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Trade: MKR/USDT/240/SINWMA/T3/5818

Strategy
MKR/USDT/240/SINWMA/T3/5818
Pair
MKR_USDT
Interval
4h
Score
326236
Daily Profit
0.265627
Profit Factor
2.007631
Profitability
47.368421
Streak
53.941574
Best Strategy
Training Data Length
1879.670000
Evaluation Time
2025-10-10 09:35
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 499291.7062 416804.2255 82487.4807 1467901.3533 1193043.3651 274857.9882
Total P&L (%) 499.2917 416.8042 82.4875 1467.9014 1193.0434 274.858
Avg Daily Profit (%) 0.2656 0.2217 0.0439 0.1465 0.1363 0.0703
Buy And Hold Return (%) 145.4894 145.4894 145.4894 145.4894 145.4894 145.4894
Max Trade Drawdown -98103 -97469 -59529 -469610 -383230 -326420
Profit Factor 2.0076 2.7592 1.319 1.7707 2.3621 1.2672
Total Trades 95 47 48 95 47 48
Winning Trades 45 20 25 45 20 25
Losing Trades 50 27 23 50 27 23
Profitability (%) 47.3684 42.5532 52.0833 47.3684 42.5532 52.0833
Ratio Avg Win / Avg Loss 2.2307 3.7249 1.2135 1.9674 3.1889 1.1658
Largest Winning Trade 136435 136435 36526 312821 312821 292243
Largest Losing Trade -34474 -19268 -34474 -234934 -129590 -234934
Avg Bars in Trades 116 113 119 116 113 119
Avg Bars in Winners 167 176 160 167 176 160
Avg Bars in Losers 69 65 74 69 65 74
Bars Traded 11025 5311 5714 11025 5311 5714
Profit Streak 53.9416 0 81.9416 53.9416 0 81.9416
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326236 252943 -298551 220963 -9018 -105465
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": 1597377600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1760078151981,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 39,
            "offset": 0,
            "a": 0.6031
        }
    }
}
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": [
        [
            499291.7061891188,
            416804.225480534,
            82487.4807085847,
            1467901.353345647,
            1193043.365114394,
            274857.9882312525
        ],
        [
            499.291706,
            416.804225,
            82.487481,
            1467.901353,
            1193.043365,
            274.857988
        ],
        [
            0.265627,
            0.221743,
            0.043884,
            0.146533,
            0.136265,
            0.070323
        ],
        [
            145.489368,
            145.489368,
            145.489368,
            145.489368,
            145.489368,
            145.489368
        ],
        [
            -98103,
            -97469,
            -59529,
            -469610,
            -383230,
            -326420
        ],
        [
            2.007631,
            2.759222,
            1.318996,
            1.770704,
            2.36214,
            1.267173
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            47.368421,
            42.553191,
            52.083333,
            47.368421,
            42.553191,
            52.083333
        ],
        [
            2.230701,
            3.724949,
            1.213476,
            1.967449,
            3.188889,
            1.165799
        ],
        [
            136435,
            136435,
            36526,
            312821,
            312821,
            292243
        ],
        [
            -34474,
            -19268,
            -34474,
            -234934,
            -129590,
            -234934
        ],
        [
            116,
            113,
            119,
            116,
            113,
            119
        ],
        [
            167,
            176,
            160,
            167,
            176,
            160
        ],
        [
            69,
            65,
            74,
            69,
            65,
            74
        ],
        [
            11025,
            5311,
            5714,
            11025,
            5311,
            5714
        ],
        [
            53.941574,
            0,
            81.941574,
            53.941574,
            0,
            81.941574
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326236,
            252943,
            -298551,
            220963,
            -9018,
            -105465
        ]
    ]
}
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": 1597377600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1760078151981,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 39,
            "offset": 0,
            "a": 0.6031
        }
    }
}

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)