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Trade: MKR/USDT/360/DCM/KCU/1903

Strategy
MKR/USDT/360/DCM/KCU/1903
Pair
MKR_USDT
Interval
6h
Score
362254
Daily Profit
0.289781
Profit Factor
2.073665
Profitability
47.482014
Streak
0.000000
Best Strategy
Training Data Length
1879.750000
Evaluation Time
2025-10-02 09:40
Expiration Time
2025-11-10 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 544715.1668 452567.7567 92147.41 1655992.116 1852465.3768 -196473.2608
Total P&L (%) 544.7152 452.5678 92.1474 1655.9921 1852.4654 -196.4733
Avg Daily Profit (%) 0.2898 0.2408 0.049 0.1526 0.1582 0
Buy And Hold Return (%) 130.7183 130.7183 130.7183 130.7183 130.7183 130.7183
Max Trade Drawdown -77687 -64164 -53693 -1218982 -981684 -1189004
Profit Factor 2.0737 2.702 1.3817 1.3306 1.7822 0.9256
Total Trades 139 69 70 139 69 70
Winning Trades 66 29 37 66 29 37
Losing Trades 73 40 33 73 40 33
Profitability (%) 47.482 42.029 52.8571 47.482 42.029 52.8571
Ratio Avg Win / Avg Loss 2.2936 3.7269 1.2323 1.4717 2.4583 0.8255
Largest Winning Trade 244889 244889 30492 1048475 1048475 552300
Largest Losing Trade -26720 -26720 -23122 -476343 -476343 -304610
Avg Bars in Trades 52 78 28 52 78 28
Avg Bars in Winners 77 135 31 77 135 31
Avg Bars in Losers 30 36 24 30 36 24
Bars Traded 7350 5389 1961 7350 5389 1961
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 362254 -94633 -386172 262510 -93997 -674310
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 1879.75,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1597276800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759387229077,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            544715.1667589743,
            452567.7567114956,
            92147.4100474791,
            1655992.116029815,
            1852465.3768163195,
            -196473.2607865044
        ],
        [
            544.715167,
            452.567757,
            92.14741,
            1655.992116,
            1852.465377,
            -196.473261
        ],
        [
            0.289781,
            0.24076,
            0.049021,
            0.152563,
            0.158214,
            0
        ],
        [
            130.718347,
            130.718347,
            130.718347,
            130.718347,
            130.718347,
            130.718347
        ],
        [
            -77687,
            -64164,
            -53693,
            -1218982,
            -981684,
            -1189004
        ],
        [
            2.073665,
            2.702003,
            1.381659,
            1.330595,
            1.782233,
            0.925605
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            66,
            29,
            37,
            66,
            29,
            37
        ],
        [
            73,
            40,
            33,
            73,
            40,
            33
        ],
        [
            47.482014,
            42.028986,
            52.857143,
            47.482014,
            42.028986,
            52.857143
        ],
        [
            2.293599,
            3.7269,
            1.232291,
            1.471719,
            2.458253,
            0.82554
        ],
        [
            244889,
            244889,
            30492,
            1048475,
            1048475,
            552300
        ],
        [
            -26720,
            -26720,
            -23122,
            -476343,
            -476343,
            -304610
        ],
        [
            52,
            78,
            28,
            52,
            78,
            28
        ],
        [
            77,
            135,
            31,
            77,
            135,
            31
        ],
        [
            30,
            36,
            24,
            30,
            36,
            24
        ],
        [
            7350,
            5389,
            1961,
            7350,
            5389,
            1961
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362254,
            -94633,
            -386172,
            262510,
            -93997,
            -674310
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 1879.75,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1597276800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759387229077,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)