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Trade: FIL/USDT/15/WMA/ALMA/6768

Strategy
FIL/USDT/15/WMA/ALMA/6768
Pair
FIL_USDT
Interval
15m
Score
440510
Daily Profit
0.346791
Profit Factor
1.424920
Profitability
74.509804
Streak
4.891250
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 08:53
Expiration Time
2025-12-16 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90311.3838 11023.3334 79288.0504 104639.0607 12642.5327 91996.528
Total P&L (%) 90.3114 11.0233 79.2881 104.6391 12.6425 91.9965
Avg Daily Profit (%) 0.3468 0.0423 0.3045 0.2753 0.0457 0.2508
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34745 -33281 -19523 -47276 -38466 -28451
Profit Factor 1.4249 1.0776 2.1246 1.373 1.0689 1.9475
Total Trades 153 77 76 153 77 76
Winning Trades 114 54 60 114 54 60
Losing Trades 39 23 16 39 23 16
Profitability (%) 74.5098 70.1299 78.9474 74.5098 70.1299 78.9474
Ratio Avg Win / Avg Loss 0.4875 0.459 0.5666 0.4697 0.4553 0.5193
Largest Winning Trade 9489 9489 8332 13772 13772 13239
Largest Losing Trade -29139 -29139 -16582 -30630 -30630 -24339
Avg Bars in Trades 160 163 157 160 163 157
Avg Bars in Winners 98 88 106 98 88 106
Avg Bars in Losers 343 339 348 343 339 348
Bars Traded 24579 12592 11987 24579 12592 11987
Profit Streak 4.8913 4.8913 17.5892 4.8913 4.8913 17.5892
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440510 -446087 -35467 407103 -400750 -36267
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736884800000,
    "first_datapoint_time": 1737092700000,
    "last_datapoint_time": 1759383900000,
    "evaluation_time": 1759384403988,
    "expiration_time": 1765863900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "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": [
        [
            90311.3838062529,
            11023.3334421557,
            79288.0503640973,
            104639.0606608561,
            12642.5326859757,
            91996.5279748805
        ],
        [
            90.311384,
            11.023333,
            79.28805,
            104.639061,
            12.642533,
            91.996528
        ],
        [
            0.346791,
            0.042329,
            0.304462,
            0.275349,
            0.045725,
            0.250797
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34745,
            -33281,
            -19523,
            -47276,
            -38466,
            -28451
        ],
        [
            1.42492,
            1.077611,
            2.124574,
            1.372986,
            1.068915,
            1.947504
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            114,
            54,
            60,
            114,
            54,
            60
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            74.509804,
            70.12987,
            78.947368,
            74.509804,
            70.12987,
            78.947368
        ],
        [
            0.487473,
            0.458983,
            0.566553,
            0.469706,
            0.455279,
            0.519334
        ],
        [
            9489,
            9489,
            8332,
            13772,
            13772,
            13239
        ],
        [
            -29139,
            -29139,
            -16582,
            -30630,
            -30630,
            -24339
        ],
        [
            160,
            163,
            157,
            160,
            163,
            157
        ],
        [
            98,
            88,
            106,
            98,
            88,
            106
        ],
        [
            343,
            339,
            348,
            343,
            339,
            348
        ],
        [
            24579,
            12592,
            11987,
            24579,
            12592,
            11987
        ],
        [
            4.89125,
            4.89125,
            17.589166,
            4.89125,
            4.89125,
            17.589167
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440510,
            -446087,
            -35467,
            407103,
            -400750,
            -36267
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736884800000,
    "first_datapoint_time": 1737092700000,
    "last_datapoint_time": 1759383900000,
    "evaluation_time": 1759384403988,
    "expiration_time": 1765863900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "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)