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Trade: MKR/USDT/240/VWMA/DCU/2036

Strategy
MKR/USDT/240/VWMA/DCU/2036
Pair
MKR_USDT
Interval
4h
Score
422532
Daily Profit
0.331279
Profit Factor
2.597902
Profitability
51.428571
Streak
0.000000
Best Strategy
Training Data Length
1879.670000
Evaluation Time
2025-09-25 20:36
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 622694.8987 529707.7351 92987.1636 1526578.1349 1213386.4216 313191.7133
Total P&L (%) 622.6949 529.7077 92.9872 1526.5781 1213.3864 313.1917
Avg Daily Profit (%) 0.3313 0.2818 0.0495 0.1485 0.1371 0.0755
Buy And Hold Return (%) 188.4979 188.4979 188.4979 188.4979 188.4979 188.4979
Max Trade Drawdown -68688 -93560 -27564 -883808 -1048650 -525007
Profit Factor 2.5979 2.6609 2.314 1.3954 1.3994 1.3808
Total Trades 105 52 53 105 52 53
Winning Trades 54 26 28 54 26 28
Losing Trades 51 26 25 51 26 25
Profitability (%) 51.4286 50 52.8302 51.4286 50 52.8302
Ratio Avg Win / Avg Loss 2.4536 2.6609 2.0661 1.3179 1.3994 1.2329
Largest Winning Trade 360339 360339 23536 981090 981090 258995
Largest Losing Trade -27565 -27565 -14931 -672291 -672291 -285951
Avg Bars in Trades 104 192 19 104 192 19
Avg Bars in Winners 142 271 23 142 271 23
Avg Bars in Losers 64 112 13 64 112 13
Bars Traded 11003 9994 1008 11003 9994 1008
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422532 -169522 -467628 242279 -189334 -280108

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": 1597060800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758821768522,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 46,
            "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": [
        [
            622694.8986850714,
            529707.7350538024,
            92987.1636312692,
            1526578.1349463325,
            1213386.421628707,
            313191.7133176256
        ],
        [
            622.694899,
            529.707735,
            92.987164,
            1526.578135,
            1213.386422,
            313.191713
        ],
        [
            0.331279,
            0.281809,
            0.04947,
            0.148491,
            0.137096,
            0.075507
        ],
        [
            188.49794,
            188.49794,
            188.49794,
            188.49794,
            188.49794,
            188.49794
        ],
        [
            -68688,
            -93560,
            -27564,
            -883808,
            -1048650,
            -525007
        ],
        [
            2.597902,
            2.660893,
            2.314012,
            1.395437,
            1.399395,
            1.380815
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            51.428571,
            50,
            52.830189,
            51.428571,
            50,
            52.830189
        ],
        [
            2.453574,
            2.660893,
            2.066083,
            1.317913,
            1.399395,
            1.232871
        ],
        [
            360339,
            360339,
            23536,
            981090,
            981090,
            258995
        ],
        [
            -27565,
            -27565,
            -14931,
            -672291,
            -672291,
            -285951
        ],
        [
            104,
            192,
            19,
            104,
            192,
            19
        ],
        [
            142,
            271,
            23,
            142,
            271,
            23
        ],
        [
            64,
            112,
            13,
            64,
            112,
            13
        ],
        [
            11003,
            9994,
            1008,
            11003,
            9994,
            1008
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422532,
            -169522,
            -467628,
            242279,
            -189334,
            -280108
        ]
    ]
}
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": 1597060800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758821768522,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 46,
            "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)