 1.2035 1.3777 0.8628
Total Trades 113 56 57 113 56 57
Winning Trades 50 22 28 50 22 28
Losing Trades 63 34 29 63 34 29
Profitability (%) 44.2478 39.2857 49.1228 44.2478 39.2857 49.1228
Ratio Avg Win / Avg Loss 2.6389 4.0089 1.0982 1.5164 2.1292 0.8936
Largest Winning Trade 491304 491304 22518 514072 514072 50909
Largest Losing Trade -33580 -33580 -16624 -148120 -148120 -61558
Avg Bars in Trades 96 171 23 96 171 23
Avg Bars in Winners 128 260 25 128 260 25
Avg Bars in Losers 71 113 21 71 113 21
Bars Traded 10911 9582 1329 10911 9582 1329
Profit Streak 40.6636 0 55.1636 40.6636 0 55.1636
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340036 -172537 -684683 -103422 -271040 -760334
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11278,
    "evaluation_days": 1879.67,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1597204800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759406132725,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 173,
            "offset": 0,
            "std": 2.89021
        }
    }
}
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": [
        [
            600413.0956637923,
            589633.9108332581,
            10779.1848305346,
            293897.0461957825,
            360958.7187488303,
            -67061.6725530475
        ],
        [
            600.413096,
            589.633911,
            10.779185,
            293.897046,
            360.958719,
            -67.061673
        ],
        [
            0.319425,
            0.31369,
            0.005735,
            0.072961,
            0.081331,
            -0.059064
        ],
        [
            149.477304,
            149.477304,
            149.477304,
            149.477304,
            149.477304,
            149.477304
        ],
        [
            -200206,
            -161782,
            -57816,
            -598895,
            -464466,
            -187213
        ],
        [
            2.094355,
            2.594008,
            1.060307,
            1.203467,
            1.377738,
            0.862821
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            63,
            34,
            29,
            63,
            34,
            29
        ],
        [
            44.247788,
            39.285714,
            49.122807,
            44.247788,
            39.285714,
            49.122807
        ],
        [
            2.638887,
            4.008922,
            1.098175,
            1.516369,
            2.129231,
            0.893636
        ],
        [
            491304,
            491304,
            22518,
            514072,
            514072,
            50909
        ],
        [
            -33580,
            -33580,
            -16624,
            -148120,
            -148120,
            -61558
        ],
        [
            96,
            171,
            23,
            96,
            171,
            23
        ],
        [
            128,
            260,
            25,
            128,
            260,
            25
        ],
        [
            71,
            113,
            21,
            71,
            113,
            21
        ],
        [
            10911,
            9582,
            1329,
            10911,
            9582,
            1329
        ],
        [
            40.663573,
            0,
            55.163573,
            40.663573,
            0,
            55.163573
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340036,
            -172537,
            -684683,
            -103422,
            -271040,
            -760334
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11278,
    "evaluation_days": 1879.67,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1597204800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759406132725,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 173,
            "offset": 0,
            "std": 2.89021
        }
    }
}

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)