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Trade: FIL/USDT/15/WMA/T3/3227

Strategy
FIL/USDT/15/WMA/T3/3227
Pair
FIL_USDT
Interval
15m
Score
300704
Daily Profit
0.274899
Profit Factor
1.342458
Profitability
71.111111
Streak
3.437140
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 17:44
Expiration Time
2025-12-14 16:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71589.2386 -344.8131 71934.0517 69392.5731 -9914.4711 79307.0442
Total P&L (%) 71.5892 -0.3448 71.9341 69.3926 -9.9145 79.307
Avg Daily Profit (%) 0.2749 -0.0013 0.2762 0.2026 -0.0401 0.2245
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32396 -32282 -27190 -37911 -34316 -37343
Profit Factor 1.3425 0.9975 2.0369 1.2475 0.9461 1.823
Total Trades 135 68 67 135 68 67
Winning Trades 96 46 50 96 46 50
Losing Trades 39 22 17 39 22 17
Profitability (%) 71.1111 67.6471 74.6269 71.1111 67.6471 74.6269
Ratio Avg Win / Avg Loss 0.5454 0.4771 0.6925 0.5068 0.4525 0.6198
Largest Winning Trade 7828 7828 7274 10797 10797 9866
Largest Losing Trade -29309 -29309 -17569 -31065 -31065 -23692
Avg Bars in Trades 180 186 173 180 186 173
Avg Bars in Winners 101 89 112 101 89 112
Avg Bars in Losers 374 389 354 374 389 354
Bars Traded 24339 12690 11649 24339 12690 11649
Profit Streak 3.4371 3.4371 15.9996 3.4371 3.4371 15.9996
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300704 -689804 -104447 256099 -689804 -105302
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736743500000,
    "first_datapoint_time": 1736911800000,
    "last_datapoint_time": 1759242600000,
    "evaluation_time": 1759243468917,
    "expiration_time": 1765722600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 188,
            "offset": 0,
            "a": 0.40662
        }
    }
}
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": [
        [
            71589.238604685,
            -344.8130897272,
            71934.0516944122,
            69392.5730758544,
            -9914.4711358966,
            79307.0442117511
        ],
        [
            71.589239,
            -0.344813,
            71.934052,
            69.392573,
            -9.914471,
            79.307044
        ],
        [
            0.274899,
            -0.001324,
            0.276223,
            0.202589,
            -0.040085,
            0.224478
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32396,
            -32282,
            -27190,
            -37911,
            -34316,
            -37343
        ],
        [
            1.342458,
            0.997531,
            2.036862,
            1.24747,
            0.94613,
            1.82301
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            71.111111,
            67.647059,
            74.626866,
            71.111111,
            67.647059,
            74.626866
        ],
        [
            0.545374,
            0.47708,
            0.692533,
            0.506785,
            0.452497,
            0.619824
        ],
        [
            7828,
            7828,
            7274,
            10797,
            10797,
            9866
        ],
        [
            -29309,
            -29309,
            -17569,
            -31065,
            -31065,
            -23692
        ],
        [
            180,
            186,
            173,
            180,
            186,
            173
        ],
        [
            101,
            89,
            112,
            101,
            89,
            112
        ],
        [
            374,
            389,
            354,
            374,
            389,
            354
        ],
        [
            24339,
            12690,
            11649,
            24339,
            12690,
            11649
        ],
        [
            3.43714,
            3.43714,
            15.99964,
            3.43714,
            3.43714,
            15.99964
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300704,
            -689804,
            -104447,
            256099,
            -689804,
            -105302
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736743500000,
    "first_datapoint_time": 1736911800000,
    "last_datapoint_time": 1759242600000,
    "evaluation_time": 1759243468917,
    "expiration_time": 1765722600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 188,
            "offset": 0,
            "a": 0.40662
        }
    }
}

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)