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Trade: MKR/USDT/720/HLC3/T3/6361

Strategy
MKR/USDT/720/HLC3/T3/6361
Pair
MKR_USDT
Interval
12h
Score
527065
Daily Profit
0.218561
Profit Factor
2.389179
Profitability
50.467290
Streak
47.736737
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-06 08:40
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 -321588.3897 98818.3875 -420406.7772 5961020.1557 2310627.638 3650392.5177
Total P&L (%) -321.5884 98.8184 -420.4068 5961.0202 2310.6276 3650.3925
Avg Daily Profit (%) -0.1711 0.0526 -0.2236 0.2186 0.1694 0.193
Buy And Hold Return (%) 215.8711 215.8711 215.8711 215.8711 215.8711 215.8711
Max Trade Drawdown -509556 -84886 -520810 -1519422 -895774 -1628513
Profit Factor 0.5841 1.7811 0.35 2.3892 2.2495 2.495
Total Trades 107 54 53 107 54 53
Winning Trades 96 47 49 54 29 25
Losing Trades 11 7 4 53 25 28
Profitability (%) 89.7196 87.037 92.4528 50.4673 53.7037 47.1698
Ratio Avg Win / Avg Loss 0.0669 0.2653 0.0286 2.3449 1.9392 2.7944
Largest Winning Trade 15997 15997 13319 3302807 702670 3302807
Largest Losing Trade -357023 -55085 -357023 -895774 -895774 -807546
Avg Bars in Trades 33 35 31 33 35 31
Avg Bars in Winners 11 14 7 36 39 32
Avg Bars in Losers 229 179 316 30 31 30
Bars Traded 3589 1942 1647 3589 1942 1647
Profit Streak 47.7367 192.7367 47.7367 47.7367 192.7367 47.7367
Trades During Streak 5 10 2 5 10 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573833 -461838 -754744 527065 -165973 -167433
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759729254116,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 162,
            "offset": 0,
            "a": 0.29095
        }
    }
}
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": [
        [
            -321588.3896703338,
            98818.3875209349,
            -420406.7771912687,
            5961020.155737915,
            2310627.638022165,
            3650392.517715751
        ],
        [
            -321.58839,
            98.818388,
            -420.406777,
            5961.020156,
            2310.627638,
            3650.392518
        ],
        [
            -0.171058,
            0.052563,
            -0.223621,
            0.218561,
            0.169424,
            0.192976
        ],
        [
            215.871053,
            215.871053,
            215.871053,
            215.871053,
            215.871053,
            215.871053
        ],
        [
            -509556,
            -84886,
            -520810,
            -1519422,
            -895774,
            -1628513
        ],
        [
            0.584114,
            1.781118,
            0.349971,
            2.389179,
            2.249503,
            2.49496
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            96,
            47,
            49,
            54,
            29,
            25
        ],
        [
            11,
            7,
            4,
            53,
            25,
            28
        ],
        [
            89.719626,
            87.037037,
            92.45283,
            50.46729,
            53.703704,
            47.169811
        ],
        [
            0.06693,
            0.265273,
            0.028569,
            2.344935,
            1.939227,
            2.794355
        ],
        [
            15997,
            15997,
            13319,
            3302807,
            702670,
            3302807
        ],
        [
            -357023,
            -55085,
            -357023,
            -895774,
            -895774,
            -807546
        ],
        [
            33,
            35,
            31,
            33,
            35,
            31
        ],
        [
            11,
            14,
            7,
            36,
            39,
            32
        ],
        [
            229,
            179,
            316,
            30,
            31,
            30
        ],
        [
            3589,
            1942,
            1647,
            3589,
            1942,
            1647
        ],
        [
            47.736737,
            192.736737,
            47.736737,
            47.736737,
            192.736737,
            47.736737
        ],
        [
            5,
            10,
            2,
            5,
            10,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573833,
            -461838,
            -754744,
            527065,
            -165973,
            -167433
        ]
    ]
}
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": 1602460800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759729254116,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 162,
            "offset": 0,
            "a": 0.29095
        }
    }
}

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)