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Trade: FIL/USDT/15/KCB/RMA/3540

Strategy
FIL/USDT/15/KCB/RMA/3540
Pair
FIL_USDT
Interval
15m
Score
316723
Daily Profit
0.228054
Profit Factor
1.294513
Profitability
69.930070
Streak
6.201568
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 00:20
Expiration Time
2025-12-17 23:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59389.7107 -8957.0904 68346.8011 53438.2253 -17885.1177 71323.3431
Total P&L (%) 59.3897 -8.9571 68.3468 53.4382 -17.8851 71.3233
Avg Daily Profit (%) 0.2281 -0.0344 0.2624 0.1645 -0.0756 0.207
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33961 -33373 -25568 -34641 -35405 -31580
Profit Factor 1.2945 0.9358 2.1004 1.2166 0.8935 1.906
Total Trades 143 72 71 143 72 71
Winning Trades 100 46 54 100 46 54
Losing Trades 43 26 17 43 26 17
Profitability (%) 69.9301 63.8889 76.0563 69.9301 63.8889 76.0563
Ratio Avg Win / Avg Loss 0.5566 0.5289 0.6612 0.5231 0.505 0.6
Largest Winning Trade 7378 7378 7274 10624 9005 10624
Largest Losing Trade -29231 -29231 -13564 -29821 -29821 -15968
Avg Bars in Trades 171 185 158 171 185 158
Avg Bars in Winners 93 87 98 93 87 98
Avg Bars in Losers 353 356 349 353 356 349
Bars Traded 24586 13325 11261 24586 13325 11261
Profit Streak 6.2016 6.2224 6.2016 6.2016 6.2224 6.2016
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316723 -657971 -74269 265756 -657971 -75009
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737027000000,
    "first_datapoint_time": 1737137700000,
    "last_datapoint_time": 1759526100000,
    "evaluation_time": 1759526415517,
    "expiration_time": 1766006100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 166,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 124,
            "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": [
        [
            59389.7106928828,
            -8957.0903698741,
            68346.8010627569,
            53438.2253437231,
            -17885.1177291131,
            71323.3430728363
        ],
        [
            59.389711,
            -8.95709,
            68.346801,
            53.438225,
            -17.885118,
            71.323343
        ],
        [
            0.228054,
            -0.034395,
            0.262448,
            0.164534,
            -0.075638,
            0.20695
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33961,
            -33373,
            -25568,
            -34641,
            -35405,
            -31580
        ],
        [
            1.294513,
            0.935812,
            2.10042,
            1.216611,
            0.893526,
            1.905979
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            100,
            46,
            54,
            100,
            46,
            54
        ],
        [
            43,
            26,
            17,
            43,
            26,
            17
        ],
        [
            69.93007,
            63.888889,
            76.056338,
            69.93007,
            63.888889,
            76.056338
        ],
        [
            0.55664,
            0.528937,
            0.661243,
            0.523143,
            0.505036,
            0.60003
        ],
        [
            7378,
            7378,
            7274,
            10624,
            9005,
            10624
        ],
        [
            -29231,
            -29231,
            -13564,
            -29821,
            -29821,
            -15968
        ],
        [
            171,
            185,
            158,
            171,
            185,
            158
        ],
        [
            93,
            87,
            98,
            93,
            87,
            98
        ],
        [
            353,
            356,
            349,
            353,
            356,
            349
        ],
        [
            24586,
            13325,
            11261,
            24586,
            13325,
            11261
        ],
        [
            6.201568,
            6.222402,
            6.201568,
            6.201568,
            6.222402,
            6.201568
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316723,
            -657971,
            -74269,
            265756,
            -657971,
            -75009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737027000000,
    "first_datapoint_time": 1737137700000,
    "last_datapoint_time": 1759526100000,
    "evaluation_time": 1759526415517,
    "expiration_time": 1766006100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 166,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 124,
            "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)