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Trade: FIL/USDT/15/JMA/HILO/8858

Strategy
FIL/USDT/15/JMA/HILO/8858
Pair
FIL_USDT
Interval
15m
Score
303108
Daily Profit
0.378325
Profit Factor
1.291295
Profitability
48.701299
Streak
2.264996
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 120020.0558 21496.6569 98523.3989 150792.9616 18930.6294 131862.3322
Total P&L (%) 120.0201 21.4967 98.5234 150.793 18.9306 131.8623
Avg Daily Profit (%) 0.4609 0.0825 0.3783 0.3537 0.0666 0.3235
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35186 -31245 -20638 -70163 -49414 -42166
Profit Factor 1.1861 1.0701 1.2913 1.1399 1.0369 1.2335
Total Trades 923 461 462 923 461 462
Winning Trades 423 198 225 423 198 225
Losing Trades 500 263 237 500 263 237
Profitability (%) 45.8288 42.9501 48.7013 45.8288 42.9501 48.7013
Ratio Avg Win / Avg Loss 1.402 1.4214 1.3602 1.3474 1.3773 1.2993
Largest Winning Trade 26366 10482 26366 50795 16119 50795
Largest Losing Trade -12011 -12011 -9569 -18597 -18597 -13221
Avg Bars in Trades 26 24 29 26 24 29
Avg Bars in Winners 32 31 33 32 31 33
Avg Bars in Losers 21 18 25 21 18 25
Bars Traded 24843 11196 13647 24843 11196 13647
Profit Streak 2.2129 2.2129 2.265 2.2129 2.2129 2.265
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4471 -235468 303108 -56182 -294954 273505
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": 1737788400000,
    "last_datapoint_time": 1760158800000,
    "evaluation_time": 1760159195706,
    "expiration_time": 1766638800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            120020.0557593334,
            21496.6569012732,
            98523.3988580603,
            150792.9616458181,
            18930.6294196567,
            131862.3322261613
        ],
        [
            120.020056,
            21.496657,
            98.523399,
            150.792962,
            18.930629,
            131.862332
        ],
        [
            0.460871,
            0.082546,
            0.378325,
            0.353691,
            0.066595,
            0.323452
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35186,
            -31245,
            -20638,
            -70163,
            -49414,
            -42166
        ],
        [
            1.186115,
            1.070103,
            1.291295,
            1.139938,
            1.036915,
            1.233484
        ],
        [
            923,
            461,
            462,
            923,
            461,
            462
        ],
        [
            423,
            198,
            225,
            423,
            198,
            225
        ],
        [
            500,
            263,
            237,
            500,
            263,
            237
        ],
        [
            45.828819,
            42.950108,
            48.701299,
            45.828819,
            42.950108,
            48.701299
        ],
        [
            1.402027,
            1.421399,
            1.360164,
            1.347444,
            1.377317,
            1.299269
        ],
        [
            26366,
            10482,
            26366,
            50795,
            16119,
            50795
        ],
        [
            -12011,
            -12011,
            -9569,
            -18597,
            -18597,
            -13221
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            32,
            31,
            33,
            32,
            31,
            33
        ],
        [
            21,
            18,
            25,
            21,
            18,
            25
        ],
        [
            24843,
            11196,
            13647,
            24843,
            11196,
            13647
        ],
        [
            2.212913,
            2.212913,
            2.264996,
            2.212913,
            2.212913,
            2.264997
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4471,
            -235468,
            303108,
            -56182,
            -294954,
            273505
        ]
    ]
}
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": 1737788400000,
    "last_datapoint_time": 1760158800000,
    "evaluation_time": 1760159195706,
    "expiration_time": 1766638800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)