← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: MKR/USDT/15/SWMA/T3/3049

Strategy
MKR/USDT/15/SWMA/T3/3049
Pair
MKR_USDT
Interval
15m
Score
357629
Daily Profit
0.413204
Profit Factor
1.554100
Profitability
59.302326
Streak
21.788186
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-10-02 17:39
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 103677.1341 74337.462 29339.6721 118457.309 81075.0802 37382.2288
Total P&L (%) 103.6771 74.3375 29.3397 118.4573 81.0751 37.3822
Avg Daily Profit (%) 0.4132 0.2963 0.1169 0.3119 0.2369 0.1267
Buy And Hold Return (%) 22.6302 22.6302 22.6302 22.6302 22.6302 22.6302
Max Trade Drawdown -45772 -24235 -36174 -98587 -70341 -32030
Profit Factor 1.5541 1.8114 1.3072 1.4111 1.5295 1.2768
Total Trades 86 43 43 86 43 43
Winning Trades 51 26 25 51 26 25
Losing Trades 35 17 18 35 17 18
Profitability (%) 59.3023 60.4651 58.1395 59.3023 60.4651 58.1395
Ratio Avg Win / Avg Loss 1.0665 1.1844 0.9412 0.9684 1.0001 0.9193
Largest Winning Trade 18492 17886 18492 29927 29927 23908
Largest Losing Trade -31337 -17947 -31337 -55465 -55465 -28670
Avg Bars in Trades 266 262 269 266 262 269
Avg Bars in Winners 190 177 203 190 177 203
Avg Bars in Losers 376 391 362 376 391 362
Bars Traded 22888 11280 11608 22888 11280 11608
Profit Streak 21.7882 22.4653 0 21.7882 22.4653 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357629 303872 -112291 254023 264948 -35183
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": 1736448300000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759415999295,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 109,
            "offset": 29
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 247,
            "offset": 0,
            "a": 0.36372
        }
    }
}
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": [
        [
            103677.1341349532,
            74337.4620306965,
            29339.6721042567,
            118457.3090078135,
            81075.0801870791,
            37382.2288207344
        ],
        [
            103.677134,
            74.337462,
            29.339672,
            118.457309,
            81.07508,
            37.382229
        ],
        [
            0.413204,
            0.296271,
            0.116933,
            0.31192,
            0.236915,
            0.126658
        ],
        [
            22.630156,
            22.630156,
            22.630156,
            22.630156,
            22.630156,
            22.630156
        ],
        [
            -45772,
            -24235,
            -36174,
            -98587,
            -70341,
            -32030
        ],
        [
            1.5541,
            1.811439,
            1.307231,
            1.411073,
            1.529547,
            1.276776
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            59.302326,
            60.465116,
            58.139535,
            59.302326,
            60.465116,
            58.139535
        ],
        [
            1.066539,
            1.184402,
            0.941206,
            0.968384,
            1.000088,
            0.919279
        ],
        [
            18492,
            17886,
            18492,
            29927,
            29927,
            23908
        ],
        [
            -31337,
            -17947,
            -31337,
            -55465,
            -55465,
            -28670
        ],
        [
            266,
            262,
            269,
            266,
            262,
            269
        ],
        [
            190,
            177,
            203,
            190,
            177,
            203
        ],
        [
            376,
            391,
            362,
            376,
            391,
            362
        ],
        [
            22888,
            11280,
            11608,
            22888,
            11280,
            11608
        ],
        [
            21.788186,
            22.46527,
            0,
            21.788186,
            22.46527,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357629,
            303872,
            -112291,
            254023,
            264948,
            -35183
        ]
    ]
}
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": 1736448300000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759415999295,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 109,
            "offset": 29
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 247,
            "offset": 0,
            "a": 0.36372
        }
    }
}

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)