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Trade: MKR/USDT/360/LINREG/JMA/1923

Strategy
MKR/USDT/360/LINREG/JMA/1923
Pair
MKR_USDT
Interval
6h
Score
307042
Daily Profit
0.232470
Profit Factor
2.716703
Profitability
53.061224
Streak
98.745391
Best Strategy
Training Data Length
1879.750000
Evaluation Time
2025-09-29 14:53
Expiration Time
2025-11-10 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 460200.7506 436984.9619 23215.7887 58669.8341 299776.1823 -241106.3483
Total P&L (%) 460.2008 436.985 23.2158 58.6698 299.7762 -241.1063
Avg Daily Profit (%) 0.2448 0.2325 0.0124 0.0246 0.0737 0
Buy And Hold Return (%) 199.3151 199.3151 199.3151 199.3151 199.3151 199.3151
Max Trade Drawdown -95140 -59658 -101762 -258453 -53070 -307263
Profit Factor 1.7808 2.7167 1.0693 1.0895 2.5101 0.4725
Total Trades 98 49 49 98 49 49
Winning Trades 51 26 25 51 26 25
Losing Trades 47 23 24 47 23 24
Profitability (%) 52.0408 53.0612 51.0204 52.0408 53.0612 51.0204
Ratio Avg Win / Avg Loss 1.6412 2.4032 1.0266 1.004 2.2204 0.4536
Largest Winning Trade 158457 158457 40206 172776 172776 24070
Largest Losing Trade -91388 -38303 -91388 -257543 -53070 -257543
Avg Bars in Trades 73 81 65 73 81 65
Avg Bars in Winners 92 97 88 92 97 88
Avg Bars in Losers 53 64 42 53 64 42
Bars Traded 7229 4006 3222 7229 4006 3222
Profit Streak 76.2454 98.7454 76.2454 76.2454 98.7454 76.2454
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 289518 307042 -485585 -446428 -98836 -579991
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 1879.75,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759146801822,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 67,
            "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": [
        [
            460200.7506200327,
            436984.9618710652,
            23215.7887489676,
            58669.8340841804,
            299776.1823470247,
            -241106.3482628442
        ],
        [
            460.200751,
            436.984962,
            23.215789,
            58.669834,
            299.776182,
            -241.106348
        ],
        [
            0.24482,
            0.23247,
            0.01235,
            0.024562,
            0.073746,
            0
        ],
        [
            199.315125,
            199.315125,
            199.315125,
            199.315125,
            199.315125,
            199.315125
        ],
        [
            -95140,
            -59658,
            -101762,
            -258453,
            -53070,
            -307263
        ],
        [
            1.780844,
            2.716703,
            1.069339,
            1.089494,
            2.510058,
            0.472475
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            52.040816,
            53.061224,
            51.020408,
            52.040816,
            53.061224,
            51.020408
        ],
        [
            1.64117,
            2.403237,
            1.026566,
            1.004044,
            2.220436,
            0.453576
        ],
        [
            158457,
            158457,
            40206,
            172776,
            172776,
            24070
        ],
        [
            -91388,
            -38303,
            -91388,
            -257543,
            -53070,
            -257543
        ],
        [
            73,
            81,
            65,
            73,
            81,
            65
        ],
        [
            92,
            97,
            88,
            92,
            97,
            88
        ],
        [
            53,
            64,
            42,
            53,
            64,
            42
        ],
        [
            7229,
            4006,
            3222,
            7229,
            4006,
            3222
        ],
        [
            76.245391,
            98.745391,
            76.245391,
            76.245391,
            98.745391,
            76.245391
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            289518,
            307042,
            -485585,
            -446428,
            -98836,
            -579991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 1879.75,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759146801822,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 67,
            "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)