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Trade: FIL/USDT/15/SWMA/ALMA/4464

Strategy
FIL/USDT/15/SWMA/ALMA/4464
Pair
FIL_USDT
Interval
15m
Score
301482
Daily Profit
0.191449
Profit Factor
1.583491
Profitability
71.910112
Streak
12.433759
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:39
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 36567.9803 -13289.0696 49857.0499 19106.1967 -25061.3571 44167.5538
Total P&L (%) 36.568 -13.2891 49.8571 19.1062 -25.0614 44.1676
Avg Daily Profit (%) 0.1404 -0.051 0.1914 0.0672 -0.1107 0.1406
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35471 -33915 -19880 -42620 -40457 -24718
Profit Factor 1.1516 0.9147 1.5835 1.0698 0.8565 1.4462
Total Trades 179 90 89 179 90 89
Winning Trades 122 58 64 122 58 64
Losing Trades 57 32 25 57 32 25
Profitability (%) 68.1564 64.4444 71.9101 68.1564 64.4444 71.9101
Ratio Avg Win / Avg Loss 0.538 0.5047 0.6186 0.4998 0.4726 0.5649
Largest Winning Trade 7709 7709 7628 8306 8306 8199
Largest Losing Trade -29445 -29445 -16670 -29907 -29907 -20812
Avg Bars in Trades 138 139 137 138 139 137
Avg Bars in Winners 81 71 90 81 71 90
Avg Bars in Losers 260 262 256 260 262 256
Bars Traded 24748 12556 12193 24748 12556 12193
Profit Streak 0 0 12.4338 0 0 12.4338
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61649 -580336 301482 -254233 -580336 -5903
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": 1736441100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937176782,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 238,
            "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": [
        [
            36567.9802921829,
            -13289.0696042869,
            49857.0498964697,
            19106.1966569852,
            -25061.3571360242,
            44167.5537930093
        ],
        [
            36.56798,
            -13.28907,
            49.85705,
            19.106197,
            -25.061357,
            44.167554
        ],
        [
            0.140419,
            -0.051029,
            0.191449,
            0.067162,
            -0.110721,
            0.140566
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35471,
            -33915,
            -19880,
            -42620,
            -40457,
            -24718
        ],
        [
            1.151597,
            0.914689,
            1.583491,
            1.069824,
            0.856499,
            1.446171
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            122,
            58,
            64,
            122,
            58,
            64
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            68.156425,
            64.444444,
            71.910112,
            68.156425,
            64.444444,
            71.910112
        ],
        [
            0.538041,
            0.504656,
            0.618551,
            0.499836,
            0.472551,
            0.56491
        ],
        [
            7709,
            7709,
            7628,
            8306,
            8306,
            8199
        ],
        [
            -29445,
            -29445,
            -16670,
            -29907,
            -29907,
            -20812
        ],
        [
            138,
            139,
            137,
            138,
            139,
            137
        ],
        [
            81,
            71,
            90,
            81,
            71,
            90
        ],
        [
            260,
            262,
            256,
            260,
            262,
            256
        ],
        [
            24748,
            12556,
            12193,
            24748,
            12556,
            12193
        ],
        [
            0,
            0,
            12.433759,
            0,
            0,
            12.433759
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61649,
            -580336,
            301482,
            -254233,
            -580336,
            -5903
        ]
    ]
}
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": 1736441100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937176782,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 238,
            "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)