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Trade: MKR/USDT/15/MIDPRICE/DCM/3218

Strategy
MKR/USDT/15/MIDPRICE/DCM/3218
Pair
MKR_USDT
Interval
15m
Score
369574
Daily Profit
0.292734
Profit Factor
2.106646
Profitability
56.250000
Streak
39.469001
Best Strategy
Training Data Length
250.910000
Evaluation Time
2025-10-09 07:15
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 89935.2474 73449.828 16485.4195 67733.7268 72536.1144 -4802.3876
Total P&L (%) 89.9352 73.4498 16.4854 67.7337 72.5361 -4.8024
Avg Daily Profit (%) 0.3584 0.2927 0.0657 0.2063 0.2176 -0.0196
Buy And Hold Return (%) 22.9627 22.9627 22.9627 22.9627 22.9627 22.9627
Max Trade Drawdown -38637 -23589 -35157 -70926 -21621 -67315
Profit Factor 1.5783 2.1066 1.1849 1.2772 1.8501 0.9698
Total Trades 64 32 32 64 32 32
Winning Trades 37 18 19 37 18 19
Losing Trades 27 14 13 27 14 13
Profitability (%) 57.8125 56.25 59.375 57.8125 56.25 59.375
Ratio Avg Win / Avg Loss 1.1517 1.6385 0.8107 0.932 1.439 0.6635
Largest Winning Trade 79507 79507 25738 60069 60069 34906
Largest Losing Trade -19238 -19238 -15109 -27957 -21621 -27957
Avg Bars in Trades 366 349 383 366 349 383
Avg Bars in Winners 340 284 393 340 284 393
Avg Bars in Losers 402 434 368 402 434 368
Bars Traded 23462 11190 12272 23462 11190 12272
Profit Streak 34.3232 39.469 34.3232 34.3232 39.469 34.3232
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134004 369574 -289446 -139670 287368 -580479
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": 1736449200000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759983321718,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 248,
            "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": [
        [
            89935.2474104108,
            73449.8279588738,
            16485.419451537,
            67733.7268198818,
            72536.1144019037,
            -4802.3875820219
        ],
        [
            89.935247,
            73.449828,
            16.485419,
            67.733727,
            72.536114,
            -4.802388
        ],
        [
            0.358436,
            0.292734,
            0.065703,
            0.206345,
            0.21762,
            -0.019613
        ],
        [
            22.962712,
            22.962712,
            22.962712,
            22.962712,
            22.962712,
            22.962712
        ],
        [
            -38637,
            -23589,
            -35157,
            -70926,
            -21621,
            -67315
        ],
        [
            1.578312,
            2.106646,
            1.184935,
            1.277224,
            1.850144,
            0.969798
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            57.8125,
            56.25,
            59.375,
            57.8125,
            56.25,
            59.375
        ],
        [
            1.151741,
            1.638502,
            0.810745,
            0.932028,
            1.439001,
            0.663546
        ],
        [
            79507,
            79507,
            25738,
            60069,
            60069,
            34906
        ],
        [
            -19238,
            -19238,
            -15109,
            -27957,
            -21621,
            -27957
        ],
        [
            366,
            349,
            383,
            366,
            349,
            383
        ],
        [
            340,
            284,
            393,
            340,
            284,
            393
        ],
        [
            402,
            434,
            368,
            402,
            434,
            368
        ],
        [
            23462,
            11190,
            12272,
            23462,
            11190,
            12272
        ],
        [
            34.323168,
            39.469001,
            34.323168,
            34.323168,
            39.469001,
            34.323168
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134004,
            369574,
            -289446,
            -139670,
            287368,
            -580479
        ]
    ]
}
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": 1736449200000,
    "last_datapoint_time": 1757904300000,
    "evaluation_time": 1759983321718,
    "expiration_time": 1764147650400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 248,
            "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)