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Trade: MKR/USDT/360/SWMA/BBU/1147

Strategy
MKR/USDT/360/SWMA/BBU/1147
Pair
MKR_USDT
Interval
6h
Score
423783
Daily Profit
0.375893
Profit Factor
3.597480
Profitability
40.816327
Streak
227.603732
Best Strategy
Training Data Length
1879.750000
Evaluation Time
2025-09-30 23:29
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 723103.0226 706584.8644 16518.1582 370071.8491 528973.5232 -158901.6742
Total P&L (%) 723.103 706.5849 16.5182 370.0718 528.9735 -158.9017
Avg Daily Profit (%) 0.3847 0.3759 0.0088 0.0824 0.0979 0
Buy And Hold Return (%) 167.772 167.772 167.772 167.772 167.772 167.772
Max Trade Drawdown -126053 -139485 -43359 -680928 -639994 -205693
Profit Factor 2.5887 3.5975 1.0902 1.1922 1.4502 0.7883
Total Trades 99 49 50 99 49 50
Winning Trades 44 20 24 44 20 24
Losing Trades 55 29 26 55 29 26
Profitability (%) 44.4444 40.8163 48 44.4444 40.8163 48
Ratio Avg Win / Avg Loss 3.2359 5.2163 1.181 1.4902 2.1028 0.854
Largest Winning Trade 656332 656332 23079 736088 736088 93943
Largest Losing Trade -40057 -40057 -20246 -321712 -321712 -96265
Avg Bars in Trades 73 125 22 73 125 22
Avg Bars in Winners 102 200 20 102 200 20
Avg Bars in Losers 50 73 24 50 73 24
Bars Traded 7274 6151 1123 7274 6151 1123
Profit Streak 0 227.6037 0 0 227.6037 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385524 423783 -648730 -99515 -65252 -761333
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": 1598292000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759264162411,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 210,
            "offset": 209,
            "std": 4.81949
        }
    }
}
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": [
        [
            723103.0225597965,
            706584.8643917802,
            16518.1581680162,
            370071.8490583189,
            528973.5232443018,
            -158901.6741859831
        ],
        [
            723.103023,
            706.584864,
            16.518158,
            370.071849,
            528.973523,
            -158.901674
        ],
        [
            0.38468,
            0.375893,
            0.008787,
            0.08237,
            0.097876,
            0
        ],
        [
            167.771987,
            167.771987,
            167.771987,
            167.771987,
            167.771987,
            167.771987
        ],
        [
            -126053,
            -139485,
            -43359,
            -680928,
            -639994,
            -205693
        ],
        [
            2.588692,
            3.59748,
            1.0902,
            1.192186,
            1.450179,
            0.788291
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            44.444444,
            40.816327,
            48,
            44.444444,
            40.816327,
            48
        ],
        [
            3.235865,
            5.216345,
            1.181049,
            1.490232,
            2.10276,
            0.853982
        ],
        [
            656332,
            656332,
            23079,
            736088,
            736088,
            93943
        ],
        [
            -40057,
            -40057,
            -20246,
            -321712,
            -321712,
            -96265
        ],
        [
            73,
            125,
            22,
            73,
            125,
            22
        ],
        [
            102,
            200,
            20,
            102,
            200,
            20
        ],
        [
            50,
            73,
            24,
            50,
            73,
            24
        ],
        [
            7274,
            6151,
            1123,
            7274,
            6151,
            1123
        ],
        [
            0,
            227.603732,
            0,
            0,
            227.603732,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385524,
            423783,
            -648730,
            -99515,
            -65252,
            -761333
        ]
    ]
}
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": 1598292000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759264162411,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 210,
            "offset": 209,
            "std": 4.81949
        }
    }
}

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)