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Trade: FIL/USDT/15/DEMA/WMA/5522

Strategy
FIL/USDT/15/DEMA/WMA/5522
Pair
FIL_USDT
Interval
15m
Score
324264
Daily Profit
0.284461
Profit Factor
1.468404
Profitability
74.107143
Streak
2.155584
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 15:44
Expiration Time
2025-12-15 14:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74079.3342 -1727.5576 75806.8917 81532.2553 -6989.2028 88521.4581
Total P&L (%) 74.0793 -1.7276 75.8069 81.5323 -6.9892 88.5215
Avg Daily Profit (%) 0.2845 -0.0066 0.2911 0.2292 -0.0278 0.2438
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29887 -31422 -14647 -32837 -36147 -20871
Profit Factor 1.4684 0.9846 2.6542 1.3659 0.9545 2.2792
Total Trades 112 56 56 112 56 56
Winning Trades 83 38 45 83 38 45
Losing Trades 29 18 11 29 18 11
Profitability (%) 74.1071 67.8571 80.3571 74.1071 67.8571 80.3571
Ratio Avg Win / Avg Loss 0.5131 0.4664 0.6488 0.4773 0.4521 0.5571
Largest Winning Trade 8012 8012 7011 10265 10265 9188
Largest Losing Trade -28333 -28333 -10848 -31053 -31053 -16530
Avg Bars in Trades 220 248 193 220 248 193
Avg Bars in Winners 129 133 126 129 133 126
Avg Bars in Losers 482 490 468 482 490 468
Bars Traded 24728 13899 10829 24728 13899 10829
Profit Streak 2.1556 2.1556 16.7493 2.1556 2.1556 16.7493
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324264 -761383 -165362 284722 -761383 -166490
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736822700000,
    "first_datapoint_time": 1737018000000,
    "last_datapoint_time": 1759321800000,
    "evaluation_time": 1759322642439,
    "expiration_time": 1765801800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 218,
            "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": [
        [
            74079.3341951096,
            -1727.5575507966,
            75806.8917459062,
            81532.2552814439,
            -6989.2027780382,
            88521.4580594822
        ],
        [
            74.079334,
            -1.727558,
            75.806892,
            81.532255,
            -6.989203,
            88.521458
        ],
        [
            0.284461,
            -0.006634,
            0.291095,
            0.229224,
            -0.027818,
            0.243766
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29887,
            -31422,
            -14647,
            -32837,
            -36147,
            -20871
        ],
        [
            1.468404,
            0.98462,
            2.654208,
            1.365923,
            0.954501,
            2.279179
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            83,
            38,
            45,
            83,
            38,
            45
        ],
        [
            29,
            18,
            11,
            29,
            18,
            11
        ],
        [
            74.107143,
            67.857143,
            80.357143,
            74.107143,
            67.857143,
            80.357143
        ],
        [
            0.513057,
            0.466399,
            0.648806,
            0.47725,
            0.452132,
            0.557133
        ],
        [
            8012,
            8012,
            7011,
            10265,
            10265,
            9188
        ],
        [
            -28333,
            -28333,
            -10848,
            -31053,
            -31053,
            -16530
        ],
        [
            220,
            248,
            193,
            220,
            248,
            193
        ],
        [
            129,
            133,
            126,
            129,
            133,
            126
        ],
        [
            482,
            490,
            468,
            482,
            490,
            468
        ],
        [
            24728,
            13899,
            10829,
            24728,
            13899,
            10829
        ],
        [
            2.155584,
            2.155584,
            16.749334,
            2.155584,
            2.155584,
            16.749334
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324264,
            -761383,
            -165362,
            284722,
            -761383,
            -166490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736822700000,
    "first_datapoint_time": 1737018000000,
    "last_datapoint_time": 1759321800000,
    "evaluation_time": 1759322642439,
    "expiration_time": 1765801800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 218,
            "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)