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Trade: FIL/USDT/15/SMA/KCL/7336

Strategy
FIL/USDT/15/SMA/KCL/7336
Pair
FIL_USDT
Interval
15m
Score
346752
Daily Profit
0.215848
Profit Factor
1.627451
Profitability
68.750000
Streak
15.106385
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 16:33
Expiration Time
2025-12-15 15:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52935.4277 -3275.8308 56211.2585 44102.5753 -3966.662 48069.2372
Total P&L (%) 52.9354 -3.2758 56.2113 44.1026 -3.9667 48.0692
Avg Daily Profit (%) 0.2033 -0.0126 0.2158 0.1404 -0.0155 0.1508
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50730 -20885 -35004 -62196 -24774 -40876
Profit Factor 1.41 0.9172 1.6275 1.2891 0.9122 1.4477
Total Trades 65 33 32 65 33 32
Winning Trades 38 16 22 38 16 22
Losing Trades 27 17 10 27 17 10
Profitability (%) 58.4615 48.4848 68.75 58.4615 48.4848 68.75
Ratio Avg Win / Avg Loss 1.0018 0.9745 0.7398 0.916 0.9692 0.6581
Largest Winning Trade 27276 8799 27276 25393 9898 25393
Largest Losing Trade -22464 -6901 -22464 -28760 -9549 -28760
Avg Bars in Trades 357 84 639 357 84 639
Avg Bars in Winners 348 104 525 348 104 525
Avg Bars in Losers 371 65 891 371 65 891
Bars Traded 23258 2786 20472 23258 2786 20472
Profit Streak 0 0 15.1064 0 0 15.1064
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129031 -582787 346752 -145420 -582787 270256
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736825400000,
    "first_datapoint_time": 1737027000000,
    "last_datapoint_time": 1759324500000,
    "evaluation_time": 1759325591672,
    "expiration_time": 1765804500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            52935.427716247,
            -3275.8307848074,
            56211.2585010544,
            44102.5752707091,
            -3966.6619604866,
            48069.2372311957
        ],
        [
            52.935428,
            -3.275831,
            56.211259,
            44.102575,
            -3.966662,
            48.069237
        ],
        [
            0.203269,
            -0.012579,
            0.215848,
            0.140393,
            -0.015541,
            0.150835
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50730,
            -20885,
            -35004,
            -62196,
            -24774,
            -40876
        ],
        [
            1.409951,
            0.91715,
            1.627451,
            1.289117,
            0.912203,
            1.447728
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            27,
            17,
            10,
            27,
            17,
            10
        ],
        [
            58.461538,
            48.484848,
            68.75,
            58.461538,
            48.484848,
            68.75
        ],
        [
            1.001808,
            0.974472,
            0.739751,
            0.915952,
            0.969215,
            0.658058
        ],
        [
            27276,
            8799,
            27276,
            25393,
            9898,
            25393
        ],
        [
            -22464,
            -6901,
            -22464,
            -28760,
            -9549,
            -28760
        ],
        [
            357,
            84,
            639,
            357,
            84,
            639
        ],
        [
            348,
            104,
            525,
            348,
            104,
            525
        ],
        [
            371,
            65,
            891,
            371,
            65,
            891
        ],
        [
            23258,
            2786,
            20472,
            23258,
            2786,
            20472
        ],
        [
            0,
            0,
            15.106385,
            0,
            0,
            15.106385
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129031,
            -582787,
            346752,
            -145420,
            -582787,
            270256
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736825400000,
    "first_datapoint_time": 1737027000000,
    "last_datapoint_time": 1759324500000,
    "evaluation_time": 1759325591672,
    "expiration_time": 1765804500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)