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Trade: FIL/USDT/15/MIDPRICE/SWMA/6009

Strategy
FIL/USDT/15/MIDPRICE/SWMA/6009
Pair
FIL_USDT
Interval
15m
Score
334580
Daily Profit
0.273222
Profit Factor
1.309467
Profitability
66.233766
Streak
4.347490
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 02:20
Expiration Time
2025-12-23 01:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71152.3804 6569.5234 64582.857 68047.1006 -2073.3458 70120.4464
Total P&L (%) 71.1524 6.5695 64.5829 68.0471 -2.0733 70.1204
Avg Daily Profit (%) 0.2732 0.0252 0.248 0.1995 -0.008 0.2042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37578 -36301 -22991 -66199 -39802 -39341
Profit Factor 1.3095 1.0435 1.8198 1.1945 0.9907 1.5477
Total Trades 154 77 77 154 77 77
Winning Trades 102 50 52 102 50 52
Losing Trades 52 27 25 52 27 25
Profitability (%) 66.2338 64.9351 67.5325 66.2338 64.9351 67.5325
Ratio Avg Win / Avg Loss 0.6676 0.5635 0.8749 0.609 0.535 0.7441
Largest Winning Trade 11123 8856 11123 17750 12983 17750
Largest Losing Trade -29125 -29125 -15819 -30373 -30373 -28331
Avg Bars in Trades 160 166 155 160 166 155
Avg Bars in Winners 101 90 112 101 90 112
Avg Bars in Losers 276 306 244 276 306 244
Bars Traded 24728 12785 11942 24728 12785 11942
Profit Streak 4.3475 11.7017 4.3475 4.3475 11.7017 4.3475
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334580 -538862 -31890 66561 -620310 -32647
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737466200000,
    "first_datapoint_time": 1737684900000,
    "last_datapoint_time": 1759965300000,
    "evaluation_time": 1759965623102,
    "expiration_time": 1766445300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 244,
            "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": [
        [
            71152.3803692716,
            6569.5234037197,
            64582.8569655519,
            68047.1005645526,
            -2073.3457962476,
            70120.4463608003
        ],
        [
            71.15238,
            6.569523,
            64.582857,
            68.047101,
            -2.073346,
            70.120446
        ],
        [
            0.273222,
            0.025227,
            0.247995,
            0.199521,
            -0.008045,
            0.204239
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37578,
            -36301,
            -22991,
            -66199,
            -39802,
            -39341
        ],
        [
            1.309467,
            1.043465,
            1.819836,
            1.194531,
            0.990651,
            1.547681
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            102,
            50,
            52,
            102,
            50,
            52
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            66.233766,
            64.935065,
            67.532468,
            66.233766,
            64.935065,
            67.532468
        ],
        [
            0.667571,
            0.563471,
            0.874921,
            0.608977,
            0.534951,
            0.744077
        ],
        [
            11123,
            8856,
            11123,
            17750,
            12983,
            17750
        ],
        [
            -29125,
            -29125,
            -15819,
            -30373,
            -30373,
            -28331
        ],
        [
            160,
            166,
            155,
            160,
            166,
            155
        ],
        [
            101,
            90,
            112,
            101,
            90,
            112
        ],
        [
            276,
            306,
            244,
            276,
            306,
            244
        ],
        [
            24728,
            12785,
            11942,
            24728,
            12785,
            11942
        ],
        [
            4.34749,
            11.701656,
            4.34749,
            4.34749,
            11.701656,
            4.34749
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334580,
            -538862,
            -31890,
            66561,
            -620310,
            -32647
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737466200000,
    "first_datapoint_time": 1737684900000,
    "last_datapoint_time": 1759965300000,
    "evaluation_time": 1759965623102,
    "expiration_time": 1766445300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 244,
            "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)