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Trade: MKR/USDT/15/ZLMA/RMA/8324

Strategy
MKR/USDT/15/ZLMA/RMA/8324
Pair
MKR_USDT
Interval
15m
Score
374710
Daily Profit
0.351839
Profit Factor
1.509190
Profitability
73.404255
Streak
19.402767
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-09-26 12:39
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 88279.9007 64789.6906 23490.2101 78008.9067 50385.3561 27623.5506
Total P&L (%) 88.2799 64.7897 23.4902 78.0089 50.3854 27.6236
Avg Daily Profit (%) 0.3518 0.2582 0.0936 0.2301 0.1628 0.0973
Buy And Hold Return (%) 19.7952 19.7952 19.7952 19.7952 19.7952 19.7952
Max Trade Drawdown -67851 -28045 -47266 -67851 -59163 -37861
Profit Factor 1.5092 1.8163 1.2499 1.3665 1.4751 1.2586
Total Trades 94 47 47 94 47 47
Winning Trades 69 37 32 69 37 32
Losing Trades 25 10 15 25 10 15
Profitability (%) 73.4043 78.7234 68.0851 73.4043 78.7234 68.0851
Ratio Avg Win / Avg Loss 0.5468 0.4909 0.5859 0.4951 0.3987 0.59
Largest Winning Trade 18694 18694 10163 25712 25712 11724
Largest Losing Trade -45938 -20945 -45938 -42839 -42839 -37229
Avg Bars in Trades 243 238 248 243 238 248
Avg Bars in Winners 137 137 137 137 137 137
Avg Bars in Losers 535 611 485 535 611 485
Bars Traded 22879 11199 11680 22879 11199 11680
Profit Streak 19.4028 30.4028 19.4028 19.4028 30.4028 19.4028
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374710 352732 -176016 289253 257568 -106149

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": 1736437500000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1758879599050,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 235,
            "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": [
        [
            88279.9006917854,
            64789.6905847141,
            23490.2101070714,
            78008.9066917289,
            50385.3560977625,
            27623.5505939664
        ],
        [
            88.279901,
            64.789691,
            23.49021,
            78.008907,
            50.385356,
            27.623551
        ],
        [
            0.351839,
            0.258219,
            0.09362,
            0.230093,
            0.162753,
            0.097259
        ],
        [
            19.795244,
            19.795244,
            19.795244,
            19.795244,
            19.795244,
            19.795244
        ],
        [
            -67851,
            -28045,
            -47266,
            -67851,
            -59163,
            -37861
        ],
        [
            1.50919,
            1.816279,
            1.249893,
            1.366494,
            1.4751,
            1.258649
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            73.404255,
            78.723404,
            68.085106,
            73.404255,
            78.723404,
            68.085106
        ],
        [
            0.546808,
            0.490886,
            0.585887,
            0.495107,
            0.398676,
            0.589992
        ],
        [
            18694,
            18694,
            10163,
            25712,
            25712,
            11724
        ],
        [
            -45938,
            -20945,
            -45938,
            -42839,
            -42839,
            -37229
        ],
        [
            243,
            238,
            248,
            243,
            238,
            248
        ],
        [
            137,
            137,
            137,
            137,
            137,
            137
        ],
        [
            535,
            611,
            485,
            535,
            611,
            485
        ],
        [
            22879,
            11199,
            11680,
            22879,
            11199,
            11680
        ],
        [
            19.402767,
            30.402767,
            19.402767,
            19.402767,
            30.402767,
            19.402767
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374710,
            352732,
            -176016,
            289253,
            257568,
            -106149
        ]
    ]
}
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": 1736437500000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1758879599050,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 235,
            "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)