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Trade: FIL/USDT/5/RMA/WMA/9064

Strategy
FIL/USDT/5/RMA/WMA/9064
Pair
FIL_USDT
Interval
5m
Score
696332
Daily Profit
0.790177
Profit Factor
3.161095
Profitability
57.894737
Streak
8.644663
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 06:13
Expiration Time
2025-12-26 05:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 65562.435 -3032.8659 68595.3009 63447.6911 -4349.1067 67796.7979
Total P&L (%) 65.5624 -3.0329 68.5953 63.4477 -4.3491 67.7968
Avg Daily Profit (%) 0.7552 -0.0349 0.7902 0.5676 -0.0512 0.598
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24696 -21868 -10731 -24494 -21001 -10725
Profit Factor 1.8161 0.9376 3.1611 1.8502 0.9027 3.2658
Total Trades 76 38 38 76 38 38
Winning Trades 46 24 22 46 24 22
Losing Trades 30 14 16 30 14 16
Profitability (%) 60.5263 63.1579 57.8947 60.5263 63.1579 57.8947
Ratio Avg Win / Avg Loss 1.1844 0.5469 2.299 1.2067 0.5266 2.3751
Largest Winning Trade 59571 6048 59571 61018 5274 61018
Largest Losing Trade -8724 -8724 -8622 -8379 -8091 -8379
Avg Bars in Trades 317 303 331 317 303 331
Avg Bars in Winners 211 185 239 211 185 239
Avg Bars in Losers 480 506 457 480 506 457
Bars Traded 24131 11546 12585 24131 11546 12585
Profit Streak 8.6447 15.3495 8.6447 8.6447 15.3495 8.6447
Trades During Streak 10 8 5 10 8 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37915 -579325 696332 -39594 -579325 642556
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752738900000,
    "first_datapoint_time": 1752874200000,
    "last_datapoint_time": 1760238600000,
    "evaluation_time": 1760238798862,
    "expiration_time": 1766718600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "offset": 230
        }
    }
}
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": [
        [
            65562.4349756563,
            -3032.8659387793,
            68595.3009144356,
            63447.6911413535,
            -4349.1067146619,
            67796.7978560154
        ],
        [
            65.562435,
            -3.032866,
            68.595301,
            63.447691,
            -4.349107,
            67.796798
        ],
        [
            0.755241,
            -0.034937,
            0.790177,
            0.56758,
            -0.051208,
            0.598007
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24696,
            -21868,
            -10731,
            -24494,
            -21001,
            -10725
        ],
        [
            1.816084,
            0.937591,
            3.161095,
            1.850209,
            0.902712,
            3.265759
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            60.526316,
            63.157895,
            57.894737,
            60.526316,
            63.157895,
            57.894737
        ],
        [
            1.184403,
            0.546928,
            2.298978,
            1.206658,
            0.526582,
            2.375097
        ],
        [
            59571,
            6048,
            59571,
            61018,
            5274,
            61018
        ],
        [
            -8724,
            -8724,
            -8622,
            -8379,
            -8091,
            -8379
        ],
        [
            317,
            303,
            331,
            317,
            303,
            331
        ],
        [
            211,
            185,
            239,
            211,
            185,
            239
        ],
        [
            480,
            506,
            457,
            480,
            506,
            457
        ],
        [
            24131,
            11546,
            12585,
            24131,
            11546,
            12585
        ],
        [
            8.644663,
            15.349524,
            8.644663,
            8.644663,
            15.349524,
            8.644663
        ],
        [
            10,
            8,
            5,
            10,
            8,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37915,
            -579325,
            696332,
            -39594,
            -579325,
            642556
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752738900000,
    "first_datapoint_time": 1752874200000,
    "last_datapoint_time": 1760238600000,
    "evaluation_time": 1760238798862,
    "expiration_time": 1766718600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "offset": 230
        }
    }
}

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)