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Trade: FIL/USDT/15/DCM/EMA/4647

Strategy
FIL/USDT/15/DCM/EMA/4647
Pair
FIL_USDT
Interval
15m
Score
457772
Daily Profit
0.366802
Profit Factor
2.341166
Profitability
65.384615
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:39
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 134019.9531 38497.4145 95522.5386 221149.4975 78806.2017 142343.2958
Total P&L (%) 134.02 38.4974 95.5225 221.1495 78.8062 142.3433
Avg Daily Profit (%) 0.5146 0.1478 0.3668 0.449 0.2234 0.3405
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30031 -34146 -18336 -33691 -36384 -30822
Profit Factor 1.6695 1.2986 2.3412 1.6605 1.3952 2.0514
Total Trades 207 103 104 207 103 104
Winning Trades 134 66 68 134 66 68
Losing Trades 73 37 36 73 37 36
Profitability (%) 64.7343 64.0777 65.3846 64.7343 64.0777 65.3846
Ratio Avg Win / Avg Loss 0.9095 0.728 1.2394 0.9046 0.7821 1.0861
Largest Winning Trade 10966 10966 10399 15365 14601 15365
Largest Losing Trade -28612 -28612 -13143 -30237 -30237 -25527
Avg Bars in Trades 116 125 106 116 125 106
Avg Bars in Winners 73 70 76 73 70 76
Avg Bars in Losers 194 224 164 194 224 164
Bars Traded 24078 12965 11113 24078 12965 11113
Profit Streak 0 26.8711 0 0 26.8711 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442549 74795 457772 421738 307701 429546
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": 1736448300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937163604,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 246,
            "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": [
        [
            134019.9530834793,
            38497.4145021059,
            95522.5385813732,
            221149.4974838285,
            78806.201704428,
            142343.2957794005
        ],
        [
            134.019953,
            38.497415,
            95.522539,
            221.149497,
            78.806202,
            142.343296
        ],
        [
            0.51463,
            0.147828,
            0.366802,
            0.449026,
            0.223401,
            0.340485
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30031,
            -34146,
            -18336,
            -33691,
            -36384,
            -30822
        ],
        [
            1.669532,
            1.298554,
            2.341166,
            1.660544,
            1.395177,
            2.051443
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            134,
            66,
            68,
            134,
            66,
            68
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            64.7343,
            64.07767,
            65.384615,
            64.7343,
            64.07767,
            65.384615
        ],
        [
            0.909521,
            0.727977,
            1.239441,
            0.904625,
            0.782145,
            1.086058
        ],
        [
            10966,
            10966,
            10399,
            15365,
            14601,
            15365
        ],
        [
            -28612,
            -28612,
            -13143,
            -30237,
            -30237,
            -25527
        ],
        [
            116,
            125,
            106,
            116,
            125,
            106
        ],
        [
            73,
            70,
            76,
            73,
            70,
            76
        ],
        [
            194,
            224,
            164,
            194,
            224,
            164
        ],
        [
            24078,
            12965,
            11113,
            24078,
            12965,
            11113
        ],
        [
            0,
            26.871106,
            0,
            0,
            26.871107,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442549,
            74795,
            457772,
            421738,
            307701,
            429546
        ]
    ]
}
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": 1736448300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937163604,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 246,
            "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)