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Trade: MKR/USDT/720/EMA/HILO/8490

Strategy
MKR/USDT/720/EMA/HILO/8490
Pair
MKR_USDT
Interval
12h
Score
332008
Daily Profit
0.329377
Profit Factor
3.972850
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-09-26 06:03
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 683373.1774 619228.3259 64144.8515 1149504.6131 603343.6865 546160.9265
Total P&L (%) 683.3732 619.2283 64.1449 1149.5046 603.3437 546.1609
Avg Daily Profit (%) 0.3635 0.3294 0.0341 0.1344 0.1038 0.0993
Buy And Hold Return (%) 240.9467 240.9467 240.9467 240.9467 240.9467 240.9467
Max Trade Drawdown -79800 -95114 -44995 -924707 -863342 -357069
Profit Factor 2.9821 3.9729 1.47 1.3835 1.2995 1.5557
Total Trades 77 39 38 77 39 38
Winning Trades 36 16 20 36 16 20
Losing Trades 41 23 18 41 23 18
Profitability (%) 46.7532 41.0256 52.6316 46.7532 41.0256 52.6316
Ratio Avg Win / Avg Loss 3.3962 5.711 1.323 1.5756 1.868 1.4001
Largest Winning Trade 519186 519186 40933 684891 684891 298628
Largest Losing Trade -29382 -29382 -18338 -415304 -415304 -154962
Avg Bars in Trades 46 41 50 46 41 50
Avg Bars in Winners 55 69 43 55 69 43
Avg Bars in Losers 38 22 58 38 22 58
Bars Traded 3555 1632 1923 3555 1632 1923
Profit Streak 0 0 176.6278 0 0 176.6278
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -35666 332008 -310258 -60540 -59801 -61746

Evaluation Data

{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1601596800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758855839253,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 142,
            "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": [
        [
            683373.1774249057,
            619228.3259485846,
            64144.8514763212,
            1149504.6130671895,
            603343.6865475683,
            546160.9265196214
        ],
        [
            683.373177,
            619.228326,
            64.144851,
            1149.504613,
            603.343687,
            546.160927
        ],
        [
            0.363496,
            0.329377,
            0.03412,
            0.134416,
            0.103813,
            0.099298
        ],
        [
            240.946688,
            240.946688,
            240.946688,
            240.946688,
            240.946688,
            240.946688
        ],
        [
            -79800,
            -95114,
            -44995,
            -924707,
            -863342,
            -357069
        ],
        [
            2.982057,
            3.97285,
            1.469976,
            1.383495,
            1.299484,
            1.5557
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            46.753247,
            41.025641,
            52.631579,
            46.753247,
            41.025641,
            52.631579
        ],
        [
            3.396232,
            5.710972,
            1.322979,
            1.575647,
            1.868008,
            1.40013
        ],
        [
            519186,
            519186,
            40933,
            684891,
            684891,
            298628
        ],
        [
            -29382,
            -29382,
            -18338,
            -415304,
            -415304,
            -154962
        ],
        [
            46,
            41,
            50,
            46,
            41,
            50
        ],
        [
            55,
            69,
            43,
            55,
            69,
            43
        ],
        [
            38,
            22,
            58,
            38,
            22,
            58
        ],
        [
            3555,
            1632,
            1923,
            3555,
            1632,
            1923
        ],
        [
            0,
            0,
            176.627769,
            0,
            0,
            176.627769
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35666,
            332008,
            -310258,
            -60540,
            -59801,
            -61746
        ]
    ]
}
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": 1601596800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758855839253,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 142,
            "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)