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Trade: MKR/USDT/720/HL2/ALMA/6476

Strategy
MKR/USDT/720/HL2/ALMA/6476
Pair
MKR_USDT
Interval
12h
Score
426602
Daily Profit
0.166590
Profit Factor
1.591516
Profitability
60.784314
Streak
18.327233
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-09-25 10:51
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 495888.3912 394868.6446 101019.7466 2185745.0855 1578432.0879 607312.9976
Total P&L (%) 495.8884 394.8686 101.0197 2185.7451 1578.4321 607.313
Avg Daily Profit (%) 0.2638 0.21 0.0537 0.1666 0.1501 0.1041
Buy And Hold Return (%) 250.1487 250.1487 250.1487 250.1487 250.1487 250.1487
Max Trade Drawdown -76469 -40309 -86434 -680628 -541477 -752311
Profit Factor 2.3532 3.4591 1.4906 1.5915 1.8794 1.3196
Total Trades 102 51 51 102 51 51
Winning Trades 62 31 31 62 31 31
Losing Trades 40 20 20 40 20 20
Profitability (%) 60.7843 60.7843 60.7843 60.7843 60.7843 60.7843
Ratio Avg Win / Avg Loss 1.5182 2.2317 0.9617 1.0268 1.2125 0.8514
Largest Winning Trade 152411 152411 35231 491993 461102 491993
Largest Losing Trade -54185 -22636 -54185 -639679 -453488 -639679
Avg Bars in Trades 34 35 33 34 35 33
Avg Bars in Winners 40 42 39 40 42 39
Avg Bars in Losers 24 25 23 24 25 23
Bars Traded 3511 1824 1687 3511 1824 1687
Profit Streak 18.3272 0 129.3272 18.3272 0 129.3272
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 283463 -174033 -464662 426602 -169049 -236378

Evaluation Data

{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758786672968,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 232
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 204,
            "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": [
        [
            495888.3911806056,
            394868.6445610726,
            101019.7466195327,
            2185745.0855138935,
            1578432.0878765276,
            607312.9976373655
        ],
        [
            495.888391,
            394.868645,
            101.019747,
            2185.745086,
            1578.432088,
            607.312998
        ],
        [
            0.26377,
            0.210037,
            0.053734,
            0.16659,
            0.150136,
            0.104113
        ],
        [
            250.148654,
            250.148654,
            250.148654,
            250.148654,
            250.148654,
            250.148654
        ],
        [
            -76469,
            -40309,
            -86434,
            -680628,
            -541477,
            -752311
        ],
        [
            2.353154,
            3.45913,
            1.490634,
            1.591516,
            1.879351,
            1.319611
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            60.784314,
            60.784314,
            60.784314,
            60.784314,
            60.784314,
            60.784314
        ],
        [
            1.518164,
            2.231697,
            0.9617,
            1.026784,
            1.212484,
            0.851362
        ],
        [
            152411,
            152411,
            35231,
            491993,
            461102,
            491993
        ],
        [
            -54185,
            -22636,
            -54185,
            -639679,
            -453488,
            -639679
        ],
        [
            34,
            35,
            33,
            34,
            35,
            33
        ],
        [
            40,
            42,
            39,
            40,
            42,
            39
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            3511,
            1824,
            1687,
            3511,
            1824,
            1687
        ],
        [
            18.327233,
            0,
            129.327233,
            18.327233,
            0,
            129.327233
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            283463,
            -174033,
            -464662,
            426602,
            -169049,
            -236378
        ]
    ]
}
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": 1605528000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758786672968,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 232
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 204,
            "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)