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Trade: MKR/USDT/720/SWMA/SMA/9610

Strategy
MKR/USDT/720/SWMA/SMA/9610
Pair
MKR_USDT
Interval
12h
Score
478542
Daily Profit
0.278206
Profit Factor
3.562486
Profitability
58.974359
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-09-26 12:18
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 617408.7309 523027.5556 94381.1753 1034000.2241 911275.0814 122725.1426
Total P&L (%) 617.4087 523.0276 94.3812 1034.0002 911.2751 122.7251
Avg Daily Profit (%) 0.3284 0.2782 0.0502 0.1293 0.1232 0.0426
Buy And Hold Return (%) 190.5593 190.5593 190.5593 190.5593 190.5593 190.5593
Max Trade Drawdown -83592 -44214 -87822 -609412 -606865 -415836
Profit Factor 2.28 3.5625 1.3392 1.4365 1.7632 1.1045
Total Trades 78 39 39 78 39 39
Winning Trades 45 23 22 45 23 22
Losing Trades 33 16 17 33 16 17
Profitability (%) 57.6923 58.9744 56.4103 57.6923 58.9744 56.4103
Ratio Avg Win / Avg Loss 1.672 2.4783 1.0348 1.0534 1.2266 0.8535
Largest Winning Trade 162740 162740 36145 477972 477972 194157
Largest Losing Trade -83592 -44214 -83592 -606865 -606865 -258142
Avg Bars in Trades 46 49 42 46 49 42
Avg Bars in Winners 54 57 51 54 57 51
Avg Bars in Losers 35 38 32 35 38 32
Bars Traded 3612 1940 1671 3612 1940 1671
Profit Streak 54.3879 0 106.3879 54.3879 0 106.3879
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26362 478542 -289513 -57127 -26300 -407250

Evaluation Data

{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758878317987,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 84,
            "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": [
        [
            617408.7308974201,
            523027.5555787716,
            94381.1753186482,
            1034000.224085368,
            911275.0814417907,
            122725.1426435776
        ],
        [
            617.408731,
            523.027556,
            94.381175,
            1034.000224,
            911.275081,
            122.725143
        ],
        [
            0.328409,
            0.278206,
            0.050203,
            0.12925,
            0.12315,
            0.042603
        ],
        [
            190.559267,
            190.559267,
            190.559267,
            190.559267,
            190.559267,
            190.559267
        ],
        [
            -83592,
            -44214,
            -87822,
            -609412,
            -606865,
            -415836
        ],
        [
            2.27996,
            3.562486,
            1.339188,
            1.436499,
            1.763169,
            1.104467
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            57.692308,
            58.974359,
            56.410256,
            57.692308,
            58.974359,
            56.410256
        ],
        [
            1.67197,
            2.478251,
            1.034827,
            1.053433,
            1.226552,
            0.853451
        ],
        [
            162740,
            162740,
            36145,
            477972,
            477972,
            194157
        ],
        [
            -83592,
            -44214,
            -83592,
            -606865,
            -606865,
            -258142
        ],
        [
            46,
            49,
            42,
            46,
            49,
            42
        ],
        [
            54,
            57,
            51,
            54,
            57,
            51
        ],
        [
            35,
            38,
            32,
            35,
            38,
            32
        ],
        [
            3612,
            1940,
            1671,
            3612,
            1940,
            1671
        ],
        [
            54.38794,
            0,
            106.38794,
            54.38794,
            0,
            106.38794
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26362,
            478542,
            -289513,
            -57127,
            -26300,
            -407250
        ]
    ]
}
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": 1599091200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758878317987,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 84,
            "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)