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Trade: MKR/USDT/360/PWMA/KCB/8903

Strategy
MKR/USDT/360/PWMA/KCB/8903
Pair
MKR_USDT
Interval
6h
Score
313005
Daily Profit
0.250905
Profit Factor
1.966316
Profitability
49.557522
Streak
0.000000
Best Strategy
Training Data Length
1879.750000
Evaluation Time
2025-10-06 16:09
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 471639.2469 395548.3908 76090.8561 1302429.7445 1358706.1788 -56276.4343
Total P&L (%) 471.6392 395.5484 76.0909 1302.4297 1358.7062 -56.2764
Avg Daily Profit (%) 0.2509 0.2104 0.0405 0.1406 0.1427 -0.044
Buy And Hold Return (%) 164.2221 164.2221 164.2221 164.2221 164.2221 164.2221
Max Trade Drawdown -106536 -92679 -90732 -477205 -363176 -605049
Profit Factor 1.9663 2.7168 1.2953 1.432 2.0399 0.9671
Total Trades 113 56 57 113 56 57
Winning Trades 56 27 29 56 27 29
Losing Trades 57 29 28 57 29 28
Profitability (%) 49.5575 48.2143 50.8772 49.5575 48.2143 50.8772
Ratio Avg Win / Avg Loss 2.0014 2.918 1.2506 1.4575 2.1911 0.9337
Largest Winning Trade 163953 163953 35467 307088 288492 307088
Largest Losing Trade -34261 -20409 -34261 -237543 -164479 -237543
Avg Bars in Trades 64 64 65 64 64 65
Avg Bars in Winners 90 89 91 90 89 91
Avg Bars in Losers 39 41 37 39 41 37
Bars Traded 7340 3630 3710 7340 3630 3710
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313005 -172020 -484498 -3924 -179020 -760719
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": 1598270400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759756154408,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 69,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            471639.2469126198,
            395548.3907633076,
            76090.8561493124,
            1302429.7445224347,
            1358706.178790211,
            -56276.434267777
        ],
        [
            471.639247,
            395.548391,
            76.090856,
            1302.429745,
            1358.706179,
            -56.276434
        ],
        [
            0.250905,
            0.210426,
            0.040479,
            0.140585,
            0.142681,
            -0.044001
        ],
        [
            164.222135,
            164.222135,
            164.222135,
            164.222135,
            164.222135,
            164.222135
        ],
        [
            -106536,
            -92679,
            -90732,
            -477205,
            -363176,
            -605049
        ],
        [
            1.966316,
            2.716775,
            1.295295,
            1.431964,
            2.039948,
            0.967063
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            49.557522,
            48.214286,
            50.877193,
            49.557522,
            48.214286,
            50.877193
        ],
        [
            2.001429,
            2.918018,
            1.250629,
            1.457535,
            2.191056,
            0.933716
        ],
        [
            163953,
            163953,
            35467,
            307088,
            288492,
            307088
        ],
        [
            -34261,
            -20409,
            -34261,
            -237543,
            -164479,
            -237543
        ],
        [
            64,
            64,
            65,
            64,
            64,
            65
        ],
        [
            90,
            89,
            91,
            90,
            89,
            91
        ],
        [
            39,
            41,
            37,
            39,
            41,
            37
        ],
        [
            7340,
            3630,
            3710,
            7340,
            3630,
            3710
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313005,
            -172020,
            -484498,
            -3924,
            -179020,
            -760719
        ]
    ]
}
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": 1598270400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759756154408,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 69,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)