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Trade: MKR/USDT/15/MIDPRICE/MIDPRICE/8231

Strategy
MKR/USDT/15/MIDPRICE/MIDPRICE/8231
Pair
MKR_USDT
Interval
15m
Score
406826
Daily Profit
0.325551
Profit Factor
2.075192
Profitability
67.441860
Streak
27.270680
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-09-27 02:29
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 111227.4372 81684.0985 29543.3388 121256.22 94650.8029 26605.4171
Total P&L (%) 111.2274 81.6841 29.5433 121.2562 94.6508 26.6054
Avg Daily Profit (%) 0.4433 0.3256 0.1177 0.317 0.2658 0.0941
Buy And Hold Return (%) 22.9627 22.9627 22.9627 22.9627 22.9627 22.9627
Max Trade Drawdown -41141 -24051 -36502 -87414 -27430 -71606
Profit Factor 1.677 2.0752 1.3345 1.4126 1.7687 1.1558
Total Trades 86 43 43 86 43 43
Winning Trades 55 29 26 55 29 26
Losing Trades 31 14 17 31 14 17
Profitability (%) 63.9535 67.4419 60.4651 63.9535 67.4419 60.4651
Ratio Avg Win / Avg Loss 0.9452 1.0018 0.8725 0.7962 0.8538 0.7557
Largest Winning Trade 63027 63027 23395 57942 57942 39847
Largest Losing Trade -20108 -20108 -13495 -29831 -27430 -29831
Avg Bars in Trades 272 239 306 272 239 306
Avg Bars in Winners 227 185 274 227 185 274
Avg Bars in Losers 352 350 353 352 350 353
Bars Traded 23453 10294 13159 23453 10294 13159
Profit Streak 22.1248 27.2707 22.1248 22.1248 27.2707 22.1248
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398561 406826 -112778 324866 325215 -233550
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": 1736449200000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1758929386740,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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": [
        [
            111227.4372410964,
            81684.098458513,
            29543.3387825834,
            121256.220040647,
            94650.8029203638,
            26605.4171202832
        ],
        [
            111.227437,
            81.684098,
            29.543339,
            121.25622,
            94.650803,
            26.605417
        ],
        [
            0.443296,
            0.325551,
            0.117745,
            0.31701,
            0.265801,
            0.094064
        ],
        [
            22.962712,
            22.962712,
            22.962712,
            22.962712,
            22.962712,
            22.962712
        ],
        [
            -41141,
            -24051,
            -36502,
            -87414,
            -27430,
            -71606
        ],
        [
            1.676992,
            2.075192,
            1.334484,
            1.412638,
            1.768652,
            1.155845
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            63.953488,
            67.44186,
            60.465116,
            63.953488,
            67.44186,
            60.465116
        ],
        [
            0.945213,
            1.001817,
            0.872547,
            0.796214,
            0.853832,
            0.755745
        ],
        [
            63027,
            63027,
            23395,
            57942,
            57942,
            39847
        ],
        [
            -20108,
            -20108,
            -13495,
            -29831,
            -27430,
            -29831
        ],
        [
            272,
            239,
            306,
            272,
            239,
            306
        ],
        [
            227,
            185,
            274,
            227,
            185,
            274
        ],
        [
            352,
            350,
            353,
            352,
            350,
            353
        ],
        [
            23453,
            10294,
            13159,
            23453,
            10294,
            13159
        ],
        [
            22.124846,
            27.27068,
            22.124846,
            22.124847,
            27.27068,
            22.124847
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398561,
            406826,
            -112778,
            324866,
            325215,
            -233550
        ]
    ]
}
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": 1736449200000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1758929386740,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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)