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Trade: MKR/USDT/720/KCU/HWMA/1351

Strategy
MKR/USDT/720/KCU/HWMA/1351
Pair
MKR_USDT
Interval
12h
Score
518515
Daily Profit
0.198410
Profit Factor
2.852745
Profitability
50.000000
Streak
161.036547
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-06 15:52
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 -521886.796 32626.4407 -554513.2366 3163253.1865 -889761.5402 4053014.7267
Total P&L (%) -521.8868 32.6264 -554.5132 3163.2532 -889.7615 4053.0147
Avg Daily Profit (%) -0.2776 0.0174 -0.295 0.1856 0 0.1984
Buy And Hold Return (%) 301.4298 301.4298 301.4298 301.4298 301.4298 301.4298
Max Trade Drawdown -559116 -44953 -585299 -1695333 -1954840 -1553889
Profit Factor 0.4284 1.2449 0.2889 1.6214 0.6935 2.8527
Total Trades 65 33 32 65 33 32
Winning Trades 41 20 21 31 15 16
Losing Trades 24 13 11 34 18 16
Profitability (%) 63.0769 60.6061 65.625 47.6923 45.4545 50
Ratio Avg Win / Avg Loss 0.2507 0.8092 0.1513 1.7783 0.8322 2.8527
Largest Winning Trade 38382 38382 33372 4886413 400722 4886413
Largest Losing Trade -417342 -31425 -417342 -1217722 -1217722 -435274
Avg Bars in Trades 54 24 86 54 24 86
Avg Bars in Winners 37 17 57 61 24 95
Avg Bars in Losers 84 36 141 49 25 76
Bars Traded 3573 820 2753 3573 820 2753
Profit Streak 161.0365 334.5365 161.0365 161.0365 334.5365 161.0365
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -713671 -334372 -577819 -124501 -580928 518515
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759755157681,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 16,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 120,
            "na": 0.33653,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            -521886.795969772,
            32626.4406510656,
            -554513.2366208376,
            3163253.1864575106,
            -889761.540197531,
            4053014.7266550404
        ],
        [
            -521.886796,
            32.626441,
            -554.513237,
            3163.253186,
            -889.76154,
            4053.014727
        ],
        [
            -0.277599,
            0.017354,
            -0.294954,
            0.185561,
            0,
            0.19841
        ],
        [
            301.429805,
            301.429805,
            301.429805,
            301.429805,
            301.429805,
            301.429805
        ],
        [
            -559116,
            -44953,
            -585299,
            -1695333,
            -1954840,
            -1553889
        ],
        [
            0.428353,
            1.244932,
            0.288855,
            1.621396,
            0.693502,
            2.852745
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            41,
            20,
            21,
            31,
            15,
            16
        ],
        [
            24,
            13,
            11,
            34,
            18,
            16
        ],
        [
            63.076923,
            60.606061,
            65.625,
            47.692308,
            45.454545,
            50
        ],
        [
            0.250743,
            0.809206,
            0.151305,
            1.778305,
            0.832202,
            2.852745
        ],
        [
            38382,
            38382,
            33372,
            4886413,
            400722,
            4886413
        ],
        [
            -417342,
            -31425,
            -417342,
            -1217722,
            -1217722,
            -435274
        ],
        [
            54,
            24,
            86,
            54,
            24,
            86
        ],
        [
            37,
            17,
            57,
            61,
            24,
            95
        ],
        [
            84,
            36,
            141,
            49,
            25,
            76
        ],
        [
            3573,
            820,
            2753,
            3573,
            820,
            2753
        ],
        [
            161.036547,
            334.536547,
            161.036547,
            161.036547,
            334.536547,
            161.036547
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -713671,
            -334372,
            -577819,
            -124501,
            -580928,
            518515
        ]
    ]
}
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": 1600689600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759755157681,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 16,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 120,
            "na": 0.33653,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)