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Trade: MKR/USDT/480/BBU/VWAP/6974

Strategy
MKR/USDT/480/BBU/VWAP/6974
Pair
MKR_USDT
Interval
8h
Score
342525
Daily Profit
0.149053
Profit Factor
1.735154
Profitability
61.702128
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-09-26 17:10
Expiration Time
2025-11-10 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -362524.619 78158.7773 -440683.3963 907991.6736 -636652.0127 1544643.6863
Total P&L (%) -362.5246 78.1588 -440.6834 907.9917 -636.652 1544.6437
Avg Daily Profit (%) -0.1928 0.0416 -0.2344 0.123 0 0.1491
Buy And Hold Return (%) 253.796 253.796 253.796 253.796 253.796 253.796
Max Trade Drawdown -382297 -68086 -459779 -1407475 -855988 -884778
Profit Factor 0.5951 1.4857 0.3999 1.2399 0.6218 1.7352
Total Trades 95 48 47 95 48 47
Winning Trades 45 26 19 47 18 29
Losing Trades 50 22 28 48 30 18
Profitability (%) 47.3684 54.1667 40.4255 49.4737 37.5 61.7021
Ratio Avg Win / Avg Loss 0.6612 1.2571 0.5894 1.2663 1.0363 1.077
Largest Winning Trade 47048 47048 46905 2078460 283957 2078460
Largest Losing Trade -315522 -36681 -315522 -772388 -409468 -772388
Avg Bars in Trades 52 18 87 52 18 87
Avg Bars in Winners 42 15 79 46 17 65
Avg Bars in Losers 61 21 92 57 19 122
Bars Traded 4990 892 4098 4990 892 4098
Profit Streak 159.5907 161.5907 0 159.5907 161.5907 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -580970 -300448 -584420 -30675 -583027 342525

Evaluation Data

{
    "trading_pair": "MKR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595491200000,
    "first_datapoint_time": 1600070400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758895839246,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 207,
            "offset": 0,
            "std": 2.94855
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 159
        }
    }
}
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": [
        [
            -362524.619007631,
            78158.7773230218,
            -440683.3963306526,
            907991.6735811414,
            -636652.0126852631,
            1544643.6862664043
        ],
        [
            -362.524619,
            78.158777,
            -440.683396,
            907.991674,
            -636.652013,
            1544.643686
        ],
        [
            -0.192832,
            0.041574,
            -0.234406,
            0.122977,
            0,
            0.149053
        ],
        [
            253.796036,
            253.796036,
            253.796036,
            253.796036,
            253.796036,
            253.796036
        ],
        [
            -382297,
            -68086,
            -459779,
            -1407475,
            -855988,
            -884778
        ],
        [
            0.59508,
            1.485702,
            0.399925,
            1.239932,
            0.621773,
            1.735154
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            45,
            26,
            19,
            47,
            18,
            29
        ],
        [
            50,
            22,
            28,
            48,
            30,
            18
        ],
        [
            47.368421,
            54.166667,
            40.425532,
            49.473684,
            37.5,
            61.702128
        ],
        [
            0.6612,
            1.257133,
            0.589363,
            1.266314,
            1.036289,
            1.076992
        ],
        [
            47048,
            47048,
            46905,
            2078460,
            283957,
            2078460
        ],
        [
            -315522,
            -36681,
            -315522,
            -772388,
            -409468,
            -772388
        ],
        [
            52,
            18,
            87,
            52,
            18,
            87
        ],
        [
            42,
            15,
            79,
            46,
            17,
            65
        ],
        [
            61,
            21,
            92,
            57,
            19,
            122
        ],
        [
            4990,
            892,
            4098,
            4990,
            892,
            4098
        ],
        [
            159.590732,
            161.590732,
            0,
            159.590732,
            161.590732,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -580970,
            -300448,
            -584420,
            -30675,
            -583027,
            342525
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595491200000,
    "first_datapoint_time": 1600070400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758895839246,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 207,
            "offset": 0,
            "std": 2.94855
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 159
        }
    }
}

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)