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Trade: MKR/USDT/720/VWAP/RMA/1112

Strategy
MKR/USDT/720/VWAP/RMA/1112
Pair
MKR_USDT
Interval
12h
Score
516331
Daily Profit
0.177622
Profit Factor
2.210503
Profitability
56.756757
Streak
53.147584
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-10 18:32
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 -160099.6048 140941.4645 -301041.0693 4078699.8651 1367105.2373 2711594.6278
Total P&L (%) -160.0996 140.9415 -301.0411 4078.6999 1367.1052 2711.5946
Avg Daily Profit (%) -0.0852 0.075 -0.1601 0.1987 0.143 0.1776
Buy And Hold Return (%) 249.6896 249.6896 249.6896 249.6896 249.6896 249.6896
Max Trade Drawdown -345602 -63861 -403667 -1790379 -579890 -1645054
Profit Factor 0.7525 2.3129 0.4421 1.9942 1.7341 2.2105
Total Trades 74 37 37 74 37 37
Winning Trades 65 32 33 43 22 21
Losing Trades 9 5 4 31 15 16
Profitability (%) 87.8378 86.4865 89.1892 58.1081 59.4595 56.7568
Ratio Avg Win / Avg Loss 0.1042 0.3614 0.0536 1.4377 1.1823 1.6842
Largest Winning Trade 48657 48657 23822 2713685 951533 2713685
Largest Losing Trade -313602 -59262 -313602 -579391 -558514 -579391
Avg Bars in Trades 47 51 43 47 51 43
Avg Bars in Winners 14 19 9 48 53 43
Avg Bars in Losers 288 256 327 45 48 43
Bars Traded 3506 1893 1612 3506 1893 1612
Profit Streak 53.1476 229.6476 53.1476 53.1476 229.6476 53.1476
Trades During Streak 7 7 3 7 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -643028 -251022 -574582 -55144 74781 516331
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1595505600000,
    "first_datapoint_time": 1604016000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1760110351218,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    }
}
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": [
        [
            -160099.6047877308,
            140941.4645391,
            -301041.0693268308,
            4078699.8651047954,
            1367105.2372636825,
            2711594.627841113
        ],
        [
            -160.099605,
            140.941465,
            -301.041069,
            4078.699865,
            1367.105237,
            2711.594628
        ],
        [
            -0.085159,
            0.074969,
            -0.160128,
            0.198739,
            0.142968,
            0.177622
        ],
        [
            249.689585,
            249.689585,
            249.689585,
            249.689585,
            249.689585,
            249.689585
        ],
        [
            -345602,
            -63861,
            -403667,
            -1790379,
            -579890,
            -1645054
        ],
        [
            0.752524,
            2.312914,
            0.442081,
            1.994238,
            1.734103,
            2.210503
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            65,
            32,
            33,
            43,
            22,
            21
        ],
        [
            9,
            5,
            4,
            31,
            15,
            16
        ],
        [
            87.837838,
            86.486486,
            89.189189,
            58.108108,
            59.459459,
            56.756757
        ],
        [
            0.104196,
            0.361393,
            0.053586,
            1.437707,
            1.182343,
            1.684193
        ],
        [
            48657,
            48657,
            23822,
            2713685,
            951533,
            2713685
        ],
        [
            -313602,
            -59262,
            -313602,
            -579391,
            -558514,
            -579391
        ],
        [
            47,
            51,
            43,
            47,
            51,
            43
        ],
        [
            14,
            19,
            9,
            48,
            53,
            43
        ],
        [
            288,
            256,
            327,
            45,
            48,
            43
        ],
        [
            3506,
            1893,
            1612,
            3506,
            1893,
            1612
        ],
        [
            53.147583,
            229.647583,
            53.147583,
            53.147583,
            229.647584,
            53.147584
        ],
        [
            7,
            7,
            3,
            7,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -643028,
            -251022,
            -574582,
            -55144,
            74781,
            516331
        ]
    ]
}
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": 1604016000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1760110351218,
    "expiration_time": 1762767360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    }
}

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)