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Trade: FIL/USDT/15/KCB/RMA/4036

Strategy
FIL/USDT/15/KCB/RMA/4036
Pair
FIL_USDT
Interval
15m
Score
409829
Daily Profit
0.198738
Profit Factor
2.246383
Profitability
80.000000
Streak
21.924107
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 14:10
Expiration Time
2025-12-21 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 40534.5578 -11220.7386 51755.2964 32658.2025 -17241.2811 49899.4837
Total P&L (%) 40.5346 -11.2207 51.7553 32.6582 -17.2413 49.8995
Avg Daily Profit (%) 0.1557 -0.0431 0.1987 0.1086 -0.0726 0.1556
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33358 -23405 -15816 -37237 -25956 -18246
Profit Factor 1.3528 0.847 2.2464 1.2575 0.7886 2.1021
Total Trades 60 30 30 60 30 30
Winning Trades 44 20 24 44 20 24
Losing Trades 16 10 6 16 10 6
Profitability (%) 73.3333 66.6667 80 73.3333 66.6667 80
Ratio Avg Win / Avg Loss 0.4919 0.4235 0.5616 0.4573 0.3943 0.5255
Largest Winning Trade 10546 9762 10546 11546 9553 11546
Largest Losing Trade -23654 -23654 -15550 -25278 -25278 -18246
Avg Bars in Trades 388 457 320 388 457 320
Avg Bars in Winners 191 220 167 191 220 167
Avg Bars in Losers 931 932 930 931 932 930
Bars Traded 23337 13731 9606 23337 13731 9606
Profit Streak 0 0 21.9241 0 0 21.9241
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168063 -580060 409829 -224623 -580060 381987
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737335700000,
    "first_datapoint_time": 1737527400000,
    "last_datapoint_time": 1759834800000,
    "evaluation_time": 1759835442847,
    "expiration_time": 1766314800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 192,
            "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": [
        [
            40534.5578065268,
            -11220.7385802671,
            51755.2963867939,
            32658.2025336028,
            -17241.2811324223,
            49899.4836660251
        ],
        [
            40.534558,
            -11.220739,
            51.755296,
            32.658203,
            -17.241281,
            49.899484
        ],
        [
            0.155651,
            -0.043087,
            0.198738,
            0.108578,
            -0.072641,
            0.15556
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33358,
            -23405,
            -15816,
            -37237,
            -25956,
            -18246
        ],
        [
            1.35284,
            0.847038,
            2.246383,
            1.25749,
            0.7886,
            2.10213
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            16,
            10,
            6,
            16,
            10,
            6
        ],
        [
            73.333333,
            66.666667,
            80,
            73.333333,
            66.666667,
            80
        ],
        [
            0.491942,
            0.423519,
            0.561596,
            0.457269,
            0.3943,
            0.525533
        ],
        [
            10546,
            9762,
            10546,
            11546,
            9553,
            11546
        ],
        [
            -23654,
            -23654,
            -15550,
            -25278,
            -25278,
            -18246
        ],
        [
            388,
            457,
            320,
            388,
            457,
            320
        ],
        [
            191,
            220,
            167,
            191,
            220,
            167
        ],
        [
            931,
            932,
            930,
            931,
            932,
            930
        ],
        [
            23337,
            13731,
            9606,
            23337,
            13731,
            9606
        ],
        [
            0,
            0,
            21.924107,
            0,
            0,
            21.924107
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168063,
            -580060,
            409829,
            -224623,
            -580060,
            381987
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737335700000,
    "first_datapoint_time": 1737527400000,
    "last_datapoint_time": 1759834800000,
    "evaluation_time": 1759835442847,
    "expiration_time": 1766314800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 192,
            "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)