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Trade: MKR/USDT/720/HL2/DCM/9995

Strategy
MKR/USDT/720/HL2/DCM/9995
Pair
MKR_USDT
Interval
12h
Score
372025
Daily Profit
0.282347
Profit Factor
4.998968
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-08 20:50
Expiration Time
2025-11-10 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 590745.9659 530812.9524 59933.0136 1011337.2342 817890.5072 193446.727
Total P&L (%) 590.746 530.813 59.933 1011.3372 817.8905 193.4467
Avg Daily Profit (%) 0.3142 0.2823 0.0319 0.1282 0.118 0.0573
Buy And Hold Return (%) 234.3103 234.3103 234.3103 234.3103 234.3103 234.3103
Max Trade Drawdown -87334 -33550 -58531 -742776 -411984 -419222
Profit Factor 3.0979 4.999 1.4026 1.4284 1.6967 1.163
Total Trades 72 36 36 72 36 36
Winning Trades 36 17 19 36 17 19
Losing Trades 36 19 17 36 19 17
Profitability (%) 50 47.2222 52.7778 50 47.2222 52.7778
Ratio Avg Win / Avg Loss 3.0979 5.5871 1.255 1.4284 1.8963 1.0406
Largest Winning Trade 379420 379420 50601 589112 589112 308816
Largest Losing Trade -39919 -29210 -39919 -362348 -348885 -362348
Avg Bars in Trades 48 55 42 48 55 42
Avg Bars in Winners 75 85 65 75 85 65
Avg Bars in Losers 22 29 15 22 29 15
Bars Traded 3516 2003 1513 3516 2003 1513
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 -72381 372025 -315009 -106339 -35612 -323076
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1605225600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759945829414,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 225
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 72,
            "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": [
        [
            590745.9659453705,
            530812.9523950063,
            59933.0135503644,
            1011337.234221068,
            817890.5072229583,
            193446.7269981091
        ],
        [
            590.745966,
            530.812952,
            59.933014,
            1011.337234,
            817.890507,
            193.446727
        ],
        [
            0.314227,
            0.282347,
            0.031879,
            0.128175,
            0.11799,
            0.057278
        ],
        [
            234.310256,
            234.310256,
            234.310256,
            234.310256,
            234.310256,
            234.310256
        ],
        [
            -87334,
            -33550,
            -58531,
            -742776,
            -411984,
            -419222
        ],
        [
            3.097866,
            4.998968,
            1.402624,
            1.428414,
            1.696724,
            1.163006
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            50,
            47.222222,
            52.777778,
            50,
            47.222222,
            52.777778
        ],
        [
            3.097866,
            5.587081,
            1.254979,
            1.428414,
            1.896339,
            1.040584
        ],
        [
            379420,
            379420,
            50601,
            589112,
            589112,
            308816
        ],
        [
            -39919,
            -29210,
            -39919,
            -362348,
            -348885,
            -362348
        ],
        [
            48,
            55,
            42,
            48,
            55,
            42
        ],
        [
            75,
            85,
            65,
            75,
            85,
            65
        ],
        [
            22,
            29,
            15,
            22,
            29,
            15
        ],
        [
            3516,
            2003,
            1513,
            3516,
            2003,
            1513
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72381,
            372025,
            -315009,
            -106339,
            -35612,
            -323076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1605225600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759945829414,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 225
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 72,
            "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)