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Trade: MKR/USDT/15/SSF/T3/2702

Strategy
MKR/USDT/15/SSF/T3/2702
Pair
MKR_USDT
Interval
15m
Score
345477
Daily Profit
0.298999
Profit Factor
1.940980
Profitability
72.500000
Streak
31.875396
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-09-28 09:00
Expiration Time
2025-11-26 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 109280.5204 75021.8985 34258.6218 122117.1503 82371.3044 39745.846
Total P&L (%) 109.2805 75.0219 34.2586 122.1172 82.3713 39.7458
Avg Daily Profit (%) 0.4355 0.299 0.1365 0.3186 0.2398 0.1335
Buy And Hold Return (%) 22.0525 22.0525 22.0525 22.0525 22.0525 22.0525
Max Trade Drawdown -58359 -32559 -39208 -92835 -69954 -31074
Profit Factor 1.6383 1.941 1.3745 1.4434 1.6051 1.2854
Total Trades 79 40 39 79 40 39
Winning Trades 56 29 27 56 29 27
Losing Trades 23 11 12 23 11 12
Profitability (%) 70.8861 72.5 69.2308 70.8861 72.5 69.2308
Ratio Avg Win / Avg Loss 0.6729 0.7362 0.6109 0.5928 0.6088 0.5713
Largest Winning Trade 24676 24676 12990 19394 18906 19394
Largest Losing Trade -39208 -21812 -39208 -64257 -64257 -31074
Avg Bars in Trades 297 295 299 297 295 299
Avg Bars in Winners 188 177 200 188 177 200
Avg Bars in Losers 563 608 522 563 608 522
Bars Traded 23510 11827 11684 23510 11827 11684
Profit Streak 21.0004 31.8754 21.0004 21.0004 31.8754 21.0004
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19664 345477 -20110 -21297 314580 -23090
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 24087,
    "evaluation_days": 250.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736391600000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759039234253,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 185,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 184,
            "offset": 0,
            "a": 0.08555
        }
    }
}
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": [
        [
            109280.5203502643,
            75021.8985048925,
            34258.6218453718,
            122117.1503409247,
            82371.304370341,
            39745.8459705837
        ],
        [
            109.28052,
            75.021899,
            34.258622,
            122.11715,
            82.371304,
            39.745846
        ],
        [
            0.435537,
            0.298999,
            0.136537,
            0.318563,
            0.239765,
            0.133466
        ],
        [
            22.05249,
            22.05249,
            22.05249,
            22.05249,
            22.05249,
            22.05249
        ],
        [
            -58359,
            -32559,
            -39208,
            -92835,
            -69954,
            -31074
        ],
        [
            1.638268,
            1.94098,
            1.374466,
            1.443391,
            1.605081,
            1.285359
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            70.886076,
            72.5,
            69.230769,
            70.886076,
            72.5,
            69.230769
        ],
        [
            0.67286,
            0.736234,
            0.610874,
            0.592821,
            0.608824,
            0.571271
        ],
        [
            24676,
            24676,
            12990,
            19394,
            18906,
            19394
        ],
        [
            -39208,
            -21812,
            -39208,
            -64257,
            -64257,
            -31074
        ],
        [
            297,
            295,
            299,
            297,
            295,
            299
        ],
        [
            188,
            177,
            200,
            188,
            177,
            200
        ],
        [
            563,
            608,
            522,
            563,
            608,
            522
        ],
        [
            23510,
            11827,
            11684,
            23510,
            11827,
            11684
        ],
        [
            21.000396,
            31.875396,
            21.000396,
            21.000396,
            31.875396,
            21.000396
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19664,
            345477,
            -20110,
            -21297,
            314580,
            -23090
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 24087,
    "evaluation_days": 250.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736391600000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759039234253,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 185,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 184,
            "offset": 0,
            "a": 0.08555
        }
    }
}

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)