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Trade: FIL/USDT/15/WMA/KCB/5202

Strategy
FIL/USDT/15/WMA/KCB/5202
Pair
FIL_USDT
Interval
15m
Score
435713
Daily Profit
0.393511
Profit Factor
1.623043
Profitability
69.421488
Streak
11.494644
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 06:52
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 102478.0139 22168.1455 80309.8684 139387.2373 37977.5795 101409.6577
Total P&L (%) 102.478 22.1681 80.3099 139.3872 37.9776 101.4097
Avg Daily Profit (%) 0.3935 0.0851 0.3084 0.3358 0.1237 0.2692
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34028 -32627 -13027 -35487 -34316 -18369
Profit Factor 1.623 1.1977 2.5337 1.6307 1.2664 2.2927
Total Trades 121 60 61 121 60 61
Winning Trades 84 40 44 84 40 44
Losing Trades 37 20 17 37 20 17
Profitability (%) 69.4215 66.6667 72.1311 69.4215 66.6667 72.1311
Ratio Avg Win / Avg Loss 0.7149 0.5989 0.9789 0.7183 0.6332 0.8858
Largest Winning Trade 8289 8289 6289 11488 11488 11199
Largest Losing Trade -28879 -28879 -9187 -30224 -30224 -18369
Avg Bars in Trades 198 203 194 198 203 194
Avg Bars in Winners 119 110 127 119 110 127
Avg Bars in Losers 379 388 367 379 388 367
Bars Traded 24064 12193 11871 24064 12193 11871
Profit Streak 11.4946 29.9946 11.4946 11.4946 29.9946 11.4946
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435713 -256325 -148975 418476 -198951 -149774

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736401500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758858737248,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            102478.0139312974,
            22168.1455219497,
            80309.8684093475,
            139387.2372604359,
            37977.5795323369,
            101409.657728099
        ],
        [
            102.478014,
            22.168146,
            80.309868,
            139.387237,
            37.97758,
            101.409658
        ],
        [
            0.393511,
            0.085125,
            0.308386,
            0.335756,
            0.123693,
            0.269224
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34028,
            -32627,
            -13027,
            -35487,
            -34316,
            -18369
        ],
        [
            1.623043,
            1.197725,
            2.533685,
            1.630723,
            1.26642,
            2.292695
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            84,
            40,
            44,
            84,
            40,
            44
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            69.421488,
            66.666667,
            72.131148,
            69.421488,
            66.666667,
            72.131148
        ],
        [
            0.714912,
            0.598863,
            0.978924,
            0.718295,
            0.63321,
            0.885814
        ],
        [
            8289,
            8289,
            6289,
            11488,
            11488,
            11199
        ],
        [
            -28879,
            -28879,
            -9187,
            -30224,
            -30224,
            -18369
        ],
        [
            198,
            203,
            194,
            198,
            203,
            194
        ],
        [
            119,
            110,
            127,
            119,
            110,
            127
        ],
        [
            379,
            388,
            367,
            379,
            388,
            367
        ],
        [
            24064,
            12193,
            11871,
            24064,
            12193,
            11871
        ],
        [
            11.494644,
            29.994644,
            11.494644,
            11.494644,
            29.994644,
            11.494644
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435713,
            -256325,
            -148975,
            418476,
            -198951,
            -149774
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736401500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758858737248,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)