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Trade: FIL/USDT/15/DCM/MIDPRICE/9462

Strategy
FIL/USDT/15/DCM/MIDPRICE/9462
Pair
FIL_USDT
Interval
15m
Score
545613
Daily Profit
0.267955
Profit Factor
2.959365
Profitability
68.750000
Streak
72.582766
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 09:29
Expiration Time
2025-12-14 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85650.5072 15869.7536 69780.7537 106885.6222 13745.1541 93140.4681
Total P&L (%) 85.6505 15.8698 69.7808 106.8856 13.7452 93.1405
Avg Daily Profit (%) 0.3289 0.0609 0.268 0.2796 0.0495 0.2531
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30661 -22094 -16658 -61680 -45089 -30621
Profit Factor 1.9224 1.2772 2.9594 1.6104 1.1256 2.4186
Total Trades 64 32 32 64 32 32
Winning Trades 40 18 22 40 18 22
Losing Trades 24 14 10 24 14 10
Profitability (%) 62.5 56.25 68.75 62.5 56.25 68.75
Ratio Avg Win / Avg Loss 1.1534 0.9934 1.3452 0.9662 0.8755 1.0994
Largest Winning Trade 30108 18413 30108 33727 31072 33727
Largest Losing Trade -11584 -11584 -11536 -25011 -25011 -22006
Avg Bars in Trades 359 321 396 359 321 396
Avg Bars in Winners 346 294 388 346 294 388
Avg Bars in Losers 380 356 415 380 356 415
Bars Traded 22984 10287 12697 22984 10287 12697
Profit Streak 33.8536 33.8536 72.5828 33.8536 33.8536 72.5828
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130445 -122090 545613 -133136 -259337 503995
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736713800000,
    "first_datapoint_time": 1736930700000,
    "last_datapoint_time": 1759212900000,
    "evaluation_time": 1759213750950,
    "expiration_time": 1765692900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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": [
        [
            85650.5072451703,
            15869.7535532973,
            69780.753691873,
            106885.6222261085,
            13745.154105133,
            93140.4681209755
        ],
        [
            85.650507,
            15.869754,
            69.780754,
            106.885622,
            13.745154,
            93.140468
        ],
        [
            0.328894,
            0.060939,
            0.267955,
            0.279553,
            0.049467,
            0.253084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30661,
            -22094,
            -16658,
            -61680,
            -45089,
            -30621
        ],
        [
            1.922361,
            1.27722,
            2.959365,
            1.610399,
            1.125582,
            2.418617
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            62.5,
            56.25,
            68.75,
            62.5,
            56.25,
            68.75
        ],
        [
            1.153417,
            0.993393,
            1.345166,
            0.96624,
            0.875452,
            1.099371
        ],
        [
            30108,
            18413,
            30108,
            33727,
            31072,
            33727
        ],
        [
            -11584,
            -11584,
            -11536,
            -25011,
            -25011,
            -22006
        ],
        [
            359,
            321,
            396,
            359,
            321,
            396
        ],
        [
            346,
            294,
            388,
            346,
            294,
            388
        ],
        [
            380,
            356,
            415,
            380,
            356,
            415
        ],
        [
            22984,
            10287,
            12697,
            22984,
            10287,
            12697
        ],
        [
            33.853599,
            33.853599,
            72.582766,
            33.853599,
            33.853599,
            72.582766
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130445,
            -122090,
            545613,
            -133136,
            -259337,
            503995
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736713800000,
    "first_datapoint_time": 1736930700000,
    "last_datapoint_time": 1759212900000,
    "evaluation_time": 1759213750950,
    "expiration_time": 1765692900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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)