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Trade: MKR/USDT/15/SMA/VWMA/7580

Strategy
MKR/USDT/15/SMA/VWMA/7580
Pair
MKR_USDT
Interval
15m
Score
470235
Daily Profit
0.556396
Profit Factor
1.858625
Profitability
69.791667
Streak
27.557612
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-10-09 10:37
Expiration Time
2025-11-26 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 139605.2954 90266.9965 49338.2989 214447.538 137599.3229 76848.2151
Total P&L (%) 139.6053 90.267 49.3383 214.4475 137.5993 76.8482
Avg Daily Profit (%) 0.5564 0.3598 0.1966 0.4576 0.3455 0.2275
Buy And Hold Return (%) 22.7131 22.7131 22.7131 22.7131 22.7131 22.7131
Max Trade Drawdown -37873 -29976 -31849 -90370 -86207 -39989
Profit Factor 1.8586 2.255 1.5442 1.634 1.8085 1.4572
Total Trades 96 48 48 96 48 48
Winning Trades 67 35 32 67 35 32
Losing Trades 29 13 16 29 13 16
Profitability (%) 69.7917 72.9167 66.6667 69.7917 72.9167 66.6667
Ratio Avg Win / Avg Loss 0.8045 0.8376 0.7721 0.7072 0.6717 0.7286
Largest Winning Trade 20965 20965 14540 34868 34868 24106
Largest Losing Trade -31438 -21091 -31438 -83231 -83231 -38397
Avg Bars in Trades 244 244 243 244 244 243
Avg Bars in Winners 171 163 180 171 163 180
Avg Bars in Losers 411 463 370 411 463 370
Bars Traded 23455 11745 11710 23455 11745 11710
Profit Streak 27.5576 29.3493 0 27.5576 29.3493 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470235 375469 93047 444725 398289 190331
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 24087,
    "evaluation_days": 250.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736514900000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759995477649,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 208
        }
    }
}
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": [
        [
            139605.2953855042,
            90266.9965316017,
            49338.2988539025,
            214447.5379773474,
            137599.3229020211,
            76848.2150753264
        ],
        [
            139.605295,
            90.266997,
            49.338299,
            214.447538,
            137.599323,
            76.848215
        ],
        [
            0.556396,
            0.359758,
            0.196637,
            0.457641,
            0.345506,
            0.22748
        ],
        [
            22.713126,
            22.713126,
            22.713126,
            22.713126,
            22.713126,
            22.713126
        ],
        [
            -37873,
            -29976,
            -31849,
            -90370,
            -86207,
            -39989
        ],
        [
            1.858625,
            2.25497,
            1.544188,
            1.633952,
            1.808536,
            1.457192
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            69.791667,
            72.916667,
            66.666667,
            69.791667,
            72.916667,
            66.666667
        ],
        [
            0.80448,
            0.83756,
            0.772094,
            0.707233,
            0.671742,
            0.728596
        ],
        [
            20965,
            20965,
            14540,
            34868,
            34868,
            24106
        ],
        [
            -31438,
            -21091,
            -31438,
            -83231,
            -83231,
            -38397
        ],
        [
            244,
            244,
            243,
            244,
            244,
            243
        ],
        [
            171,
            163,
            180,
            171,
            163,
            180
        ],
        [
            411,
            463,
            370,
            411,
            463,
            370
        ],
        [
            23455,
            11745,
            11710,
            23455,
            11745,
            11710
        ],
        [
            27.557612,
            29.349278,
            0,
            27.557612,
            29.349278,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470235,
            375469,
            93047,
            444725,
            398289,
            190331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 24087,
    "evaluation_days": 250.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736514900000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759995477649,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 208
        }
    }
}

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)