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Trade: MKR/USDT/15/KCB/RMA/5779

Strategy
MKR/USDT/15/KCB/RMA/5779
Pair
MKR_USDT
Interval
15m
Score
420584
Daily Profit
0.437229
Profit Factor
1.614228
Profitability
74.193548
Streak
26.779205
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-10-03 20:57
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 109705.0201 76474.3905 33230.6296 110895.2293 71866.4623 39028.767
Total P&L (%) 109.705 76.4744 33.2306 110.8952 71.8665 39.0288
Avg Daily Profit (%) 0.4372 0.3048 0.1324 0.2978 0.2161 0.1314
Buy And Hold Return (%) 25.9514 25.9514 25.9514 25.9514 25.9514 25.9514
Max Trade Drawdown -55011 -27543 -50776 -53392 -49719 -47179
Profit Factor 1.6142 1.9557 1.3371 1.5372 1.7284 1.3622
Total Trades 93 47 46 93 47 46
Winning Trades 69 36 33 69 36 33
Losing Trades 24 11 13 24 11 13
Profitability (%) 74.1935 76.5957 71.7391 74.1935 76.5957 71.7391
Ratio Avg Win / Avg Loss 0.5615 0.5976 0.5267 0.5347 0.5281 0.5366
Largest Winning Trade 16305 16305 8673 20005 20005 11726
Largest Losing Trade -50776 -15622 -50776 -47179 -29294 -47179
Avg Bars in Trades 252 253 250 252 253 250
Avg Bars in Winners 139 150 127 139 150 127
Avg Bars in Losers 576 592 561 576 592 561
Bars Traded 23442 11924 11518 23442 11924 11518
Profit Streak 26.7792 37.675 26.7792 26.7792 37.675 26.7792
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420584 357645 -93607 364368 308873 -26506
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": 1736343000000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759514223317,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 128,
            "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": [
        [
            109705.0200886254,
            76474.3904883378,
            33230.6296002876,
            110895.2293032292,
            71866.4622740451,
            39028.7670291841
        ],
        [
            109.70502,
            76.47439,
            33.23063,
            110.895229,
            71.866462,
            39.028767
        ],
        [
            0.437229,
            0.304788,
            0.13244,
            0.297837,
            0.216066,
            0.131413
        ],
        [
            25.951389,
            25.951389,
            25.951389,
            25.951389,
            25.951389,
            25.951389
        ],
        [
            -55011,
            -27543,
            -50776,
            -53392,
            -49719,
            -47179
        ],
        [
            1.614228,
            1.955701,
            1.337068,
            1.537246,
            1.728407,
            1.36221
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            74.193548,
            76.595745,
            71.73913,
            74.193548,
            76.595745,
            71.73913
        ],
        [
            0.561471,
            0.597575,
            0.526724,
            0.534694,
            0.528124,
            0.536628
        ],
        [
            16305,
            16305,
            8673,
            20005,
            20005,
            11726
        ],
        [
            -50776,
            -15622,
            -50776,
            -47179,
            -29294,
            -47179
        ],
        [
            252,
            253,
            250,
            252,
            253,
            250
        ],
        [
            139,
            150,
            127,
            139,
            150,
            127
        ],
        [
            576,
            592,
            561,
            576,
            592,
            561
        ],
        [
            23442,
            11924,
            11518,
            23442,
            11924,
            11518
        ],
        [
            26.779205,
            37.675038,
            26.779205,
            26.779205,
            37.675038,
            26.779205
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420584,
            357645,
            -93607,
            364368,
            308873,
            -26506
        ]
    ]
}
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": 1736343000000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759514223317,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 128,
            "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)