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Trade: MKR/USDT/15/VWAP/SINWMA/7030

Strategy
MKR/USDT/15/VWAP/SINWMA/7030
Pair
MKR_USDT
Interval
15m
Score
313234
Daily Profit
0.355471
Profit Factor
1.470933
Profitability
67.307692
Streak
34.174509
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-10-11 07:11
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 89191.327 65783.8086 23407.5185 84359.0931 63023.9352 21335.1579
Total P&L (%) 89.1913 65.7838 23.4075 84.3591 63.0239 21.3352
Avg Daily Profit (%) 0.3555 0.2622 0.0933 0.2441 0.195 0.0771
Buy And Hold Return (%) 24.3964 24.3964 24.3964 24.3964 24.3964 24.3964
Max Trade Drawdown -46596 -24197 -43262 -48329 -40891 -42694
Profit Factor 1.4709 1.7882 1.221 1.3492 1.5669 1.1636
Total Trades 104 52 52 104 52 52
Winning Trades 70 33 37 70 33 37
Losing Trades 34 19 15 34 19 15
Profitability (%) 67.3077 63.4615 71.1538 67.3077 63.4615 71.1538
Ratio Avg Win / Avg Loss 0.7145 1.0296 0.495 0.6553 0.9022 0.4717
Largest Winning Trade 16851 16851 12358 18040 18040 14610
Largest Losing Trade -40773 -15443 -40773 -40182 -30023 -40182
Avg Bars in Trades 219 217 221 219 217 221
Avg Bars in Winners 142 131 152 142 131 152
Avg Bars in Losers 377 366 391 377 366 391
Bars Traded 22828 11300 11528 22828 11300 11528
Profit Streak 34.1745 44.737 34.1745 34.1745 44.737 34.1745
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313234 -171190 -414460 245856 -174096 -476165
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": 1736568000000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1760155877548,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 168,
            "offset": 212
        }
    }
}
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": [
        [
            89191.3270437894,
            65783.8085669531,
            23407.5184768363,
            84359.0931065116,
            63023.9352184908,
            21335.1578880209
        ],
        [
            89.191327,
            65.783809,
            23.407518,
            84.359093,
            63.023935,
            21.335158
        ],
        [
            0.355471,
            0.262181,
            0.09329,
            0.244096,
            0.194972,
            0.077104
        ],
        [
            24.396433,
            24.396433,
            24.396433,
            24.396433,
            24.396433,
            24.396433
        ],
        [
            -46596,
            -24197,
            -43262,
            -48329,
            -40891,
            -42694
        ],
        [
            1.470933,
            1.788204,
            1.220967,
            1.349247,
            1.566931,
            1.16364
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            70,
            33,
            37,
            70,
            33,
            37
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            67.307692,
            63.461538,
            71.153846,
            67.307692,
            63.461538,
            71.153846
        ],
        [
            0.714453,
            1.029572,
            0.494986,
            0.655348,
            0.902172,
            0.471746
        ],
        [
            16851,
            16851,
            12358,
            18040,
            18040,
            14610
        ],
        [
            -40773,
            -15443,
            -40773,
            -40182,
            -30023,
            -40182
        ],
        [
            219,
            217,
            221,
            219,
            217,
            221
        ],
        [
            142,
            131,
            152,
            142,
            131,
            152
        ],
        [
            377,
            366,
            391,
            377,
            366,
            391
        ],
        [
            22828,
            11300,
            11528,
            22828,
            11300,
            11528
        ],
        [
            34.174509,
            44.737009,
            34.174509,
            34.174509,
            44.737009,
            34.174509
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313234,
            -171190,
            -414460,
            245856,
            -174096,
            -476165
        ]
    ]
}
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": 1736568000000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1760155877548,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 168,
            "offset": 212
        }
    }
}

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)