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Trade: FIL/USDT/15/JMA/WMA/9509

Strategy
FIL/USDT/15/JMA/WMA/9509
Pair
FIL_USDT
Interval
15m
Score
468026
Daily Profit
0.496644
Profit Factor
1.510738
Profitability
59.259259
Streak
7.596378
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 22:33
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 129336.0005 38740.8645 90595.1361 195533.1248 70225.1372 125307.9876
Total P&L (%) 129.336 38.7409 90.5951 195.5331 70.2251 125.308
Avg Daily Profit (%) 0.4966 0.1488 0.3479 0.417 0.2045 0.3124
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43899 -45394 -29373 -74540 -45204 -53936
Profit Factor 1.5107 1.2612 1.8633 1.515 1.3377 1.7298
Total Trades 189 94 95 189 94 95
Winning Trades 112 54 58 112 54 58
Losing Trades 77 40 37 77 40 37
Profitability (%) 59.2593 57.4468 61.0526 59.2593 57.4468 61.0526
Ratio Avg Win / Avg Loss 1.0386 0.9343 1.1887 1.0416 0.9909 1.1035
Largest Winning Trade 13412 10377 13412 18903 18903 14995
Largest Losing Trade -28450 -28450 -14715 -28426 -28426 -25759
Avg Bars in Trades 127 135 119 127 135 119
Avg Bars in Winners 106 102 110 106 102 110
Avg Bars in Losers 158 180 134 158 180 134
Bars Traded 24142 12767 11375 24142 12767 11375
Profit Streak 7.5964 0 14.0235 7.5964 0 14.0235
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468026 23659 451541 444457 200648 431351

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": 1736406900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758915227049,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "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": [
        [
            129336.0005489823,
            38740.8644884144,
            90595.136060568,
            195533.1248383675,
            70225.137227817,
            125307.9876105507
        ],
        [
            129.336001,
            38.740864,
            90.595136,
            195.533125,
            70.225137,
            125.307988
        ],
        [
            0.496644,
            0.148763,
            0.347881,
            0.416968,
            0.204476,
            0.312405
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43899,
            -45394,
            -29373,
            -74540,
            -45204,
            -53936
        ],
        [
            1.510738,
            1.261245,
            1.863305,
            1.515042,
            1.337711,
            1.729804
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            112,
            54,
            58,
            112,
            54,
            58
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            59.259259,
            57.446809,
            61.052632,
            59.259259,
            57.446809,
            61.052632
        ],
        [
            1.038633,
            0.934255,
            1.18866,
            1.041591,
            0.990897,
            1.103496
        ],
        [
            13412,
            10377,
            13412,
            18903,
            18903,
            14995
        ],
        [
            -28450,
            -28450,
            -14715,
            -28426,
            -28426,
            -25759
        ],
        [
            127,
            135,
            119,
            127,
            135,
            119
        ],
        [
            106,
            102,
            110,
            106,
            102,
            110
        ],
        [
            158,
            180,
            134,
            158,
            180,
            134
        ],
        [
            24142,
            12767,
            11375,
            24142,
            12767,
            11375
        ],
        [
            7.596378,
            0,
            14.023461,
            7.596378,
            0,
            14.023461
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468026,
            23659,
            451541,
            444457,
            200648,
            431351
        ]
    ]
}
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": 1736406900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758915227049,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "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)