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Trade: FIL/USDT/15/DEMA/SINWMA/9375

Strategy
FIL/USDT/15/DEMA/SINWMA/9375
Pair
FIL_USDT
Interval
15m
Score
548618
Daily Profit
0.995960
Profit Factor
1.650601
Profitability
46.354167
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 15:34
Expiration Time
2025-12-26 14:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259367.9769 121025.2537 138342.7232 568602.0285 388093.5529 180508.4756
Total P&L (%) 259.368 121.0253 138.3427 568.602 388.0936 180.5085
Avg Daily Profit (%) 0.996 0.4647 0.5312 0.7323 0.6106 0.3969
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31826 -21231 -18844 -86494 -54648 -49514
Profit Factor 1.6506 1.6052 1.6963 1.7436 2.0772 1.4464
Total Trades 384 192 192 384 192 192
Winning Trades 178 95 83 178 95 83
Losing Trades 206 97 109 206 97 109
Profitability (%) 46.3542 49.4792 43.2292 46.3542 49.4792 43.2292
Ratio Avg Win / Avg Loss 1.9102 1.639 2.2277 2.0179 2.1209 1.8994
Largest Winning Trade 103028 103028 65283 364413 364413 139705
Largest Losing Trade -9537 -8218 -9537 -49514 -12044 -49514
Avg Bars in Trades 64 67 61 64 67 61
Avg Bars in Winners 82 84 80 82 84 80
Avg Bars in Losers 48 50 46 48 50 46
Bars Traded 24745 12971 11774 24745 12971 11774
Profit Streak 0 1.7221 0 0 1.7221 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 548618 340270 363146 543113 417950 281308
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737773100000,
    "first_datapoint_time": 1737898200000,
    "last_datapoint_time": 1760272200000,
    "evaluation_time": 1760272493666,
    "expiration_time": 1766752200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "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": [
        [
            259367.9769229825,
            121025.2537322716,
            138342.7231907108,
            568602.0284773406,
            388093.552907866,
            180508.4755694747
        ],
        [
            259.367977,
            121.025254,
            138.342723,
            568.602028,
            388.093553,
            180.508476
        ],
        [
            0.99596,
            0.464731,
            0.531229,
            0.732266,
            0.610618,
            0.396851
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31826,
            -21231,
            -18844,
            -86494,
            -54648,
            -49514
        ],
        [
            1.650601,
            1.605194,
            1.696304,
            1.74358,
            2.07719,
            1.446363
        ],
        [
            384,
            192,
            192,
            384,
            192,
            192
        ],
        [
            178,
            95,
            83,
            178,
            95,
            83
        ],
        [
            206,
            97,
            109,
            206,
            97,
            109
        ],
        [
            46.354167,
            49.479167,
            43.229167,
            46.354167,
            49.479167,
            43.229167
        ],
        [
            1.910246,
            1.638987,
            2.227676,
            2.017851,
            2.12092,
            1.89944
        ],
        [
            103028,
            103028,
            65283,
            364413,
            364413,
            139705
        ],
        [
            -9537,
            -8218,
            -9537,
            -49514,
            -12044,
            -49514
        ],
        [
            64,
            67,
            61,
            64,
            67,
            61
        ],
        [
            82,
            84,
            80,
            82,
            84,
            80
        ],
        [
            48,
            50,
            46,
            48,
            50,
            46
        ],
        [
            24745,
            12971,
            11774,
            24745,
            12971,
            11774
        ],
        [
            0,
            1.722149,
            0,
            0,
            1.722149,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            548618,
            340270,
            363146,
            543113,
            417950,
            281308
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737773100000,
    "first_datapoint_time": 1737898200000,
    "last_datapoint_time": 1760272200000,
    "evaluation_time": 1760272493666,
    "expiration_time": 1766752200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "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)