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Trade: FIL/USDT/15/RMA/MIDPRICE/7564

Strategy
FIL/USDT/15/RMA/MIDPRICE/7564
Pair
FIL_USDT
Interval
15m
Score
538808
Daily Profit
0.599490
Profit Factor
1.496421
Profitability
59.047619
Streak
9.558547
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 02:39
Expiration Time
2025-12-27 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 156119.1226 80153.5853 75965.5373 119777.0705 77127.1198 42649.9508
Total P&L (%) 156.1191 80.1536 75.9655 119.7771 77.1271 42.65
Avg Daily Profit (%) 0.5995 0.3078 0.2917 0.3028 0.2198 0.1365
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96037 -69056 -45731 -71676 -56979 -27065
Profit Factor 1.4964 1.4274 1.5984 1.5757 1.5789 1.5699
Total Trades 210 105 105 210 105 105
Winning Trades 124 62 62 124 62 62
Losing Trades 86 43 43 86 43 43
Profitability (%) 59.0476 59.0476 59.0476 59.0476 59.0476 59.0476
Ratio Avg Win / Avg Loss 1.0378 0.99 1.1085 1.0928 1.0951 1.0888
Largest Winning Trade 118057 118057 67913 118988 118988 40764
Largest Losing Trade -30206 -30206 -17362 -30248 -30248 -11813
Avg Bars in Trades 116 110 123 116 110 123
Avg Bars in Winners 81 69 93 81 69 93
Avg Bars in Losers 167 169 166 167 169 166
Bars Traded 24567 11616 12951 24567 11616 12951
Profit Streak 9.5585 16.2252 9.5585 9.5585 16.2252 9.5585
Trades During Streak 11 8 5 11 8 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 538808 320994 411930 464963 387245 -9933
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737812700000,
    "first_datapoint_time": 1737954900000,
    "last_datapoint_time": 1760311800000,
    "evaluation_time": 1760312358509,
    "expiration_time": 1766791800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "offset": 62
        }
    }
}
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": [
        [
            156119.1226360684,
            80153.5853212715,
            75965.5373147969,
            119777.0705453974,
            77127.1197558899,
            42649.9507895076
        ],
        [
            156.119123,
            80.153585,
            75.965537,
            119.777071,
            77.12712,
            42.649951
        ],
        [
            0.59949,
            0.307786,
            0.291704,
            0.302832,
            0.21977,
            0.136497
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96037,
            -69056,
            -45731,
            -71676,
            -56979,
            -27065
        ],
        [
            1.496421,
            1.427407,
            1.598367,
            1.575672,
            1.578922,
            1.569887
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            59.047619,
            59.047619,
            59.047619,
            59.047619,
            59.047619,
            59.047619
        ],
        [
            1.03784,
            0.989976,
            1.108545,
            1.092805,
            1.095059,
            1.088793
        ],
        [
            118057,
            118057,
            67913,
            118988,
            118988,
            40764
        ],
        [
            -30206,
            -30206,
            -17362,
            -30248,
            -30248,
            -11813
        ],
        [
            116,
            110,
            123,
            116,
            110,
            123
        ],
        [
            81,
            69,
            93,
            81,
            69,
            93
        ],
        [
            167,
            169,
            166,
            167,
            169,
            166
        ],
        [
            24567,
            11616,
            12951,
            24567,
            11616,
            12951
        ],
        [
            9.558547,
            16.225214,
            9.558547,
            9.558548,
            16.225214,
            9.558548
        ],
        [
            11,
            8,
            5,
            11,
            8,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            538808,
            320994,
            411930,
            464963,
            387245,
            -9933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737812700000,
    "first_datapoint_time": 1737954900000,
    "last_datapoint_time": 1760311800000,
    "evaluation_time": 1760312358509,
    "expiration_time": 1766791800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "offset": 62
        }
    }
}

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)