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Trade: MKR/USDT/360/HWMA/KCL/7855

Strategy
MKR/USDT/360/HWMA/KCL/7855
Pair
MKR_USDT
Interval
6h
Score
355559
Daily Profit
0.246765
Profit Factor
1.306817
Profitability
45.762712
Streak
38.929080
Best Strategy
Training Data Length
1879.750000
Evaluation Time
2025-09-28 07:17
Expiration Time
2025-11-10 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -247230.588 148528.5832 -395759.1712 10180653.5347 -2186510.1307 12367163.6653
Total P&L (%) -247.2306 148.5286 -395.7592 10180.6535 -2186.5101 12367.1637
Avg Daily Profit (%) -0.1315 0.079 -0.2105 0.2468 0 0.257
Buy And Hold Return (%) 303.3133 303.3133 303.3133 303.3133 303.3133 303.3133
Max Trade Drawdown -315216 -26973 -304876 -15028922 -5783578 -11247327
Profit Factor 0.7125 2.3459 0.4719 1.3068 0.8561 1.6875
Total Trades 118 59 59 118 59 59
Winning Trades 88 39 49 54 31 23
Losing Trades 30 20 10 64 28 36
Profitability (%) 74.5763 66.1017 83.0508 45.7627 52.5424 38.9831
Ratio Avg Win / Avg Loss 0.2429 1.203 0.0963 1.5488 0.7732 2.6413
Largest Winning Trade 47743 47743 29510 14350253 1360773 14350253
Largest Losing Trade -349205 -18916 -349205 -11247327 -3781595 -11247327
Avg Bars in Trades 61 15 106 61 15 106
Avg Bars in Winners 20 7 30 62 14 126
Avg Bars in Losers 181 32 478 60 18 93
Bars Traded 7210 940 6270 7210 940 6270
Profit Streak 38.9291 222.4291 38.9291 38.9291 222.4291 38.9291
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575464 -422832 -752284 355559 -755494 -168531
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 1879.75,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759033072488,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.62596,
            "nc": 0.06609
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 241,
            "offset": 85,
            "scalar": 5
        }
    }
}
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": [
        [
            -247230.5879530232,
            148528.5832024743,
            -395759.1711554974,
            10180653.534670837,
            -2186510.1306692585,
            12367163.66534009
        ],
        [
            -247.230588,
            148.528583,
            -395.759171,
            10180.653535,
            -2186.510131,
            12367.163665
        ],
        [
            -0.131523,
            0.079015,
            -0.210538,
            0.246765,
            0,
            0.257049
        ],
        [
            303.31332,
            303.31332,
            303.31332,
            303.31332,
            303.31332,
            303.31332
        ],
        [
            -315216,
            -26973,
            -304876,
            -15028922,
            -5783578,
            -11247327
        ],
        [
            0.71245,
            2.345894,
            0.471917,
            1.306817,
            0.856081,
            1.68749
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            88,
            39,
            49,
            54,
            31,
            23
        ],
        [
            30,
            20,
            10,
            64,
            28,
            36
        ],
        [
            74.576271,
            66.101695,
            83.050847,
            45.762712,
            52.542373,
            38.983051
        ],
        [
            0.242881,
            1.203022,
            0.09631,
            1.54882,
            0.773235,
            2.641289
        ],
        [
            47743,
            47743,
            29510,
            14350253,
            1360773,
            14350253
        ],
        [
            -349205,
            -18916,
            -349205,
            -11247327,
            -3781595,
            -11247327
        ],
        [
            61,
            15,
            106,
            61,
            15,
            106
        ],
        [
            20,
            7,
            30,
            62,
            14,
            126
        ],
        [
            181,
            32,
            478,
            60,
            18,
            93
        ],
        [
            7210,
            940,
            6270,
            7210,
            940,
            6270
        ],
        [
            38.92908,
            222.42908,
            38.92908,
            38.92908,
            222.42908,
            38.92908
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575464,
            -422832,
            -752284,
            355559,
            -755494,
            -168531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 1879.75,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759033072488,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.62596,
            "nc": 0.06609
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 241,
            "offset": 85,
            "scalar": 5
        }
    }
}

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)