← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: FIL/USDT/15/DCU/WMA/3476

Strategy
FIL/USDT/15/DCU/WMA/3476
Pair
FIL_USDT
Interval
15m
Score
309525
Daily Profit
0.232079
Profit Factor
1.291676
Profitability
54.301075
Streak
5.892607
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 19:40
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 60438.0371 -1897.8717 62335.9088 55702.2073 -11351.9068 67054.1141
Total P&L (%) 60.438 -1.8979 62.3359 55.7022 -11.3519 67.0541
Avg Daily Profit (%) 0.2321 -0.0073 0.2394 0.1702 -0.0463 0.1972
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51534 -23886 -34510 -106252 -43443 -74628
Profit Factor 1.2917 0.9734 1.4592 1.1542 0.905 1.2773
Total Trades 186 93 93 186 93 93
Winning Trades 101 50 51 101 50 51
Losing Trades 85 43 42 85 43 42
Profitability (%) 54.3011 53.7634 54.8387 54.3011 53.7634 54.8387
Ratio Avg Win / Avg Loss 1.0871 0.8372 1.2017 0.9713 0.7783 1.0519
Largest Winning Trade 17069 14394 17069 21076 20200 21076
Largest Losing Trade -16040 -12561 -16040 -31819 -16830 -31819
Avg Bars in Trades 132 28 237 132 28 237
Avg Bars in Winners 114 28 198 114 28 198
Avg Bars in Losers 154 28 284 154 28 284
Bars Traded 24664 2623 22041 24664 2623 22041
Profit Streak 5.8926 5.8926 6.5697 5.8926 5.8926 6.5697
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309525 -581014 292256 -44889 -581014 250617

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736420400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758904821216,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "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": [
        [
            60438.0371005625,
            -1897.8716823143,
            62335.9087828769,
            55702.2073288908,
            -11351.9067509878,
            67054.1140798787
        ],
        [
            60.438037,
            -1.897872,
            62.335909,
            55.702207,
            -11.351907,
            67.054114
        ],
        [
            0.232079,
            -0.007288,
            0.239367,
            0.170168,
            -0.046259,
            0.19724
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51534,
            -23886,
            -34510,
            -106252,
            -43443,
            -74628
        ],
        [
            1.291676,
            0.973437,
            1.459157,
            1.154168,
            0.905031,
            1.27734
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            54.301075,
            53.763441,
            54.83871,
            54.301075,
            53.763441,
            54.83871
        ],
        [
            1.087054,
            0.837156,
            1.201658,
            0.97133,
            0.778326,
            1.051927
        ],
        [
            17069,
            14394,
            17069,
            21076,
            20200,
            21076
        ],
        [
            -16040,
            -12561,
            -16040,
            -31819,
            -16830,
            -31819
        ],
        [
            132,
            28,
            237,
            132,
            28,
            237
        ],
        [
            114,
            28,
            198,
            114,
            28,
            198
        ],
        [
            154,
            28,
            284,
            154,
            28,
            284
        ],
        [
            24664,
            2623,
            22041,
            24664,
            2623,
            22041
        ],
        [
            5.892607,
            5.892607,
            6.56969,
            5.892607,
            5.892607,
            6.56969
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309525,
            -581014,
            292256,
            -44889,
            -581014,
            250617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736420400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758904821216,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "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)