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Trade: MKR/USDT/360/T3/SSF/8784

Strategy
MKR/USDT/360/T3/SSF/8784
Pair
MKR_USDT
Interval
6h
Score
366680
Daily Profit
0.155126
Profit Factor
1.553322
Profitability
48.529412
Streak
0.000000
Best Strategy
Training Data Length
1879.750000
Evaluation Time
2025-09-26 09:29
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 571123.375 493675.3655 77448.0095 1742532.6349 1274911.226 467621.4089
Total P&L (%) 571.1234 493.6754 77.448 1742.5326 1274.9112 467.6214
Avg Daily Profit (%) 0.3038 0.2626 0.0412 0.1551 0.1395 0.0924
Buy And Hold Return (%) 175.6257 175.6257 175.6257 175.6257 175.6257 175.6257
Max Trade Drawdown -82160 -75602 -64899 -498891 -416788 -458106
Profit Factor 2.2863 3.1011 1.3705 1.5533 1.7061 1.348
Total Trades 136 68 68 136 68 68
Winning Trades 66 33 33 66 33 33
Losing Trades 70 35 35 70 35 35
Profitability (%) 48.5294 48.5294 48.5294 48.5294 48.5294 48.5294
Ratio Avg Win / Avg Loss 2.4248 3.289 1.4535 1.6475 1.8095 1.4297
Largest Winning Trade 305649 305649 33740 327237 327237 221933
Largest Losing Trade -30939 -28284 -30939 -375948 -375948 -209088
Avg Bars in Trades 52 54 51 52 54 51
Avg Bars in Winners 68 70 66 68 70 66
Avg Bars in Losers 38 39 37 38 39 37
Bars Traded 7204 3701 3503 7204 3701 3503
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366442 -99227 -413165 366680 -113147 -182655

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": 1597881600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758868151271,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 3,
            "offset": 108,
            "a": 0.69978
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            571123.3750342269,
            493675.365500512,
            77448.0095337151,
            1742532.6349236902,
            1274911.2259969309,
            467621.4089267595
        ],
        [
            571.123375,
            493.675366,
            77.44801,
            1742.532635,
            1274.911226,
            467.621409
        ],
        [
            0.303829,
            0.262628,
            0.041201,
            0.155126,
            0.139529,
            0.092411
        ],
        [
            175.625731,
            175.625731,
            175.625731,
            175.625731,
            175.625731,
            175.625731
        ],
        [
            -82160,
            -75602,
            -64899,
            -498891,
            -416788,
            -458106
        ],
        [
            2.286251,
            3.101103,
            1.370456,
            1.553322,
            1.706118,
            1.34801
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            48.529412,
            48.529412,
            48.529412,
            48.529412,
            48.529412,
            48.529412
        ],
        [
            2.424812,
            3.289049,
            1.453514,
            1.647463,
            1.809519,
            1.429708
        ],
        [
            305649,
            305649,
            33740,
            327237,
            327237,
            221933
        ],
        [
            -30939,
            -28284,
            -30939,
            -375948,
            -375948,
            -209088
        ],
        [
            52,
            54,
            51,
            52,
            54,
            51
        ],
        [
            68,
            70,
            66,
            68,
            70,
            66
        ],
        [
            38,
            39,
            37,
            38,
            39,
            37
        ],
        [
            7204,
            3701,
            3503,
            7204,
            3701,
            3503
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366442,
            -99227,
            -413165,
            366680,
            -113147,
            -182655
        ]
    ]
}
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": 1597881600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758868151271,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 3,
            "offset": 108,
            "a": 0.69978
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "offset": 0,
            "poles": 2
        }
    }
}

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)