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Trade: MKR/USDT/15/KCL/SSF/5732

Strategy
MKR/USDT/15/KCL/SSF/5732
Pair
MKR_USDT
Interval
15m
Score
379826
Daily Profit
0.413550
Profit Factor
1.401577
Profitability
67.058824
Streak
35.816445
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-10-09 04:50
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 103763.7843 75176.8596 28586.9247 118010.9247 86732.1135 31278.8112
Total P&L (%) 103.7638 75.1769 28.5869 118.0109 86.7321 31.2788
Avg Daily Profit (%) 0.4136 0.2996 0.1139 0.3111 0.2492 0.1085
Buy And Hold Return (%) 17.0129 17.0129 17.0129 17.0129 17.0129 17.0129
Max Trade Drawdown -30966 -33160 -21014 -64874 -65933 -47914
Profit Factor 1.4016 1.4222 1.3558 1.2708 1.2949 1.2209
Total Trades 170 85 85 170 85 85
Winning Trades 114 53 61 114 53 61
Losing Trades 56 32 24 56 32 24
Profitability (%) 67.0588 62.3529 71.7647 67.0588 62.3529 71.7647
Ratio Avg Win / Avg Loss 0.6885 0.8587 0.5334 0.6243 0.7818 0.4804
Largest Winning Trade 23970 23970 5699 22892 22892 10571
Largest Losing Trade -18072 -18072 -17211 -42570 -42570 -38659
Avg Bars in Trades 140 226 53 140 226 53
Avg Bars in Winners 99 164 42 99 164 42
Avg Bars in Losers 224 330 82 224 330 82
Bars Traded 23844 19292 4553 23844 19292 4553
Profit Streak 35.8164 38.9414 35.8164 35.8164 38.9414 35.8164
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379826 248451 -49267 339636 225870 -56248
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": 1736266500000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759974640842,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            103763.7843127409,
            75176.8595760297,
            28586.9247367112,
            118010.9246852991,
            86732.1135329402,
            31278.8111523588
        ],
        [
            103.763784,
            75.17686,
            28.586925,
            118.010925,
            86.732114,
            31.278811
        ],
        [
            0.41355,
            0.299617,
            0.113933,
            0.311102,
            0.249206,
            0.108525
        ],
        [
            17.012903,
            17.012903,
            17.012903,
            17.012903,
            17.012903,
            17.012903
        ],
        [
            -30966,
            -33160,
            -21014,
            -64874,
            -65933,
            -47914
        ],
        [
            1.401577,
            1.422215,
            1.355836,
            1.270824,
            1.294851,
            1.220909
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            114,
            53,
            61,
            114,
            53,
            61
        ],
        [
            56,
            32,
            24,
            56,
            32,
            24
        ],
        [
            67.058824,
            62.352941,
            71.764706,
            67.058824,
            62.352941,
            71.764706
        ],
        [
            0.688494,
            0.858696,
            0.533444,
            0.624265,
            0.781797,
            0.480358
        ],
        [
            23970,
            23970,
            5699,
            22892,
            22892,
            10571
        ],
        [
            -18072,
            -18072,
            -17211,
            -42570,
            -42570,
            -38659
        ],
        [
            140,
            226,
            53,
            140,
            226,
            53
        ],
        [
            99,
            164,
            42,
            99,
            164,
            42
        ],
        [
            224,
            330,
            82,
            224,
            330,
            82
        ],
        [
            23844,
            19292,
            4553,
            23844,
            19292,
            4553
        ],
        [
            35.816445,
            38.941445,
            35.816445,
            35.816445,
            38.941445,
            35.816445
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379826,
            248451,
            -49267,
            339636,
            225870,
            -56248
        ]
    ]
}
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": 1736266500000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759974640842,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 3
        }
    }
}

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)