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Trade: MKR/USDT/480/VWAP/RMA/4327

Strategy
MKR/USDT/480/VWAP/RMA/4327
Pair
MKR_USDT
Interval
8h
Score
489555
Daily Profit
0.232220
Profit Factor
1.854009
Profitability
50.000000
Streak
39.257311
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 -247266.6654 127908.5986 -375175.264 7731020.3957 1098099.0117 6632921.3841
Total P&L (%) -247.2667 127.9086 -375.1753 7731.0204 1098.099 6632.9214
Avg Daily Profit (%) -0.1315 0.068 -0.1996 0.2322 0.1322 0.2242
Buy And Hold Return (%) 246.9735 246.9735 246.9735 246.9735 246.9735 246.9735
Max Trade Drawdown -386585 -83433 -458362 -3060925 -1963287 -2926682
Profit Factor 0.6739 1.9885 0.4034 1.854 1.2444 2.4549
Total Trades 86 43 43 86 43 43
Winning Trades 73 34 39 43 23 20
Losing Trades 13 9 4 43 20 23
Profitability (%) 84.8837 79.0698 90.6977 50 53.4884 46.5116
Ratio Avg Win / Avg Loss 0.12 0.5264 0.0414 1.854 1.0821 2.8231
Largest Winning Trade 42913 42913 17796 7290970 1198696 7290970
Largest Losing Trade -350235 -50889 -350235 -1669617 -1669617 -1628047
Avg Bars in Trades 62 67 58 62 67 58
Avg Bars in Winners 19 24 15 71 80 61
Avg Bars in Losers 302 229 468 53 51 55
Bars Traded 5396 2898 2498 5396 2898 2498
Profit Streak 39.2573 181.5906 39.2573 39.2573 181.5906 39.2573
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574369 -261665 -574810 489555 -16345 453767

Evaluation Data

{
    "trading_pair": "MKR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595491200000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758895831635,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 228,
            "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": [
        [
            -247266.6654230937,
            127908.5985692003,
            -375175.2639922941,
            7731020.395749539,
            1098099.0116947775,
            6632921.384054761
        ],
        [
            -247.266665,
            127.908599,
            -375.175264,
            7731.020396,
            1098.099012,
            6632.921384
        ],
        [
            -0.131525,
            0.068036,
            -0.199561,
            0.23222,
            0.132179,
            0.224165
        ],
        [
            246.973523,
            246.973523,
            246.973523,
            246.973523,
            246.973523,
            246.973523
        ],
        [
            -386585,
            -83433,
            -458362,
            -3060925,
            -1963287,
            -2926682
        ],
        [
            0.673888,
            1.988488,
            0.403375,
            1.854009,
            1.244373,
            2.454882
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            73,
            34,
            39,
            43,
            23,
            20
        ],
        [
            13,
            9,
            4,
            43,
            20,
            23
        ],
        [
            84.883721,
            79.069767,
            90.697674,
            50,
            53.488372,
            46.511628
        ],
        [
            0.120008,
            0.526365,
            0.041372,
            1.854009,
            1.082063,
            2.823114
        ],
        [
            42913,
            42913,
            17796,
            7290970,
            1198696,
            7290970
        ],
        [
            -350235,
            -50889,
            -350235,
            -1669617,
            -1669617,
            -1628047
        ],
        [
            62,
            67,
            58,
            62,
            67,
            58
        ],
        [
            19,
            24,
            15,
            71,
            80,
            61
        ],
        [
            302,
            229,
            468,
            53,
            51,
            55
        ],
        [
            5396,
            2898,
            2498,
            5396,
            2898,
            2498
        ],
        [
            39.25731,
            181.590644,
            39.25731,
            39.257311,
            181.590644,
            39.257311
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574369,
            -261665,
            -574810,
            489555,
            -16345,
            453767
        ]
    ]
}
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": 1602028800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758895831635,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 228,
            "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)