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Trade: MKR/USDT/240/RMA/MIDPRICE/4283

Strategy
MKR/USDT/240/RMA/MIDPRICE/4283
Pair
MKR_USDT
Interval
4h
Score
387596
Daily Profit
0.279195
Profit Factor
3.023783
Profitability
44.827586
Streak
271.601314
Best Strategy
Training Data Length
1879.670000
Evaluation Time
2025-10-10 05:25
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 423975.2058 524793.6839 -100818.4781 -59828.8359 111626.6411 -171455.477
Total P&L (%) 423.9752 524.7937 -100.8185 -59.8288 111.6266 -171.4555
Avg Daily Profit (%) 0.2256 0.2792 -0.0536 -0.0485 0.0399 0
Buy And Hold Return (%) 169.7473 169.7473 169.7473 169.7473 169.7473 169.7473
Max Trade Drawdown -274062 -173049 -126003 -420343 -206583 -222366
Profit Factor 1.8899 3.0238 0.5356 0.8893 1.4455 0.4084
Total Trades 58 29 29 58 29 29
Winning Trades 25 13 12 25 13 12
Losing Trades 33 16 17 33 16 17
Profitability (%) 43.1034 44.8276 41.3793 43.1034 44.8276 41.3793
Ratio Avg Win / Avg Loss 2.4947 3.7216 0.7588 1.1739 1.7791 0.5786
Largest Winning Trade 463528 463528 24216 299610 299610 70363
Largest Losing Trade -46800 -37788 -46800 -181289 -68278 -181289
Avg Bars in Trades 188 214 162 188 214 162
Avg Bars in Winners 238 342 126 238 342 126
Avg Bars in Losers 150 110 188 150 110 188
Bars Traded 10931 6212 4719 10931 6212 4719
Profit Streak 36.768 271.6013 0 36.768 271.6013 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -173781 387596 -584185 -760749 -304007 -584185
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": 1598342400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1760063153497,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "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": [
        [
            423975.2058082988,
            524793.6839399388,
            -100818.4781316399,
            -59828.8358883714,
            111626.6411196709,
            -171455.4770080422
        ],
        [
            423.975206,
            524.793684,
            -100.818478,
            -59.828836,
            111.626641,
            -171.455477
        ],
        [
            0.225558,
            0.279195,
            -0.053636,
            -0.048508,
            0.03989,
            0
        ],
        [
            169.747312,
            169.747312,
            169.747312,
            169.747312,
            169.747312,
            169.747312
        ],
        [
            -274062,
            -173049,
            -126003,
            -420343,
            -206583,
            -222366
        ],
        [
            1.889925,
            3.023783,
            0.53562,
            0.889284,
            1.445519,
            0.408417
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            43.103448,
            44.827586,
            41.37931,
            43.103448,
            44.827586,
            41.37931
        ],
        [
            2.494701,
            3.721579,
            0.758795,
            1.173854,
            1.7791,
            0.578591
        ],
        [
            463528,
            463528,
            24216,
            299610,
            299610,
            70363
        ],
        [
            -46800,
            -37788,
            -46800,
            -181289,
            -68278,
            -181289
        ],
        [
            188,
            214,
            162,
            188,
            214,
            162
        ],
        [
            238,
            342,
            126,
            238,
            342,
            126
        ],
        [
            150,
            110,
            188,
            150,
            110,
            188
        ],
        [
            10931,
            6212,
            4719,
            10931,
            6212,
            4719
        ],
        [
            36.76798,
            271.601314,
            0,
            36.76798,
            271.601314,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -173781,
            387596,
            -584185,
            -760749,
            -304007,
            -584185
        ]
    ]
}
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": 1598342400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1760063153497,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "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)