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Trade: MKR/USDT/30/VWMA/WMA/5844

Strategy
MKR/USDT/30/VWMA/WMA/5844
Pair
MKR_USDT
Interval
30m
Score
339814
Daily Profit
0.175999
Profit Factor
1.221869
Profitability
66.842105
Streak
24.751095
Best Strategy
Training Data Length
511.310000
Evaluation Time
2025-10-02 01:01
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 89990.1686 41279.3741 48710.7945 52839.4371 14996.2376 37843.1995
Total P&L (%) 89.9902 41.2794 48.7108 52.8394 14.9962 37.8432
Avg Daily Profit (%) 0.176 0.0807 0.0953 0.083 0.0273 0.0628
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82106 -72442 -44985 -112812 -89977 -51111
Profit Factor 1.2219 1.2081 1.2351 1.1073 1.0605 1.1548
Total Trades 190 95 95 190 95 95
Winning Trades 127 61 66 127 61 66
Losing Trades 63 34 29 63 34 29
Profitability (%) 66.8421 64.2105 69.4737 66.8421 64.2105 69.4737
Ratio Avg Win / Avg Loss 0.6061 0.6734 0.5427 0.5493 0.5911 0.5074
Largest Winning Trade 23257 23257 10614 16943 16943 14501
Largest Losing Trade -35684 -24085 -35684 -37742 -37742 -36177
Avg Bars in Trades 126 132 121 126 132 121
Avg Bars in Winners 79 78 80 79 78 80
Avg Bars in Losers 222 229 214 222 229 214
Bars Traded 24095 12596 11499 24095 12596 11499
Profit Streak 24.7511 24.7511 25.0011 24.7511 24.7511 25.0011
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339814 -87168 -66284 -183330 -320097 -160482
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": 1714134600000,
    "last_datapoint_time": 1757903400000,
    "evaluation_time": 1759356094642,
    "expiration_time": 1764264945600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "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": [
        [
            89990.1686374347,
            41279.3740980472,
            48710.7945393873,
            52839.4370596965,
            14996.2375858228,
            37843.1994738736
        ],
        [
            89.990169,
            41.279374,
            48.710795,
            52.839437,
            14.996238,
            37.843199
        ],
        [
            0.175999,
            0.080733,
            0.095267,
            0.083001,
            0.027331,
            0.062789
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82106,
            -72442,
            -44985,
            -112812,
            -89977,
            -51111
        ],
        [
            1.221869,
            1.208091,
            1.235059,
            1.107329,
            1.060504,
            1.154805
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            127,
            61,
            66,
            127,
            61,
            66
        ],
        [
            63,
            34,
            29,
            63,
            34,
            29
        ],
        [
            66.842105,
            64.210526,
            69.473684,
            66.842105,
            64.210526,
            69.473684
        ],
        [
            0.606124,
            0.673362,
            0.542677,
            0.549305,
            0.591101,
            0.507414
        ],
        [
            23257,
            23257,
            10614,
            16943,
            16943,
            14501
        ],
        [
            -35684,
            -24085,
            -35684,
            -37742,
            -37742,
            -36177
        ],
        [
            126,
            132,
            121,
            126,
            132,
            121
        ],
        [
            79,
            78,
            80,
            79,
            78,
            80
        ],
        [
            222,
            229,
            214,
            222,
            229,
            214
        ],
        [
            24095,
            12596,
            11499,
            24095,
            12596,
            11499
        ],
        [
            24.751095,
            24.751095,
            25.001095,
            24.751095,
            24.751095,
            25.001095
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339814,
            -87168,
            -66284,
            -183330,
            -320097,
            -160482
        ]
    ]
}
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": 1714134600000,
    "last_datapoint_time": 1757903400000,
    "evaluation_time": 1759356094642,
    "expiration_time": 1764264945600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "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)