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Trade: FIL/USDT/15/DCM/BBL/3705

Strategy
FIL/USDT/15/DCM/BBL/3705
Pair
FIL_USDT
Interval
15m
Score
565156
Daily Profit
0.815528
Profit Factor
2.356099
Profitability
46.067416
Streak
7.796228
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 08:06
Expiration Time
2025-12-25 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 212379.8598 108899.8369 103480.0229 290055.0162 194482.958 95572.0582
Total P&L (%) 212.3799 108.8998 103.48 290.055 194.483 95.5721
Avg Daily Profit (%) 0.8155 0.4182 0.3974 0.524 0.4156 0.2579
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47127 -25084 -28684 -73752 -33973 -49436
Profit Factor 2.3561 3.398 1.9306 2.2881 4.0654 1.5909
Total Trades 89 45 44 89 45 44
Winning Trades 41 19 22 41 19 22
Losing Trades 48 26 22 48 26 22
Profitability (%) 46.0674 42.2222 50 46.0674 42.2222 50
Ratio Avg Win / Avg Loss 2.7584 4.6499 1.9306 2.6788 5.5632 1.5909
Largest Winning Trade 124912 124912 67364 216630 216630 69803
Largest Losing Trade -14823 -7829 -14823 -22764 -9627 -22764
Avg Bars in Trades 272 34 515 272 34 515
Avg Bars in Winners 317 37 558 317 37 558
Avg Bars in Losers 234 32 473 234 32 473
Bars Traded 24248 1552 22697 24248 1552 22697
Profit Streak 7.7962 7.7962 8.1296 7.7962 7.7962 8.1296
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 565156 443020 443191 475035 464242 375318
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737659700000,
    "first_datapoint_time": 1737837900000,
    "last_datapoint_time": 1760158800000,
    "evaluation_time": 1760159194092,
    "expiration_time": 1766638800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 2.69783
        }
    }
}
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": [
        [
            212379.8598485124,
            108899.836900391,
            103480.0229481214,
            290055.0161887531,
            194482.9579733191,
            95572.058215434
        ],
        [
            212.37986,
            108.899837,
            103.480023,
            290.055016,
            194.482958,
            95.572058
        ],
        [
            0.815528,
            0.41817,
            0.397358,
            0.524031,
            0.415595,
            0.2579
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47127,
            -25084,
            -28684,
            -73752,
            -33973,
            -49436
        ],
        [
            2.356099,
            3.398006,
            1.93059,
            2.288128,
            4.065448,
            1.590928
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            46.067416,
            42.222222,
            50,
            46.067416,
            42.222222,
            50
        ],
        [
            2.75836,
            4.649903,
            1.93059,
            2.678784,
            5.563245,
            1.590928
        ],
        [
            124912,
            124912,
            67364,
            216630,
            216630,
            69803
        ],
        [
            -14823,
            -7829,
            -14823,
            -22764,
            -9627,
            -22764
        ],
        [
            272,
            34,
            515,
            272,
            34,
            515
        ],
        [
            317,
            37,
            558,
            317,
            37,
            558
        ],
        [
            234,
            32,
            473,
            234,
            32,
            473
        ],
        [
            24248,
            1552,
            22697,
            24248,
            1552,
            22697
        ],
        [
            7.796228,
            7.796228,
            8.129561,
            7.796228,
            7.796228,
            8.129561
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            565156,
            443020,
            443191,
            475035,
            464242,
            375318
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737659700000,
    "first_datapoint_time": 1737837900000,
    "last_datapoint_time": 1760158800000,
    "evaluation_time": 1760159194092,
    "expiration_time": 1766638800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 2.69783
        }
    }
}

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)