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Trade: MKR/USDT/360/VWMA/BBU/4549

Strategy
MKR/USDT/360/VWMA/BBU/4549
Pair
MKR_USDT
Interval
6h
Score
415773
Daily Profit
0.284271
Profit Factor
4.131290
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1879.750000
Evaluation Time
2025-09-26 14:31
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 645664.1714 534357.6513 111306.5201 2768336.8404 2569245.7122 199091.1282
Total P&L (%) 645.6642 534.3577 111.3065 2768.3368 2569.2457 199.0911
Avg Daily Profit (%) 0.3435 0.2843 0.0592 0.1787 0.1749 0.0583
Buy And Hold Return (%) 190.4895 190.4895 190.4895 190.4895 190.4895 190.4895
Max Trade Drawdown -64159 -58545 -43900 -1297290 -1658564 -1405787
Profit Factor 2.7531 4.1313 1.5632 1.3786 1.7534 1.051
Total Trades 73 36 37 73 36 37
Winning Trades 36 17 19 36 17 19
Losing Trades 37 19 18 37 19 18
Profitability (%) 49.3151 47.2222 51.3514 49.3151 47.2222 51.3514
Ratio Avg Win / Avg Loss 2.8296 4.6173 1.4809 1.4169 1.9596 0.9957
Largest Winning Trade 311849 311849 44729 1091724 1091724 888950
Largest Losing Trade -43794 -23353 -43794 -787477 -508521 -787477
Avg Bars in Trades 100 136 65 100 136 65
Avg Bars in Winners 128 179 83 128 179 83
Avg Bars in Losers 73 98 47 73 98 47
Bars Traded 7344 4919 2425 7344 4919 2425
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 -64791 415773 -277760 -68123 362335 -432672

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": 1598162400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758886291425,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 1.13081
        }
    }
}
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": [
        [
            645664.171427318,
            534357.6512781982,
            111306.5201491196,
            2768336.8403559225,
            2569245.7121588313,
            199091.1281970923
        ],
        [
            645.664171,
            534.357651,
            111.30652,
            2768.33684,
            2569.245712,
            199.091128
        ],
        [
            0.343484,
            0.284271,
            0.059213,
            0.178711,
            0.174877,
            0.0583
        ],
        [
            190.489461,
            190.489461,
            190.489461,
            190.489461,
            190.489461,
            190.489461
        ],
        [
            -64159,
            -58545,
            -43900,
            -1297290,
            -1658564,
            -1405787
        ],
        [
            2.753104,
            4.13129,
            1.563159,
            1.378643,
            1.753356,
            1.051039
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            49.315068,
            47.222222,
            51.351351,
            49.315068,
            47.222222,
            51.351351
        ],
        [
            2.829579,
            4.617324,
            1.480887,
            1.416939,
            1.959633,
            0.995721
        ],
        [
            311849,
            311849,
            44729,
            1091724,
            1091724,
            888950
        ],
        [
            -43794,
            -23353,
            -43794,
            -787477,
            -508521,
            -787477
        ],
        [
            100,
            136,
            65,
            100,
            136,
            65
        ],
        [
            128,
            179,
            83,
            128,
            179,
            83
        ],
        [
            73,
            98,
            47,
            73,
            98,
            47
        ],
        [
            7344,
            4919,
            2425,
            7344,
            4919,
            2425
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64791,
            415773,
            -277760,
            -68123,
            362335,
            -432672
        ]
    ]
}
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": 1598162400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758886291425,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 1.13081
        }
    }
}

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)