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Trade: MKR/USDT/30/VWAP/BBL/3248

Strategy
MKR/USDT/30/VWAP/BBL/3248
Pair
MKR_USDT
Interval
30m
Score
347559
Daily Profit
0.176231
Profit Factor
1.269870
Profitability
66.492147
Streak
27.063540
Best Strategy
Training Data Length
511.310000
Evaluation Time
2025-10-04 04:31
Expiration Time
2025-11-27 19:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90108.4615 38576.1947 51532.2668 50685.2027 45619.1148 5066.0879
Total P&L (%) 90.1085 38.5762 51.5323 50.6852 45.6191 5.0661
Avg Daily Profit (%) 0.1762 0.0754 0.1008 0.0802 0.0735 0.0097
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62594 -13093 -70683 -117076 -15524 -136062
Profit Factor 1.2699 1.7041 1.1846 1.1098 1.6713 1.0129
Total Trades 191 96 95 191 96 95
Winning Trades 127 62 65 127 62 65
Losing Trades 64 34 30 64 34 30
Profitability (%) 66.4921 64.5833 68.4211 66.4921 64.5833 68.4211
Ratio Avg Win / Avg Loss 0.6399 0.9345 0.5468 0.5593 0.9165 0.4675
Largest Winning Trade 14360 10640 14360 19013 13947 19013
Largest Losing Trade -44176 -6302 -44176 -80325 -9321 -80325
Avg Bars in Trades 123 10 236 123 10 236
Avg Bars in Winners 78 7 145 78 7 145
Avg Bars in Losers 212 16 433 212 16 433
Bars Traded 23494 1037 22457 23494 1037 22457
Profit Streak 27.0635 63.626 27.0635 27.0635 63.626 27.0635
Trades During Streak 3 12 1 3 12 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347559 -90868 -76449 -184561 -92861 -551429
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 24543,
    "evaluation_days": 511.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713967200000,
    "last_datapoint_time": 1757903400000,
    "evaluation_time": 1759541489843,
    "expiration_time": 1764264945600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 155,
            "offset": 0,
            "std": 1.73841
        }
    }
}
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": [
        [
            90108.4614792322,
            38576.1947241695,
            51532.2667550629,
            50685.2026643691,
            45619.1147678588,
            5066.0878965103
        ],
        [
            90.108461,
            38.576195,
            51.532267,
            50.685203,
            45.619115,
            5.066088
        ],
        [
            0.176231,
            0.075446,
            0.100785,
            0.080223,
            0.073529,
            0.009666
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62594,
            -13093,
            -70683,
            -117076,
            -15524,
            -136062
        ],
        [
            1.26987,
            1.7041,
            1.184632,
            1.109781,
            1.671299,
            1.012867
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            127,
            62,
            65,
            127,
            62,
            65
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            66.492147,
            64.583333,
            68.421053,
            66.492147,
            64.583333,
            68.421053
        ],
        [
            0.639934,
            0.934507,
            0.546753,
            0.55926,
            0.916519,
            0.467477
        ],
        [
            14360,
            10640,
            14360,
            19013,
            13947,
            19013
        ],
        [
            -44176,
            -6302,
            -44176,
            -80325,
            -9321,
            -80325
        ],
        [
            123,
            10,
            236,
            123,
            10,
            236
        ],
        [
            78,
            7,
            145,
            78,
            7,
            145
        ],
        [
            212,
            16,
            433,
            212,
            16,
            433
        ],
        [
            23494,
            1037,
            22457,
            23494,
            1037,
            22457
        ],
        [
            27.06354,
            63.62604,
            27.06354,
            27.06354,
            63.62604,
            27.06354
        ],
        [
            3,
            12,
            1,
            3,
            12,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347559,
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            -184561,
            -92861,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 24543,
    "evaluation_days": 511.31,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1713967200000,
    "last_datapoint_time": 1757903400000,
    "evaluation_time": 1759541489843,
    "expiration_time": 1764264945600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 155,
            "offset": 0,
            "std": 1.73841
        }
    }
}

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)