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Trade: MKR/USDT/240/SINWMA/VWMA/7846

Strategy
MKR/USDT/240/SINWMA/VWMA/7846
Pair
MKR_USDT
Interval
4h
Score
357895
Daily Profit
0.220397
Profit Factor
2.428049
Profitability
52.173913
Streak
155.349922
Best Strategy
Training Data Length
1879.670000
Evaluation Time
2025-10-04 07:23
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 427937.2299 414274.397 13662.8329 276239.941 291767.7066 -15527.7656
Total P&L (%) 427.9372 414.2744 13.6628 276.2399 291.7677 -15.5278
Avg Daily Profit (%) 0.2277 0.2204 0.0073 0.0705 0.0727 -0.009
Buy And Hold Return (%) 172.2456 172.2456 172.2456 172.2456 172.2456 172.2456
Max Trade Drawdown -110230 -96622 -106195 -506940 -405389 -263124
Profit Factor 1.7214 2.428 1.0451 1.1647 1.3389 0.981
Total Trades 93 46 47 93 46 47
Winning Trades 47 24 23 47 24 23
Losing Trades 46 22 24 46 22 24
Profitability (%) 50.5376 52.1739 48.9362 50.5376 52.1739 48.9362
Ratio Avg Win / Avg Loss 1.6847 2.2257 1.0905 1.14 1.2273 1.0236
Largest Winning Trade 198652 198652 34965 266691 266691 136499
Largest Losing Trade -42824 -42824 -35636 -264357 -264357 -134622
Avg Bars in Trades 114 144 85 114 144 85
Avg Bars in Winners 139 170 107 139 170 107
Avg Bars in Losers 89 115 64 89 115 64
Bars Traded 10664 6629 4035 10664 6629 4035
Profit Streak 118.3499 155.3499 118.3499 118.3499 155.3499 118.3499
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332524 357895 -518819 -145844 -102810 -578091
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": 1598875200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759551833299,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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": [
        [
            427937.2298934071,
            414274.3969772687,
            13662.8329161385,
            276239.9410018639,
            291767.7065936294,
            -15527.7655917655
        ],
        [
            427.93723,
            414.274397,
            13.662833,
            276.239941,
            291.767707,
            -15.527766
        ],
        [
            0.227666,
            0.220397,
            0.007269,
            0.070519,
            0.072672,
            -0.008977
        ],
        [
            172.245572,
            172.245572,
            172.245572,
            172.245572,
            172.245572,
            172.245572
        ],
        [
            -110230,
            -96622,
            -106195,
            -506940,
            -405389,
            -263124
        ],
        [
            1.721372,
            2.428049,
            1.045073,
            1.164744,
            1.33889,
            0.980967
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            50.537634,
            52.173913,
            48.93617,
            50.537634,
            52.173913,
            48.93617
        ],
        [
            1.684747,
            2.225711,
            1.090511,
            1.139962,
            1.227316,
            1.023618
        ],
        [
            198652,
            198652,
            34965,
            266691,
            266691,
            136499
        ],
        [
            -42824,
            -42824,
            -35636,
            -264357,
            -264357,
            -134622
        ],
        [
            114,
            144,
            85,
            114,
            144,
            85
        ],
        [
            139,
            170,
            107,
            139,
            170,
            107
        ],
        [
            89,
            115,
            64,
            89,
            115,
            64
        ],
        [
            10664,
            6629,
            4035,
            10664,
            6629,
            4035
        ],
        [
            118.349922,
            155.349922,
            118.349922,
            118.349922,
            155.349922,
            118.349922
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332524,
            357895,
            -518819,
            -145844,
            -102810,
            -578091
        ]
    ]
}
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": 1598875200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759551833299,
    "expiration_time": 1762766496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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)