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Trade: FIL/USDT/15/HWMA/DCL/3257

Strategy
FIL/USDT/15/HWMA/DCL/3257
Pair
FIL_USDT
Interval
15m
Score
423550
Daily Profit
0.282335
Profit Factor
1.688884
Profitability
61.165049
Streak
24.801365
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 11:13
Expiration Time
2025-12-24 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 73525.7908 7201.625 66324.1659 85280.6112 10419.2104 74861.4008
Total P&L (%) 73.5258 7.2016 66.3242 85.2806 10.4192 74.8614
Avg Daily Profit (%) 0.2823 0.0277 0.2547 0.2371 0.0381 0.2148
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27002 -8904 -23871 -48029 -15721 -39748
Profit Factor 1.6889 1.4566 1.7292 1.4605 1.3911 1.4722
Total Trades 103 52 51 103 52 51
Winning Trades 63 33 30 63 33 30
Losing Trades 40 19 21 40 19 21
Profitability (%) 61.165 63.4615 58.8235 61.165 63.4615 58.8235
Ratio Avg Win / Avg Loss 1.0723 0.8387 1.2104 0.9273 0.8009 1.0305
Largest Winning Trade 21940 1570 21940 30555 3052 30555
Largest Losing Trade -12016 -4492 -12016 -18816 -8347 -18816
Avg Bars in Trades 236 2 474 236 2 474
Avg Bars in Winners 163 2 340 163 2 340
Avg Bars in Losers 351 3 666 351 3 666
Bars Traded 24353 155 24198 24353 155 24198
Profit Streak 24.8014 24.8014 25.718 24.8014 24.8014 25.718
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423550 -500666 -168793 312766 -474418 -169920
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737584100000,
    "first_datapoint_time": 1737762300000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760084037927,
    "expiration_time": 1766563200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33836,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 199,
            "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": [
        [
            73525.7908351041,
            7201.6249676514,
            66324.1658674526,
            85280.6112471065,
            10419.21040883,
            74861.4008382765
        ],
        [
            73.525791,
            7.201625,
            66.324166,
            85.280611,
            10.41921,
            74.861401
        ],
        [
            0.282335,
            0.027654,
            0.254682,
            0.237091,
            0.038067,
            0.214816
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27002,
            -8904,
            -23871,
            -48029,
            -15721,
            -39748
        ],
        [
            1.688884,
            1.456615,
            1.729158,
            1.46051,
            1.39112,
            1.472169
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            61.165049,
            63.461538,
            58.823529,
            61.165049,
            63.461538,
            58.823529
        ],
        [
            1.072307,
            0.838657,
            1.21041,
            0.927308,
            0.800948,
            1.030518
        ],
        [
            21940,
            1570,
            21940,
            30555,
            3052,
            30555
        ],
        [
            -12016,
            -4492,
            -12016,
            -18816,
            -8347,
            -18816
        ],
        [
            236,
            2,
            474,
            236,
            2,
            474
        ],
        [
            163,
            2,
            340,
            163,
            2,
            340
        ],
        [
            351,
            3,
            666,
            351,
            3,
            666
        ],
        [
            24353,
            155,
            24198,
            24353,
            155,
            24198
        ],
        [
            24.801365,
            24.801365,
            25.718031,
            24.801365,
            24.801365,
            25.718032
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423550,
            -500666,
            -168793,
            312766,
            -474418,
            -169920
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737584100000,
    "first_datapoint_time": 1737762300000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760084037927,
    "expiration_time": 1766563200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33836,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 199,
            "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)