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Trade: MKR/USDT/15/WMA/RMA/2832

Strategy
MKR/USDT/15/WMA/RMA/2832
Pair
MKR_USDT
Interval
15m
Score
312407
Daily Profit
0.233434
Profit Factor
1.706269
Profitability
78.378378
Streak
39.976042
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-10-06 12:10
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 71754.8451 58570.9791 13183.866 50973.5899 38675.9094 12297.6804
Total P&L (%) 71.7548 58.571 13.1839 50.9736 38.6759 12.2977
Avg Daily Profit (%) 0.286 0.2334 0.0525 0.1643 0.1304 0.0462
Buy And Hold Return (%) 22.3819 22.3819 22.3819 22.3819 22.3819 22.3819
Max Trade Drawdown -64924 -26281 -40920 -57091 -47094 -32866
Profit Factor 1.4166 1.7063 1.1476 1.2626 1.3845 1.1315
Total Trades 74 37 37 74 37 37
Winning Trades 56 29 27 56 29 27
Losing Trades 18 8 10 18 8 10
Profitability (%) 75.6757 78.3784 72.973 75.6757 78.3784 72.973
Ratio Avg Win / Avg Loss 0.4553 0.4707 0.425 0.4058 0.3819 0.4191
Largest Winning Trade 22156 22156 8274 18889 18889 8284
Largest Losing Trade -40920 -21688 -40920 -37420 -37420 -32866
Avg Bars in Trades 309 303 315 309 303 315
Avg Bars in Winners 171 161 182 171 161 182
Avg Bars in Losers 737 818 672 737 818 672
Bars Traded 22886 11227 11659 22886 11227 11659
Profit Streak 29.101 39.976 29.101 29.101 39.976 29.101
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60502 312407 -345784 -64594 -24943 -371890
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": 1736379900000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759741830074,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "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": [
        [
            71754.845068843,
            58570.979053343,
            13183.8660155,
            50973.5898689928,
            38675.9094328979,
            12297.6804360948
        ],
        [
            71.754845,
            58.570979,
            13.183866,
            50.97359,
            38.675909,
            12.29768
        ],
        [
            0.285978,
            0.233434,
            0.052544,
            0.164311,
            0.130398,
            0.046236
        ],
        [
            22.381916,
            22.381916,
            22.381916,
            22.381916,
            22.381916,
            22.381916
        ],
        [
            -64924,
            -26281,
            -40920,
            -57091,
            -47094,
            -32866
        ],
        [
            1.416584,
            1.706269,
            1.14761,
            1.26263,
            1.384502,
            1.131523
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            18,
            8,
            10,
            18,
            8,
            10
        ],
        [
            75.675676,
            78.378378,
            72.972973,
            75.675676,
            78.378378,
            72.972973
        ],
        [
            0.455331,
            0.470695,
            0.425041,
            0.405845,
            0.381932,
            0.419083
        ],
        [
            22156,
            22156,
            8274,
            18889,
            18889,
            8284
        ],
        [
            -40920,
            -21688,
            -40920,
            -37420,
            -37420,
            -32866
        ],
        [
            309,
            303,
            315,
            309,
            303,
            315
        ],
        [
            171,
            161,
            182,
            171,
            161,
            182
        ],
        [
            737,
            818,
            672,
            737,
            818,
            672
        ],
        [
            22886,
            11227,
            11659,
            22886,
            11227,
            11659
        ],
        [
            29.101042,
            39.976042,
            29.101042,
            29.101042,
            39.976043,
            29.101042
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60502,
            312407,
            -345784,
            -64594,
            -24943,
            -371890
        ]
    ]
}
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": 1736379900000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759741830074,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "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)