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Trade: MKR/USDT/720/VWAP/RMA/1572

Strategy
MKR/USDT/720/VWAP/RMA/1572
Pair
MKR_USDT
Interval
12h
Score
410302
Daily Profit
0.149346
Profit Factor
1.854885
Profitability
57.575758
Streak
38.221161
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-09-25 20:18
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 -224784.8031 107041.1602 -331825.9633 2154515.2336 600807.2848 1553707.9489
Total P&L (%) -224.7848 107.0412 -331.826 2154.5152 600.8073 1553.7079
Avg Daily Profit (%) -0.1196 0.0569 -0.1765 0.1659 0.1036 0.1493
Buy And Hold Return (%) 228.7773 228.7773 228.7773 228.7773 228.7773 228.7773
Max Trade Drawdown -365143 -63861 -412811 -1602396 -489785 -1465482
Profit Factor 0.6514 2.0228 0.3857 1.6728 1.4339 1.8549
Total Trades 66 33 33 66 33 33
Winning Trades 57 29 28 37 18 19
Losing Trades 9 4 5 29 15 14
Profitability (%) 86.3636 87.8788 84.8485 56.0606 54.5455 57.5758
Ratio Avg Win / Avg Loss 0.1029 0.279 0.0689 1.3111 1.1949 1.3668
Largest Winning Trade 48657 48657 23822 2258889 840130 2258889
Largest Losing Trade -313602 -59262 -313602 -579391 -398215 -579391
Avg Bars in Trades 53 57 48 53 57 48
Avg Bars in Winners 16 21 10 55 63 48
Avg Bars in Losers 285 315 262 49 49 49
Bars Traded 3506 1894 1612 3506 1894 1612
Profit Streak 38.2212 214.7212 38.2212 38.2212 214.7212 38.2212
Trades During Streak 7 6 3 7 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -703173 -275538 -575010 -116313 -54772 410302

Evaluation Data

{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758820708339,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 194,
            "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": [
        [
            -224784.8030664742,
            107041.1602113603,
            -331825.9632778344,
            2154515.233643413,
            600807.2847921076,
            1553707.9488513053
        ],
        [
            -224.784803,
            107.04116,
            -331.825963,
            2154.515234,
            600.807285,
            1553.707949
        ],
        [
            -0.119566,
            0.056937,
            -0.176503,
            0.165857,
            0.103621,
            0.149346
        ],
        [
            228.777304,
            228.777304,
            228.777304,
            228.777304,
            228.777304,
            228.777304
        ],
        [
            -365143,
            -63861,
            -412811,
            -1602396,
            -489785,
            -1465482
        ],
        [
            0.651421,
            2.022808,
            0.385742,
            1.672819,
            1.433867,
            1.854885
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            57,
            29,
            28,
            37,
            18,
            19
        ],
        [
            9,
            4,
            5,
            29,
            15,
            14
        ],
        [
            86.363636,
            87.878788,
            84.848485,
            56.060606,
            54.545455,
            57.575758
        ],
        [
            0.102856,
            0.279008,
            0.068882,
            1.311129,
            1.194889,
            1.366758
        ],
        [
            48657,
            48657,
            23822,
            2258889,
            840130,
            2258889
        ],
        [
            -313602,
            -59262,
            -313602,
            -579391,
            -398215,
            -579391
        ],
        [
            53,
            57,
            48,
            53,
            57,
            48
        ],
        [
            16,
            21,
            10,
            55,
            63,
            48
        ],
        [
            285,
            315,
            262,
            49,
            49,
            49
        ],
        [
            3506,
            1894,
            1612,
            3506,
            1894,
            1612
        ],
        [
            38.221161,
            214.721161,
            38.221161,
            38.221161,
            214.721161,
            38.221161
        ],
        [
            7,
            6,
            3,
            7,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -703173,
            -275538,
            -575010,
            -116313,
            -54772,
            410302
        ]
    ]
}
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": 1603843200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758820708339,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 194,
            "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)