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Trade: FIL/USDT/15/KCU/HMA/9057

Strategy
FIL/USDT/15/KCU/HMA/9057
Pair
FIL_USDT
Interval
15m
Score
319351
Daily Profit
0.183304
Profit Factor
1.624991
Profitability
51.351351
Streak
18.984770
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 00:38
Expiration Time
2025-12-16 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 36960.4812 -10775.6223 47736.1035 27395.8233 -16093.3861 43489.2095
Total P&L (%) 36.9605 -10.7756 47.7361 27.3958 -16.0934 43.4892
Avg Daily Profit (%) 0.1419 -0.0414 0.1833 0.093 -0.0674 0.1388
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25561 -13137 -24093 -40347 -17681 -33923
Profit Factor 1.3077 0.7536 1.625 1.1648 0.7324 1.4097
Total Trades 74 37 37 74 37 37
Winning Trades 36 17 19 36 17 19
Losing Trades 38 20 18 38 20 18
Profitability (%) 48.6486 45.9459 51.3514 48.6486 45.9459 51.3514
Ratio Avg Win / Avg Loss 1.3804 0.8866 1.5395 1.2295 0.8616 1.3355
Largest Winning Trade 31665 6304 31665 31890 7886 31890
Largest Losing Trade -10614 -5043 -10614 -15930 -7294 -15930
Avg Bars in Trades 316 66 566 316 66 566
Avg Bars in Winners 434 84 748 434 84 748
Avg Bars in Losers 204 51 374 204 51 374
Bars Traded 23428 2478 20950 23428 2478 20950
Profit Streak 15.141 0 18.9848 15.141 0 18.9848
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76046 -583744 319351 -181522 -583744 -9109
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736941500000,
    "first_datapoint_time": 1737169200000,
    "last_datapoint_time": 1759440600000,
    "evaluation_time": 1759441084101,
    "expiration_time": 1765920600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 240,
            "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": [
        [
            36960.4812382666,
            -10775.6222684717,
            47736.1035067383,
            27395.8233259771,
            -16093.386140581,
            43489.209466558
        ],
        [
            36.960481,
            -10.775622,
            47.736104,
            27.395823,
            -16.093386,
            43.489209
        ],
        [
            0.141926,
            -0.041378,
            0.183304,
            0.093019,
            -0.067355,
            0.138753
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25561,
            -13137,
            -24093,
            -40347,
            -17681,
            -33923
        ],
        [
            1.307717,
            0.753605,
            1.624991,
            1.164765,
            0.73235,
            1.409723
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            48.648649,
            45.945946,
            51.351351,
            48.648649,
            45.945946,
            51.351351
        ],
        [
            1.380368,
            0.886594,
            1.539465,
            1.229475,
            0.861589,
            1.335527
        ],
        [
            31665,
            6304,
            31665,
            31890,
            7886,
            31890
        ],
        [
            -10614,
            -5043,
            -10614,
            -15930,
            -7294,
            -15930
        ],
        [
            316,
            66,
            566,
            316,
            66,
            566
        ],
        [
            434,
            84,
            748,
            434,
            84,
            748
        ],
        [
            204,
            51,
            374,
            204,
            51,
            374
        ],
        [
            23428,
            2478,
            20950,
            23428,
            2478,
            20950
        ],
        [
            15.14102,
            0,
            18.98477,
            15.14102,
            0,
            18.98477
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76046,
            -583744,
            319351,
            -181522,
            -583744,
            -9109
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736941500000,
    "first_datapoint_time": 1737169200000,
    "last_datapoint_time": 1759440600000,
    "evaluation_time": 1759441084101,
    "expiration_time": 1765920600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 240,
            "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)