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Trade: FIL/USDT/15/BBM/RMA/4709

Strategy
FIL/USDT/15/BBM/RMA/4709
Pair
FIL_USDT
Interval
15m
Score
322267
Daily Profit
0.272698
Profit Factor
1.412679
Profitability
69.230769
Streak
3.951899
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 05:20
Expiration Time
2025-12-17 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71015.8868 -1211.0242 72226.911 74464.764 -3744.7194 78209.4835
Total P&L (%) 71.0159 -1.211 72.2269 74.4648 -3.7447 78.2095
Avg Daily Profit (%) 0.2727 -0.0047 0.2773 0.2139 -0.0147 0.2221
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30718 -32607 -14507 -30684 -32646 -20042
Profit Factor 1.4127 0.99 2.4027 1.3426 0.9744 2.0968
Total Trades 117 59 58 117 59 58
Winning Trades 81 37 44 81 37 44
Losing Trades 36 22 14 36 22 14
Profitability (%) 69.2308 62.7119 75.8621 69.2308 62.7119 75.8621
Ratio Avg Win / Avg Loss 0.6279 0.5886 0.7645 0.5967 0.5793 0.6672
Largest Winning Trade 8053 7954 8053 10552 9834 10552
Largest Losing Trade -28205 -28205 -11150 -28176 -28176 -16806
Avg Bars in Trades 210 229 190 210 229 190
Avg Bars in Winners 119 118 120 119 118 120
Avg Bars in Losers 413 416 410 413 416 410
Bars Traded 24572 13543 11029 24572 13543 11029
Profit Streak 3.9519 3.9519 18.3269 3.9519 3.9519 18.3269
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322267 -757470 -166950 288775 -757470 -168012
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736958600000,
    "first_datapoint_time": 1737159300000,
    "last_datapoint_time": 1759457700000,
    "evaluation_time": 1759458044124,
    "expiration_time": 1765937700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 203,
            "offset": 0,
            "std": 4.17414
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 141,
            "offset": 83
        }
    }
}
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": [
        [
            71015.8868361122,
            -1211.0241939199,
            72226.9110300321,
            74464.7640362365,
            -3744.719449925,
            78209.4834861615
        ],
        [
            71.015887,
            -1.211024,
            72.226911,
            74.464764,
            -3.744719,
            78.209483
        ],
        [
            0.272698,
            -0.00465,
            0.277348,
            0.213942,
            -0.014655,
            0.222115
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30718,
            -32607,
            -14507,
            -30684,
            -32646,
            -20042
        ],
        [
            1.412679,
            0.989958,
            2.402652,
            1.342618,
            0.974357,
            2.096816
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            81,
            37,
            44,
            81,
            37,
            44
        ],
        [
            36,
            22,
            14,
            36,
            22,
            14
        ],
        [
            69.230769,
            62.711864,
            75.862069,
            69.230769,
            62.711864,
            75.862069
        ],
        [
            0.627857,
            0.588623,
            0.76448,
            0.596719,
            0.579348,
            0.667169
        ],
        [
            8053,
            7954,
            8053,
            10552,
            9834,
            10552
        ],
        [
            -28205,
            -28205,
            -11150,
            -28176,
            -28176,
            -16806
        ],
        [
            210,
            229,
            190,
            210,
            229,
            190
        ],
        [
            119,
            118,
            120,
            119,
            118,
            120
        ],
        [
            413,
            416,
            410,
            413,
            416,
            410
        ],
        [
            24572,
            13543,
            11029,
            24572,
            13543,
            11029
        ],
        [
            3.951899,
            3.951899,
            18.326899,
            3.9519,
            3.9519,
            18.3269
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322267,
            -757470,
            -166950,
            288775,
            -757470,
            -168012
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736958600000,
    "first_datapoint_time": 1737159300000,
    "last_datapoint_time": 1759457700000,
    "evaluation_time": 1759458044124,
    "expiration_time": 1765937700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 203,
            "offset": 0,
            "std": 4.17414
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 141,
            "offset": 83
        }
    }
}

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)