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Trade: ETH/USDT/15/DCL/RMA/3510

Strategy
ETH/USDT/15/DCL/RMA/3510
Pair
ETH_USDT
Interval
15m
Score
409199
Daily Profit
0.284681
Profit Factor
3.402489
Profitability
50.000000
Streak
6.702256
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 22:06
Expiration Time
2025-12-24 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 54628.9458 74136.6264 -19507.6805 53166.907 77899.159 -24732.252
Total P&L (%) 54.6289 74.1366 -19.5077 53.1669 77.8992 -24.7323
Avg Daily Profit (%) 0.2098 0.2847 -0.0749 0.1639 0.2214 -0.109
Buy And Hold Return (%) 21.6188 21.6188 21.6188 21.6188 21.6188 21.6188
Max Trade Drawdown -18309 -4279 -23879 -19942 -5380 -30997
Profit Factor 1.7227 3.4025 0.5639 1.5964 3.3098 0.5537
Total Trades 61 30 31 61 30 31
Winning Trades 28 15 13 28 15 13
Losing Trades 33 15 18 33 15 18
Profitability (%) 45.9016 50 41.9355 45.9016 50 41.9355
Ratio Avg Win / Avg Loss 2.0303 3.4025 0.7808 1.8815 3.3098 0.7667
Largest Winning Trade 31770 31770 3883 27092 27092 5491
Largest Losing Trade -15167 -15167 -13378 -15137 -15137 -14750
Avg Bars in Trades 306 535 85 306 535 85
Avg Bars in Winners 370 619 82 370 619 82
Avg Bars in Losers 253 451 88 253 451 88
Bars Traded 18724 16064 2660 18724 16064 2660
Profit Streak 0 6.7023 0 0 6.7023 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161551 409199 -585071 -162497 388873 -585349
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737623700000,
    "first_datapoint_time": 1737824400000,
    "last_datapoint_time": 1760122800000,
    "evaluation_time": 1760123174904,
    "expiration_time": 1766602800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 224,
            "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": [
        [
            54628.9458402157,
            74136.626369751,
            -19507.6805295353,
            53166.9069856124,
            77899.1589724121,
            -24732.2519867996
        ],
        [
            54.628946,
            74.136626,
            -19.507681,
            53.166907,
            77.899159,
            -24.732252
        ],
        [
            0.209772,
            0.284681,
            -0.074909,
            0.163853,
            0.221444,
            -0.109041
        ],
        [
            21.618803,
            21.618803,
            21.618803,
            21.618803,
            21.618803,
            21.618803
        ],
        [
            -18309,
            -4279,
            -23879,
            -19942,
            -5380,
            -30997
        ],
        [
            1.722677,
            3.402489,
            0.56392,
            1.596418,
            3.309823,
            0.553719
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            45.901639,
            50,
            41.935484,
            45.901639,
            50,
            41.935484
        ],
        [
            2.030298,
            3.402489,
            0.780813,
            1.881492,
            3.309823,
            0.766688
        ],
        [
            31770,
            31770,
            3883,
            27092,
            27092,
            5491
        ],
        [
            -15167,
            -15167,
            -13378,
            -15137,
            -15137,
            -14750
        ],
        [
            306,
            535,
            85,
            306,
            535,
            85
        ],
        [
            370,
            619,
            82,
            370,
            619,
            82
        ],
        [
            253,
            451,
            88,
            253,
            451,
            88
        ],
        [
            18724,
            16064,
            2660,
            18724,
            16064,
            2660
        ],
        [
            0,
            6.702256,
            0,
            0,
            6.702256,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161551,
            409199,
            -585071,
            -162497,
            388873,
            -585349
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737623700000,
    "first_datapoint_time": 1737824400000,
    "last_datapoint_time": 1760122800000,
    "evaluation_time": 1760123174904,
    "expiration_time": 1766602800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 224,
            "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)