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Trade: MKR/USDT/720/VWAP/BBM/8559

Strategy
MKR/USDT/720/VWAP/BBM/8559
Pair
MKR_USDT
Interval
12h
Score
433921
Daily Profit
0.287698
Profit Factor
5.968562
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-09 08:16
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 554427.957 540872.338 13555.6189 283191.7715 390293.1457 -107101.3742
Total P&L (%) 554.428 540.8723 13.5556 283.1918 390.2931 -107.1014
Avg Daily Profit (%) 0.2949 0.2877 0.0072 0.0715 0.0846 0
Buy And Hold Return (%) 239.8988 239.8988 239.8988 239.8988 239.8988 239.8988
Max Trade Drawdown -102121 -43337 -86378 -883407 -482201 -612150
Profit Factor 2.7395 5.9686 1.0646 1.1186 1.4418 0.9288
Total Trades 60 30 30 60 30 30
Winning Trades 28 15 13 28 15 13
Losing Trades 32 15 17 32 15 17
Profitability (%) 46.6667 50 43.3333 46.6667 50 43.3333
Ratio Avg Win / Avg Loss 3.1308 5.9686 1.3922 1.2784 1.4418 1.2146
Largest Winning Trade 426344 426344 53416 492344 492344 360868
Largest Losing Trade -56405 -35379 -56405 -448120 -448120 -373967
Avg Bars in Trades 58 59 57 58 59 57
Avg Bars in Winners 80 81 79 80 81 79
Avg Bars in Losers 39 37 40 39 37 40
Bars Traded 3512 1787 1725 3512 1787 1725
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 -165534 433921 -501090 -471967 -88478 -581751
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1604966400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759986993832,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 219
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 92,
            "offset": 0,
            "std": 2.62927
        }
    }
}
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": [
        [
            554427.9569563607,
            540872.3380448801,
            13555.6189114804,
            283191.7715222355,
            390293.1457398179,
            -107101.3742175828
        ],
        [
            554.427957,
            540.872338,
            13.555619,
            283.191772,
            390.293146,
            -107.101374
        ],
        [
            0.294908,
            0.287698,
            0.00721,
            0.071481,
            0.084601,
            0
        ],
        [
            239.898801,
            239.898801,
            239.898801,
            239.898801,
            239.898801,
            239.898801
        ],
        [
            -102121,
            -43337,
            -86378,
            -883407,
            -482201,
            -612150
        ],
        [
            2.739474,
            5.968562,
            1.064589,
            1.118625,
            1.441752,
            0.928778
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            46.666667,
            50,
            43.333333,
            46.666667,
            50,
            43.333333
        ],
        [
            3.130827,
            5.968562,
            1.392155,
            1.278429,
            1.441752,
            1.214556
        ],
        [
            426344,
            426344,
            53416,
            492344,
            492344,
            360868
        ],
        [
            -56405,
            -35379,
            -56405,
            -448120,
            -448120,
            -373967
        ],
        [
            58,
            59,
            57,
            58,
            59,
            57
        ],
        [
            80,
            81,
            79,
            80,
            81,
            79
        ],
        [
            39,
            37,
            40,
            39,
            37,
            40
        ],
        [
            3512,
            1787,
            1725,
            3512,
            1787,
            1725
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165534,
            433921,
            -501090,
            -471967,
            -88478,
            -581751
        ]
    ]
}
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": 1604966400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1759986993832,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 219
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 92,
            "offset": 0,
            "std": 2.62927
        }
    }
}

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)