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Trade: FIL/USDT/15/DCM/SWMA/7908

Strategy
FIL/USDT/15/DCM/SWMA/7908
Pair
FIL_USDT
Interval
15m
Score
312361
Daily Profit
0.265388
Profit Factor
1.264370
Profitability
61.835749
Streak
7.884605
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 04:43
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 69112.3172 8133.3382 60978.979 62219.9483 901.2153 61318.733
Total P&L (%) 69.1123 8.1333 60.979 62.2199 0.9012 61.3187
Avg Daily Profit (%) 0.2654 0.0312 0.2342 0.1859 0.0034 0.1838
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42399 -40960 -26114 -81763 -57485 -49419
Profit Factor 1.2644 1.0491 1.6373 1.1507 1.0036 1.3761
Total Trades 207 103 104 207 103 104
Winning Trades 128 62 66 128 62 66
Losing Trades 79 41 38 79 41 38
Profitability (%) 61.8357 60.1942 63.4615 61.8357 60.1942 63.4615
Ratio Avg Win / Avg Loss 0.7804 0.6937 0.9427 0.7102 0.6637 0.7923
Largest Winning Trade 12472 9761 12472 20937 13657 20937
Largest Losing Trade -29649 -29649 -14602 -30390 -29403 -30390
Avg Bars in Trades 116 125 107 116 125 107
Avg Bars in Winners 81 78 85 81 78 85
Avg Bars in Losers 173 197 147 173 197 147
Bars Traded 24168 12938 11230 24168 12938 11230
Profit Streak 7.8846 9.5409 7.8846 7.8846 9.5409 7.8846
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312361 -484402 301762 -47132 -571463 235228

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": 1736406000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758851029901,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "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": [
        [
            69112.3172198961,
            8133.3382342679,
            60978.9789856281,
            62219.9483212068,
            901.2153091583,
            61318.7330120486
        ],
        [
            69.112317,
            8.133338,
            60.978979,
            62.219948,
            0.901215,
            61.318733
        ],
        [
            0.265388,
            0.031232,
            0.234156,
            0.185943,
            0.003445,
            0.1838
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42399,
            -40960,
            -26114,
            -81763,
            -57485,
            -49419
        ],
        [
            1.26437,
            1.049071,
            1.637349,
            1.150657,
            1.003606,
            1.376091
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            128,
            62,
            66,
            128,
            62,
            66
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            61.835749,
            60.194175,
            63.461538,
            61.835749,
            60.194175,
            63.461538
        ],
        [
            0.780354,
            0.693741,
            0.942716,
            0.710171,
            0.663675,
            0.792295
        ],
        [
            12472,
            9761,
            12472,
            20937,
            13657,
            20937
        ],
        [
            -29649,
            -29649,
            -14602,
            -30390,
            -29403,
            -30390
        ],
        [
            116,
            125,
            107,
            116,
            125,
            107
        ],
        [
            81,
            78,
            85,
            81,
            78,
            85
        ],
        [
            173,
            197,
            147,
            173,
            197,
            147
        ],
        [
            24168,
            12938,
            11230,
            24168,
            12938,
            11230
        ],
        [
            7.884605,
            9.540855,
            7.884605,
            7.884605,
            9.540855,
            7.884605
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312361,
            -484402,
            301762,
            -47132,
            -571463,
            235228
        ]
    ]
}
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": 1736406000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758851029901,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "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)