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Trade: MKR/USDT/15/DCM/RMA/6550

Strategy
MKR/USDT/15/DCM/RMA/6550
Pair
MKR_USDT
Interval
15m
Score
327047
Daily Profit
0.283370
Profit Factor
1.799509
Profitability
63.636364
Streak
29.228416
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-10-07 19:13
Expiration Time
2025-11-26 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89633.5246 71100.4859 18533.0386 26446.033 30183.5069 -3737.4739
Total P&L (%) 89.6335 71.1005 18.533 26.446 30.1835 -3.7375
Avg Daily Profit (%) 0.3572 0.2834 0.0739 0.0936 0.1052 -0.0152
Buy And Hold Return (%) 21.6432 21.6432 21.6432 21.6432 21.6432 21.6432
Max Trade Drawdown -83575 -30951 -73959 -77987 -31376 -66005
Profit Factor 1.3785 1.7995 1.1253 1.1311 1.3726 0.969
Total Trades 175 88 87 175 88 87
Winning Trades 112 56 56 112 56 56
Losing Trades 63 32 31 63 32 31
Profitability (%) 64 63.6364 64.3678 64 63.6364 64.3678
Ratio Avg Win / Avg Loss 0.7754 1.0283 0.623 0.6363 0.7843 0.5364
Largest Winning Trade 15730 12123 15730 14224 11518 14224
Largest Losing Trade -69947 -13603 -69947 -62772 -16998 -62772
Avg Bars in Trades 135 126 144 135 126 144
Avg Bars in Winners 105 102 108 105 102 108
Avg Bars in Losers 188 167 209 188 167 209
Bars Traded 23633 11097 12536 23633 11097 12536
Profit Streak 29.1763 29.2284 29.1763 29.1763 29.2284 29.1763
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307324 327047 -343480 -239963 -95409 -579844
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 24087,
    "evaluation_days": 250.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736417700000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759853635178,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 191,
            "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": [
        [
            89633.5245550171,
            71100.4859241951,
            18533.038630822,
            26446.0329605359,
            30183.5068783857,
            -3737.4739178498
        ],
        [
            89.633525,
            71.100486,
            18.533039,
            26.446033,
            30.183507,
            -3.737474
        ],
        [
            0.357234,
            0.28337,
            0.073863,
            0.093562,
            0.105183,
            -0.01518
        ],
        [
            21.643192,
            21.643192,
            21.643192,
            21.643192,
            21.643192,
            21.643192
        ],
        [
            -83575,
            -30951,
            -73959,
            -77987,
            -31376,
            -66005
        ],
        [
            1.378544,
            1.799509,
            1.125346,
            1.131141,
            1.372592,
            0.969023
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            64,
            63.636364,
            64.367816,
            64,
            63.636364,
            64.367816
        ],
        [
            0.775431,
            1.028291,
            0.62296,
            0.636267,
            0.784338,
            0.536423
        ],
        [
            15730,
            12123,
            15730,
            14224,
            11518,
            14224
        ],
        [
            -69947,
            -13603,
            -69947,
            -62772,
            -16998,
            -62772
        ],
        [
            135,
            126,
            144,
            135,
            126,
            144
        ],
        [
            105,
            102,
            108,
            105,
            102,
            108
        ],
        [
            188,
            167,
            209,
            188,
            167,
            209
        ],
        [
            23633,
            11097,
            12536,
            23633,
            11097,
            12536
        ],
        [
            29.176333,
            29.228416,
            29.176333,
            29.176333,
            29.228416,
            29.176333
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307324,
            327047,
            -343480,
            -239963,
            -95409,
            -579844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 24087,
    "evaluation_days": 250.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736417700000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759853635178,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 191,
            "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)