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Trade: MKR/USDT/120/VWAP/WMA/4358

Strategy
MKR/USDT/120/VWAP/WMA/4358
Pair
MKR_USDT
Interval
2h
Score
360247
Daily Profit
0.168081
Profit Factor
1.432869
Profitability
49.346405
Streak
0.000000
Best Strategy
Training Data Length
1879.080000
Evaluation Time
2025-10-05 07:26
Expiration Time
2025-11-21 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 534649.4194 436215.4677 98433.9517 2247014.584 1999928.6546 247085.9294
Total P&L (%) 534.6494 436.2155 98.434 2247.0146 1999.9287 247.0859
Avg Daily Profit (%) 0.2845 0.2321 0.0524 0.1681 0.1622 0.0662
Buy And Hold Return (%) 208.4629 208.4629 208.4629 208.4629 208.4629 208.4629
Max Trade Drawdown -145296 -115326 -71013 -1050995 -581900 -609907
Profit Factor 1.7395 2.1891 1.2764 1.4329 1.8264 1.0892
Total Trades 306 153 153 306 153 153
Winning Trades 151 70 81 151 70 81
Losing Trades 155 83 72 155 83 72
Profitability (%) 49.3464 45.7516 52.9412 49.3464 45.7516 52.9412
Ratio Avg Win / Avg Loss 1.7856 2.5956 1.1346 1.4708 2.1656 0.9682
Largest Winning Trade 146065 146065 31187 506800 506800 475355
Largest Losing Trade -35177 -15969 -35177 -273165 -273165 -263372
Avg Bars in Trades 72 71 73 72 71 73
Avg Bars in Winners 95 101 89 95 101 89
Avg Bars in Losers 50 46 55 50 46 55
Bars Traded 22247 10991 11256 22247 10991 11256
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 356612 157787 -288171 360247 351848 -336095
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22549,
    "evaluation_days": 1879.08,
    "actual_first_datapoint_time": 1595512800000,
    "first_datapoint_time": 1596794400000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1759638373220,
    "expiration_time": 1763746300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 178
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "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": [
        [
            534649.4193864212,
            436215.4677078704,
            98433.9516785506,
            2247014.5840133317,
            1999928.6545863613,
            247085.9294269705
        ],
        [
            534.649419,
            436.215468,
            98.433952,
            2247.014584,
            1999.928655,
            247.085929
        ],
        [
            0.284527,
            0.232143,
            0.052384,
            0.168081,
            0.162151,
            0.066246
        ],
        [
            208.462873,
            208.462873,
            208.462873,
            208.462873,
            208.462873,
            208.462873
        ],
        [
            -145296,
            -115326,
            -71013,
            -1050995,
            -581900,
            -609907
        ],
        [
            1.739546,
            2.189067,
            1.276432,
            1.432869,
            1.826417,
            1.089169
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            151,
            70,
            81,
            151,
            70,
            81
        ],
        [
            155,
            83,
            72,
            155,
            83,
            72
        ],
        [
            49.346405,
            45.751634,
            52.941176,
            49.346405,
            45.751634,
            52.941176
        ],
        [
            1.785627,
            2.595608,
            1.134606,
            1.470826,
            2.165609,
            0.96815
        ],
        [
            146065,
            146065,
            31187,
            506800,
            506800,
            475355
        ],
        [
            -35177,
            -15969,
            -35177,
            -273165,
            -273165,
            -263372
        ],
        [
            72,
            71,
            73,
            72,
            71,
            73
        ],
        [
            95,
            101,
            89,
            95,
            101,
            89
        ],
        [
            50,
            46,
            55,
            50,
            46,
            55
        ],
        [
            22247,
            10991,
            11256,
            22247,
            10991,
            11256
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356612,
            157787,
            -288171,
            360247,
            351848,
            -336095
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22549,
    "evaluation_days": 1879.08,
    "actual_first_datapoint_time": 1595512800000,
    "first_datapoint_time": 1596794400000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1759638373220,
    "expiration_time": 1763746300800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 178
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "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)