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Trade: FIL/USDT/15/MIDPRICE/RMA/1632

Strategy
FIL/USDT/15/MIDPRICE/RMA/1632
Pair
FIL_USDT
Interval
15m
Score
429765
Daily Profit
0.247492
Profit Factor
2.180322
Profitability
75.000000
Streak
17.352868
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 22:13
Expiration Time
2025-12-16 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 54628.919 -9822.9553 64451.8743 47761.0533 -11529.3743 59290.4276
Total P&L (%) 54.6289 -9.823 64.4519 47.7611 -11.5294 59.2904
Avg Daily Profit (%) 0.2098 -0.0377 0.2475 0.15 -0.047 0.1789
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27278 -30283 -19215 -28526 -28426 -27483
Profit Factor 1.3672 0.8957 2.1803 1.2759 0.8897 1.8645
Total Trades 73 37 36 73 37 36
Winning Trades 48 21 27 48 21 27
Losing Trades 25 16 9 25 16 9
Profitability (%) 65.7534 56.7568 75 65.7534 56.7568 75
Ratio Avg Win / Avg Loss 0.7121 0.6824 0.7268 0.6645 0.6779 0.6215
Largest Winning Trade 14352 14352 12077 11590 11590 11153
Largest Losing Trade -23545 -23545 -19215 -27387 -22799 -27387
Avg Bars in Trades 335 378 291 335 378 291
Avg Bars in Winners 215 273 169 215 273 169
Avg Bars in Losers 567 516 657 567 516 657
Bars Traded 24500 14010 10490 24500 14010 10490
Profit Streak 2.3529 2.3529 17.3529 2.3529 2.3529 17.3529
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -71122 -583044 429765 -72698 -583044 374340
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736932500000,
    "first_datapoint_time": 1737237600000,
    "last_datapoint_time": 1759431600000,
    "evaluation_time": 1759432387824,
    "expiration_time": 1765911600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 176,
            "offset": 164
        }
    }
}
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": [
        [
            54628.9189961938,
            -9822.9552948577,
            64451.8742910515,
            47761.0533187732,
            -11529.3742790494,
            59290.4275978225
        ],
        [
            54.628919,
            -9.822955,
            64.451874,
            47.761053,
            -11.529374,
            59.290428
        ],
        [
            0.209772,
            -0.03772,
            0.247492,
            0.150034,
            -0.047028,
            0.178932
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27278,
            -30283,
            -19215,
            -28526,
            -28426,
            -27483
        ],
        [
            1.367194,
            0.895688,
            2.180322,
            1.275923,
            0.889683,
            1.864485
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            25,
            16,
            9,
            25,
            16,
            9
        ],
        [
            65.753425,
            56.756757,
            75,
            65.753425,
            56.756757,
            75
        ],
        [
            0.71208,
            0.682429,
            0.726774,
            0.664543,
            0.677853,
            0.621495
        ],
        [
            14352,
            14352,
            12077,
            11590,
            11590,
            11153
        ],
        [
            -23545,
            -23545,
            -19215,
            -27387,
            -22799,
            -27387
        ],
        [
            335,
            378,
            291,
            335,
            378,
            291
        ],
        [
            215,
            273,
            169,
            215,
            273,
            169
        ],
        [
            567,
            516,
            657,
            567,
            516,
            657
        ],
        [
            24500,
            14010,
            10490,
            24500,
            14010,
            10490
        ],
        [
            2.352868,
            2.352868,
            17.352868,
            2.352868,
            2.352868,
            17.352868
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -71122,
            -583044,
            429765,
            -72698,
            -583044,
            374340
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736932500000,
    "first_datapoint_time": 1737237600000,
    "last_datapoint_time": 1759431600000,
    "evaluation_time": 1759432387824,
    "expiration_time": 1765911600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 176,
            "offset": 164
        }
    }
}

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)