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Trade: MKR/USDT/360/PWMA/KCU/3382

Strategy
MKR/USDT/360/PWMA/KCU/3382
Pair
MKR_USDT
Interval
6h
Score
324496
Daily Profit
0.316937
Profit Factor
2.031674
Profitability
43.093923
Streak
50.404284
Best Strategy
Training Data Length
1879.750000
Evaluation Time
2025-10-13 18:42
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 595761.5909 565545.3028 30216.2881 462818.0183 329759.6811 133058.3372
Total P&L (%) 595.7616 565.5453 30.2163 462.818 329.7597 133.0583
Avg Daily Profit (%) 0.3169 0.3009 0.0161 0.092 0.0776 0.045
Buy And Hold Return (%) 172.7081 172.7081 172.7081 172.7081 172.7081 172.7081
Max Trade Drawdown -207648 -162369 -55034 -730027 -554862 -198354
Profit Factor 2.0317 2.4891 1.1529 1.193 1.2085 1.163
Total Trades 181 90 91 181 90 91
Winning Trades 78 34 44 78 34 44
Losing Trades 103 56 47 103 56 47
Profitability (%) 43.0939 37.7778 48.3516 43.0939 37.7778 48.3516
Ratio Avg Win / Avg Loss 2.6829 4.0996 1.2315 1.5754 1.9905 1.2423
Largest Winning Trade 445598 445598 19774 469418 469418 133235
Largest Losing Trade -26803 -22594 -26803 -106885 -106885 -96254
Avg Bars in Trades 40 69 11 40 69 11
Avg Bars in Winners 66 134 13 66 134 13
Avg Bars in Losers 20 29 9 20 29 9
Bars Traded 7276 6247 1029 7276 6247 1029
Profit Streak 50.4043 0 52.1543 50.4043 0 52.1543
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324496 205561 -389641 -81882 -101267 -339921
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": 1597708800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1760370130165,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 8,
            "offset": 222,
            "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": [
        [
            595761.5909181683,
            565545.3028121352,
            30216.2881060338,
            462818.0182737281,
            329759.6810733918,
            133058.3372003364
        ],
        [
            595.761591,
            565.545303,
            30.216288,
            462.818018,
            329.759681,
            133.058337
        ],
        [
            0.316937,
            0.300862,
            0.016075,
            0.091958,
            0.077597,
            0.045022
        ],
        [
            172.708136,
            172.708136,
            172.708136,
            172.708136,
            172.708136,
            172.708136
        ],
        [
            -207648,
            -162369,
            -55034,
            -730027,
            -554862,
            -198354
        ],
        [
            2.031674,
            2.489066,
            1.152861,
            1.192998,
            1.208497,
            1.162974
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            78,
            34,
            44,
            78,
            34,
            44
        ],
        [
            103,
            56,
            47,
            103,
            56,
            47
        ],
        [
            43.093923,
            37.777778,
            48.351648,
            43.093923,
            37.777778,
            48.351648
        ],
        [
            2.682851,
            4.099638,
            1.231465,
            1.575369,
            1.990466,
            1.242268
        ],
        [
            445598,
            445598,
            19774,
            469418,
            469418,
            133235
        ],
        [
            -26803,
            -22594,
            -26803,
            -106885,
            -106885,
            -96254
        ],
        [
            40,
            69,
            11,
            40,
            69,
            11
        ],
        [
            66,
            134,
            13,
            66,
            134,
            13
        ],
        [
            20,
            29,
            9,
            20,
            29,
            9
        ],
        [
            7276,
            6247,
            1029,
            7276,
            6247,
            1029
        ],
        [
            50.404284,
            0,
            52.154284,
            50.404284,
            0,
            52.154284
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324496,
            205561,
            -389641,
            -81882,
            -101267,
            -339921
        ]
    ]
}
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": 1597708800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1760370130165,
    "expiration_time": 1762766712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 8,
            "offset": 222,
            "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)