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Trade: MKR/USDT/720/PWMA/JMA/4698

Strategy
MKR/USDT/720/PWMA/JMA/4698
Pair
MKR_USDT
Interval
12h
Score
327210
Daily Profit
0.271072
Profit Factor
3.314129
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-04 13:17
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 525938.7267 509614.6694 16324.0572 242365.1396 737171.857 -494806.7175
Total P&L (%) 525.9387 509.6147 16.3241 242.3651 737.1719 -494.8067
Avg Daily Profit (%) 0.2798 0.2711 0.0087 0.0655 0.1131 0
Buy And Hold Return (%) 228.7833 228.7833 228.7833 228.7833 228.7833 228.7833
Max Trade Drawdown -187752 -86830 -114872 -2840183 -1616640 -1340019
Profit Factor 2.0672 3.3141 1.0599 1.0442 1.2681 0.819
Total Trades 74 37 37 74 37 37
Winning Trades 39 18 21 39 18 21
Losing Trades 35 19 16 35 19 16
Profitability (%) 52.7027 48.6486 56.7568 52.7027 48.6486 56.7568
Ratio Avg Win / Avg Loss 1.8552 3.4982 0.8075 0.9371 1.3386 0.624
Largest Winning Trade 392845 392845 37232 1171850 1171850 573639
Largest Losing Trade -57275 -25267 -57275 -792672 -792672 -638617
Avg Bars in Trades 47 64 30 47 64 30
Avg Bars in Winners 53 79 31 53 79 31
Avg Bars in Losers 39 49 28 39 49 28
Bars Traded 3496 2374 1122 3496 2374 1122
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60674 327210 -502446 -494802 -45150 -579896
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1605009600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759573036204,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 221,
            "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": [
        [
            525938.7266817682,
            509614.6694388207,
            16324.0572429475,
            242365.1395575655,
            737171.8570100408,
            -494806.7174524744
        ],
        [
            525.938727,
            509.614669,
            16.324057,
            242.36514,
            737.171857,
            -494.806717
        ],
        [
            0.279755,
            0.271072,
            0.008683,
            0.065485,
            0.113088,
            0
        ],
        [
            228.783264,
            228.783264,
            228.783264,
            228.783264,
            228.783264,
            228.783264
        ],
        [
            -187752,
            -86830,
            -114872,
            -2840183,
            -1616640,
            -1340019
        ],
        [
            2.067213,
            3.314129,
            1.059884,
            1.0442,
            1.268137,
            0.819029
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            52.702703,
            48.648649,
            56.756757,
            52.702703,
            48.648649,
            56.756757
        ],
        [
            1.855191,
            3.498247,
            0.80753,
            0.937102,
            1.338589,
            0.624022
        ],
        [
            392845,
            392845,
            37232,
            1171850,
            1171850,
            573639
        ],
        [
            -57275,
            -25267,
            -57275,
            -792672,
            -792672,
            -638617
        ],
        [
            47,
            64,
            30,
            47,
            64,
            30
        ],
        [
            53,
            79,
            31,
            53,
            79,
            31
        ],
        [
            39,
            49,
            28,
            39,
            49,
            28
        ],
        [
            3496,
            2374,
            1122,
            3496,
            2374,
            1122
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60674,
            327210,
            -502446,
            -494802,
            -45150,
            -579896
        ]
    ]
}
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": 1605009600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759573036204,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 221,
            "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)