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Trade: FIL/USDT/15/DCM/KCB/1395

Strategy
FIL/USDT/15/DCM/KCB/1395
Pair
FIL_USDT
Interval
15m
Score
344201
Daily Profit
0.246655
Profit Factor
1.278245
Profitability
54.934211
Streak
10.353698
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 13:44
Expiration Time
2025-12-12 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 64802.6975 568.8497 64233.8478 50619.4739 -2757.9764 53377.4503
Total P&L (%) 64.8027 0.5689 64.2338 50.6195 -2.758 53.3775
Avg Daily Profit (%) 0.2488 0.0022 0.2467 0.1574 -0.0107 0.1644
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53875 -50869 -24286 -45533 -47890 -20732
Profit Factor 1.1259 1.002 1.2782 1.1054 0.9895 1.2446
Total Trades 608 304 304 608 304 304
Winning Trades 309 142 167 309 142 167
Losing Trades 299 162 137 299 162 137
Profitability (%) 50.8224 46.7105 54.9342 50.8224 46.7105 54.9342
Ratio Avg Win / Avg Loss 1.0894 1.1431 1.0486 1.0696 1.1288 1.021
Largest Winning Trade 13390 13390 11123 10797 10797 9242
Largest Losing Trade -20976 -20976 -8113 -18155 -18155 -9623
Avg Bars in Trades 40 45 36 40 45 36
Avg Bars in Winners 41 50 33 41 50 33
Avg Bars in Losers 40 40 40 40 40 40
Bars Traded 24802 13775 11027 24802 13775 11027
Profit Streak 2.9891 2.9891 10.3537 2.9891 2.9891 10.3537
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -72735 -575924 344201 -96990 -581040 285423
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736556300000,
    "first_datapoint_time": 1736670600000,
    "last_datapoint_time": 1759055400000,
    "evaluation_time": 1759056259498,
    "expiration_time": 1765535400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            64802.6974770815,
            568.8497114019,
            64233.8477656797,
            50619.4738554069,
            -2757.9764061537,
            53377.4502615606
        ],
        [
            64.802697,
            0.56885,
            64.233848,
            50.619474,
            -2.757976,
            53.37745
        ],
        [
            0.248839,
            0.002184,
            0.246655,
            0.157403,
            -0.010739,
            0.164382
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53875,
            -50869,
            -24286,
            -45533,
            -47890,
            -20732
        ],
        [
            1.125866,
            1.002003,
            1.278245,
            1.105386,
            0.989476,
            1.244573
        ],
        [
            608,
            304,
            304,
            608,
            304,
            304
        ],
        [
            309,
            142,
            167,
            309,
            142,
            167
        ],
        [
            299,
            162,
            137,
            299,
            162,
            137
        ],
        [
            50.822368,
            46.710526,
            54.934211,
            50.822368,
            46.710526,
            54.934211
        ],
        [
            1.08943,
            1.14313,
            1.04862,
            1.069613,
            1.128839,
            1.020997
        ],
        [
            13390,
            13390,
            11123,
            10797,
            10797,
            9242
        ],
        [
            -20976,
            -20976,
            -8113,
            -18155,
            -18155,
            -9623
        ],
        [
            40,
            45,
            36,
            40,
            45,
            36
        ],
        [
            41,
            50,
            33,
            41,
            50,
            33
        ],
        [
            40,
            40,
            40,
            40,
            40,
            40
        ],
        [
            24802,
            13775,
            11027,
            24802,
            13775,
            11027
        ],
        [
            2.989114,
            2.989114,
            10.353698,
            2.989114,
            2.989115,
            10.353698
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72735,
            -575924,
            344201,
            -96990,
            -581040,
            285423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736556300000,
    "first_datapoint_time": 1736670600000,
    "last_datapoint_time": 1759055400000,
    "evaluation_time": 1759056259498,
    "expiration_time": 1765535400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)