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Trade: MKR/USDT/240/DCM/HWMA/8325

Strategy
MKR/USDT/240/DCM/HWMA/8325
Pair
MKR_USDT
Interval
4h
Score
363399
Daily Profit
0.299998
Profit Factor
1.693196
Profitability
50.273224
Streak
0.000000
Best Strategy
Training Data Length
1879.670000
Evaluation Time
2025-09-26 04:07
Expiration Time
2025-11-10 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 563897.6483 487721.7084 76175.9398 1561854.1296 1691521.6972 -129667.5676
Total P&L (%) 563.8976 487.7217 76.1759 1561.8541 1691.5217 -129.6676
Avg Daily Profit (%) 0.3 0.2595 0.0405 0.1496 0.1536 0
Buy And Hold Return (%) 180.4416 180.4416 180.4416 180.4416 180.4416 180.4416
Max Trade Drawdown -130793 -65195 -149446 -1668122 -717717 -1531586
Profit Factor 1.6932 2.3157 1.172 1.2414 1.5964 0.9643
Total Trades 183 91 92 183 91 92
Winning Trades 92 47 45 92 47 45
Losing Trades 91 44 47 91 44 47
Profitability (%) 50.2732 51.6484 48.913 50.2732 51.6484 48.913
Ratio Avg Win / Avg Loss 1.6748 2.1679 1.2241 1.2279 1.4945 1.0072
Largest Winning Trade 147988 147988 54699 430799 430799 323838
Largest Losing Trade -32645 -31506 -32645 -484547 -484547 -481688
Avg Bars in Trades 60 57 63 60 57 63
Avg Bars in Winners 71 68 74 71 68 74
Avg Bars in Losers 49 45 53 49 45 53
Bars Traded 11095 5230 5865 11095 5230 5865
Profit Streak 0 40.3803 0 0 40.3803 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363399 346129 -336568 282314 359557 -579842

Evaluation Data

{
    "trading_pair": "MKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11278,
    "evaluation_days": 1879.67,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1597996800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758848859984,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03538,
            "nb": 0.1,
            "nc": 0.03316
        }
    }
}
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": [
        [
            563897.6482719007,
            487721.7084314325,
            76175.9398404681,
            1561854.1296151562,
            1691521.6972231604,
            -129667.5676080047
        ],
        [
            563.897648,
            487.721708,
            76.17594,
            1561.85413,
            1691.521697,
            -129.667568
        ],
        [
            0.299998,
            0.259472,
            0.040526,
            0.149634,
            0.153637,
            0
        ],
        [
            180.441606,
            180.441606,
            180.441606,
            180.441606,
            180.441606,
            180.441606
        ],
        [
            -130793,
            -65195,
            -149446,
            -1668122,
            -717717,
            -1531586
        ],
        [
            1.693196,
            2.315735,
            1.172036,
            1.241429,
            1.596417,
            0.964309
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            92,
            47,
            45,
            92,
            47,
            45
        ],
        [
            91,
            44,
            47,
            91,
            44,
            47
        ],
        [
            50.273224,
            51.648352,
            48.913043,
            50.273224,
            51.648352,
            48.913043
        ],
        [
            1.674792,
            2.167922,
            1.224126,
            1.227935,
            1.494518,
            1.007167
        ],
        [
            147988,
            147988,
            54699,
            430799,
            430799,
            323838
        ],
        [
            -32645,
            -31506,
            -32645,
            -484547,
            -484547,
            -481688
        ],
        [
            60,
            57,
            63,
            60,
            57,
            63
        ],
        [
            71,
            68,
            74,
            71,
            68,
            74
        ],
        [
            49,
            45,
            53,
            49,
            45,
            53
        ],
        [
            11095,
            5230,
            5865,
            11095,
            5230,
            5865
        ],
        [
            0,
            40.380324,
            0,
            0,
            40.380324,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363399,
            346129,
            -336568,
            282314,
            359557,
            -579842
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11278,
    "evaluation_days": 1879.67,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1597996800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1758848859984,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03538,
            "nb": 0.1,
            "nc": 0.03316
        }
    }
}

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)