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Trade: MKR/USDT/720/HL2/RMA/4954

Strategy
MKR/USDT/720/HL2/RMA/4954
Pair
MKR_USDT
Interval
12h
Score
471080
Daily Profit
0.171671
Profit Factor
1.900008
Profitability
55.263158
Streak
44.076398
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-01 16:50
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 -224252.8933 112591.8202 -336844.7135 2736524.8116 322048.9026 2414475.909
Total P&L (%) -224.2529 112.5918 -336.8447 2736.5248 322.0489 2414.4759
Avg Daily Profit (%) -0.1193 0.0599 -0.1792 0.1781 0.0766 0.1717
Buy And Hold Return (%) 224.9252 224.9252 224.9252 224.9252 224.9252 224.9252
Max Trade Drawdown -363604 -96509 -418000 -2386109 -981484 -2060658
Profit Factor 0.6794 1.7779 0.3927 1.5107 1.1203 1.9
Total Trades 76 38 38 76 38 38
Winning Trades 62 29 33 44 23 21
Losing Trades 14 9 5 32 15 17
Profitability (%) 81.5789 76.3158 86.8421 57.8947 60.5263 55.2632
Ratio Avg Win / Avg Loss 0.1534 0.5518 0.0595 1.0987 0.7307 1.5381
Largest Winning Trade 48657 48657 19358 3639454 940937 3639454
Largest Losing Trade -313602 -50953 -313602 -762019 -676127 -762019
Avg Bars in Trades 47 51 43 47 51 43
Avg Bars in Winners 13 16 10 49 55 43
Avg Bars in Losers 197 162 259 43 45 42
Bars Traded 3577 1942 1635 3577 1942 1635
Profit Streak 44.0764 175.0764 44.0764 44.0764 175.0764 44.0764
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -628692 -273330 -575223 -41712 -209141 471080
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759326600771,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 169,
            "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": [
        [
            -224252.8932613597,
            112591.820205048,
            -336844.7134664077,
            2736524.811579809,
            322048.9025685255,
            2414475.9090112844
        ],
        [
            -224.252893,
            112.59182,
            -336.844713,
            2736.524812,
            322.048903,
            2414.475909
        ],
        [
            -0.119283,
            0.059889,
            -0.179173,
            0.178093,
            0.076622,
            0.171671
        ],
        [
            224.925205,
            224.925205,
            224.925205,
            224.925205,
            224.925205,
            224.925205
        ],
        [
            -363604,
            -96509,
            -418000,
            -2386109,
            -981484,
            -2060658
        ],
        [
            0.679369,
            1.777865,
            0.392706,
            1.510653,
            1.12034,
            1.900008
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            62,
            29,
            33,
            44,
            23,
            21
        ],
        [
            14,
            9,
            5,
            32,
            15,
            17
        ],
        [
            81.578947,
            76.315789,
            86.842105,
            57.894737,
            60.526316,
            55.263158
        ],
        [
            0.153406,
            0.551751,
            0.059501,
            1.098656,
            0.730657,
            1.538102
        ],
        [
            48657,
            48657,
            19358,
            3639454,
            940937,
            3639454
        ],
        [
            -313602,
            -50953,
            -313602,
            -762019,
            -676127,
            -762019
        ],
        [
            47,
            51,
            43,
            47,
            51,
            43
        ],
        [
            13,
            16,
            10,
            49,
            55,
            43
        ],
        [
            197,
            162,
            259,
            43,
            45,
            42
        ],
        [
            3577,
            1942,
            1635,
            3577,
            1942,
            1635
        ],
        [
            44.076398,
            175.076398,
            44.076398,
            44.076398,
            175.076398,
            44.076398
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -628692,
            -273330,
            -575223,
            -41712,
            -209141,
            471080
        ]
    ]
}
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": 1602763200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759326600771,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 169,
            "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)