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Trade: FIL/USDT/15/T3/KCL/8964

Strategy
FIL/USDT/15/T3/KCL/8964
Pair
FIL_USDT
Interval
15m
Score
422328
Daily Profit
0.287922
Profit Factor
1.996800
Profitability
70.588235
Streak
12.000623
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 10:00
Expiration Time
2025-12-17 08:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92485.9372 17505.4129 74980.5242 113782.6634 29569.0913 84213.5721
Total P&L (%) 92.4859 17.5054 74.9805 113.7827 29.5691 84.2136
Avg Daily Profit (%) 0.3551 0.0672 0.2879 0.2922 0.0995 0.2349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44234 -14632 -30177 -88961 -26878 -63115
Profit Factor 1.8207 1.4671 1.9968 1.5609 1.4682 1.6027
Total Trades 69 35 34 69 35 34
Winning Trades 41 17 24 41 17 24
Losing Trades 28 18 10 28 18 10
Profitability (%) 59.4203 48.5714 70.5882 59.4203 48.5714 70.5882
Ratio Avg Win / Avg Loss 1.2434 1.5534 0.832 1.066 1.5546 0.6678
Largest Winning Trade 31311 8286 31311 30426 14259 30426
Largest Losing Trade -23146 -5160 -23146 -41790 -9760 -41790
Avg Bars in Trades 337 79 602 337 79 602
Avg Bars in Winners 315 101 466 315 101 466
Avg Bars in Losers 368 59 926 368 59 926
Bars Traded 23263 2790 20473 23263 2790 20473
Profit Streak 11.9173 11.9173 12.0006 11.9173 11.9173 12.0006
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93313 -110389 422328 -94516 -61911 378626
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736974800000,
    "first_datapoint_time": 1737170100000,
    "last_datapoint_time": 1759473900000,
    "evaluation_time": 1759474853822,
    "expiration_time": 1765953900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 74,
            "offset": 0,
            "a": 0.53012
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            92485.9371760628,
            17505.412944193,
            74980.5242318699,
            113782.6633908061,
            29569.0912543532,
            84213.5721364529
        ],
        [
            92.485937,
            17.505413,
            74.980524,
            113.782663,
            29.569091,
            84.213572
        ],
        [
            0.355141,
            0.06722,
            0.287922,
            0.292182,
            0.099521,
            0.234868
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44234,
            -14632,
            -30177,
            -88961,
            -26878,
            -63115
        ],
        [
            1.820655,
            1.467104,
            1.9968,
            1.560855,
            1.46821,
            1.60273
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            28,
            18,
            10,
            28,
            18,
            10
        ],
        [
            59.42029,
            48.571429,
            70.588235,
            59.42029,
            48.571429,
            70.588235
        ],
        [
            1.243374,
            1.553405,
            0.832,
            1.06595,
            1.554576,
            0.667804
        ],
        [
            31311,
            8286,
            31311,
            30426,
            14259,
            30426
        ],
        [
            -23146,
            -5160,
            -23146,
            -41790,
            -9760,
            -41790
        ],
        [
            337,
            79,
            602,
            337,
            79,
            602
        ],
        [
            315,
            101,
            466,
            315,
            101,
            466
        ],
        [
            368,
            59,
            926,
            368,
            59,
            926
        ],
        [
            23263,
            2790,
            20473,
            23263,
            2790,
            20473
        ],
        [
            11.917289,
            11.91729,
            12.000623,
            11.91729,
            11.91729,
            12.000623
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93313,
            -110389,
            422328,
            -94516,
            -61911,
            378626
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736974800000,
    "first_datapoint_time": 1737170100000,
    "last_datapoint_time": 1759473900000,
    "evaluation_time": 1759474853822,
    "expiration_time": 1765953900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 74,
            "offset": 0,
            "a": 0.53012
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)