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Trade: MKR/USDT/720/FWMA/BBU/8478

Strategy
MKR/USDT/720/FWMA/BBU/8478
Pair
MKR_USDT
Interval
12h
Score
478628
Daily Profit
0.300490
Profit Factor
4.414404
Profitability
50.000000
Streak
179.691365
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-10 07:35
Expiration Time
2025-11-10 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 566062.4312 564920.8857 1141.5455 215543.9907 295373.1119 -79829.1211
Total P&L (%) 566.0624 564.9209 1.1415 215.544 295.3731 -79.8291
Avg Daily Profit (%) 0.3011 0.3005 0.0006 0.0611 0.0731 -0.0851
Buy And Hold Return (%) 222.3439 222.3439 222.3439 222.3439 222.3439 222.3439
Max Trade Drawdown -102259 -91131 -84206 -597677 -486636 -347584
Profit Factor 2.445 4.4144 1.005 1.1104 1.3457 0.9273
Total Trades 65 32 33 65 32 33
Winning Trades 33 16 17 33 16 17
Losing Trades 32 16 16 32 16 16
Profitability (%) 50.7692 50 51.5152 50.7692 50 51.5152
Ratio Avg Win / Avg Loss 2.371 4.4144 0.9459 1.0767 1.3457 0.8728
Largest Winning Trade 502947 502947 39104 537997 537997 172090
Largest Losing Trade -29083 -23002 -29083 -163983 -163983 -159647
Avg Bars in Trades 53 68 38 53 68 38
Avg Bars in Winners 79 107 53 79 107 53
Avg Bars in Losers 26 30 22 26 30 22
Bars Traded 3469 2207 1262 3469 2207 1262
Profit Streak 0 179.6914 0 0 179.6914 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125853 478628 -574247 -512089 -157954 -580606
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1760070933948,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 19,
            "offset": 226
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 4.58174
        }
    }
}
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": [
        [
            566062.431191689,
            564920.8857241776,
            1141.5454675115,
            215543.9907207013,
            295373.111853938,
            -79829.1211332365
        ],
        [
            566.062431,
            564.920886,
            1.141545,
            215.543991,
            295.373112,
            -79.829121
        ],
        [
            0.301097,
            0.30049,
            0.000607,
            0.061143,
            0.073147,
            -0.08512
        ],
        [
            222.343867,
            222.343867,
            222.343867,
            222.343867,
            222.343867,
            222.343867
        ],
        [
            -102259,
            -91131,
            -84206,
            -597677,
            -486636,
            -347584
        ],
        [
            2.445043,
            4.414404,
            1.005045,
            1.110362,
            1.345663,
            0.927333
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            50.769231,
            50,
            51.515152,
            50.769231,
            50,
            51.515152
        ],
        [
            2.370951,
            4.414404,
            0.945925,
            1.076714,
            1.345663,
            0.872784
        ],
        [
            502947,
            502947,
            39104,
            537997,
            537997,
            172090
        ],
        [
            -29083,
            -23002,
            -29083,
            -163983,
            -163983,
            -159647
        ],
        [
            53,
            68,
            38,
            53,
            68,
            38
        ],
        [
            79,
            107,
            53,
            79,
            107,
            53
        ],
        [
            26,
            30,
            22,
            26,
            30,
            22
        ],
        [
            3469,
            2207,
            1262,
            3469,
            2207,
            1262
        ],
        [
            0,
            179.691365,
            0,
            0,
            179.691365,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125853,
            478628,
            -574247,
            -512089,
            -157954,
            -580606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1760070933948,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 19,
            "offset": 226
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 4.58174
        }
    }
}

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)