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Trade: MKR/USDT/720/EMA/HILO/1803

Strategy
MKR/USDT/720/EMA/HILO/1803
Pair
MKR_USDT
Interval
12h
Score
397988
Daily Profit
0.304737
Profit Factor
4.391889
Profitability
41.935484
Streak
199.682831
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-09-25 19:23
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 625959.5047 572905.4085 53054.0963 820251.405 537431.3021 282820.1029
Total P&L (%) 625.9595 572.9054 53.0541 820.2514 537.4313 282.8201
Avg Daily Profit (%) 0.333 0.3047 0.0282 0.1181 0.0986 0.0714
Buy And Hold Return (%) 215.2178 215.2178 215.2178 215.2178 215.2178 215.2178
Max Trade Drawdown -67622 -83755 -55578 -459764 -566294 -357012
Profit Factor 3.1955 4.3919 1.4565 1.4293 1.4423 1.4067
Total Trades 62 31 31 62 31 31
Winning Trades 32 13 19 32 13 19
Losing Trades 30 18 12 30 18 12
Profitability (%) 51.6129 41.9355 61.2903 51.6129 41.9355 61.2903
Ratio Avg Win / Avg Loss 2.9958 6.0811 0.9199 1.34 1.997 0.8884
Largest Winning Trade 484649 484649 44607 515335 515335 181579
Largest Losing Trade -29382 -29382 -18338 -333907 -333907 -127808
Avg Bars in Trades 56 52 61 56 52 61
Avg Bars in Winners 80 93 70 80 93 70
Avg Bars in Losers 32 22 47 32 22 47
Bars Traded 3527 1616 1911 3527 1616 1911
Profit Streak 157.6828 199.6828 0 157.6828 199.6828 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145625 397988 -320159 -194116 -64282 -165129

Evaluation Data

{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1603022400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758817396648,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            625959.504728012,
            572905.4084662412,
            53054.0962617709,
            820251.4049824151,
            537431.3021133357,
            282820.1028690796
        ],
        [
            625.959505,
            572.905408,
            53.054096,
            820.251405,
            537.431302,
            282.820103
        ],
        [
            0.332957,
            0.304737,
            0.02822,
            0.118127,
            0.098574,
            0.071429
        ],
        [
            215.217769,
            215.217769,
            215.217769,
            215.217769,
            215.217769,
            215.217769
        ],
        [
            -67622,
            -83755,
            -55578,
            -459764,
            -566294,
            -357012
        ],
        [
            3.19548,
            4.391889,
            1.456543,
            1.429313,
            1.442268,
            1.406676
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            32,
            13,
            19,
            32,
            13,
            19
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            51.612903,
            41.935484,
            61.290323,
            51.612903,
            41.935484,
            61.290323
        ],
        [
            2.995763,
            6.081077,
            0.919922,
            1.339981,
            1.996987,
            0.888427
        ],
        [
            484649,
            484649,
            44607,
            515335,
            515335,
            181579
        ],
        [
            -29382,
            -29382,
            -18338,
            -333907,
            -333907,
            -127808
        ],
        [
            56,
            52,
            61,
            56,
            52,
            61
        ],
        [
            80,
            93,
            70,
            80,
            93,
            70
        ],
        [
            32,
            22,
            47,
            32,
            22,
            47
        ],
        [
            3527,
            1616,
            1911,
            3527,
            1616,
            1911
        ],
        [
            157.682831,
            199.682831,
            0,
            157.682832,
            199.682832,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145625,
            397988,
            -320159,
            -194116,
            -64282,
            -165129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1603022400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758817396648,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)