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Trade: FIL/USDT/15/T3/RMA/4436

Strategy
FIL/USDT/15/T3/RMA/4436
Pair
FIL_USDT
Interval
15m
Score
505305
Daily Profit
0.302297
Profit Factor
3.006039
Profitability
75.555556
Streak
14.268107
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 11:11
Expiration Time
2025-12-13 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92475.1604 13750.9747 78724.1857 121663.509 31179.9242 90483.5848
Total P&L (%) 92.4752 13.751 78.7242 121.6635 31.1799 90.4836
Avg Daily Profit (%) 0.3551 0.0528 0.3023 0.3061 0.1043 0.2478
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26427 -26427 -10568 -24483 -26184 -17590
Profit Factor 1.7437 1.1616 3.006 1.8064 1.3363 2.5562
Total Trades 90 45 45 90 45 45
Winning Trades 66 32 34 66 32 34
Losing Trades 24 13 11 24 13 11
Profitability (%) 73.3333 71.1111 75.5556 73.3333 71.1111 75.5556
Ratio Avg Win / Avg Loss 0.6341 0.4719 0.9725 0.6569 0.5429 0.827
Largest Winning Trade 8536 8536 7857 12277 10548 12277
Largest Losing Trade -26427 -26427 -10568 -24483 -24483 -17590
Avg Bars in Trades 260 297 223 260 297 223
Avg Bars in Winners 161 177 145 161 177 145
Avg Bars in Losers 532 592 461 532 592 461
Bars Traded 23432 13396 10036 23432 13396 10036
Profit Streak 14.2681 31.3306 14.2681 14.2681 31.3306 14.2681
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457082 -213026 505305 446368 -55238 457265
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736633700000,
    "first_datapoint_time": 1736888400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759133464460,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 45,
            "offset": 0,
            "a": 0.41177
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 233,
            "offset": 51
        }
    }
}
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": [
        [
            92475.1604496813,
            13750.9747100581,
            78724.1857396232,
            121663.509039109,
            31179.9242170496,
            90483.5848220594
        ],
        [
            92.47516,
            13.750975,
            78.724186,
            121.663509,
            31.179924,
            90.483585
        ],
        [
            0.3551,
            0.052803,
            0.302297,
            0.306124,
            0.10427,
            0.247751
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26427,
            -26427,
            -10568,
            -24483,
            -26184,
            -17590
        ],
        [
            1.743701,
            1.161584,
            3.006039,
            1.806391,
            1.33625,
            2.556151
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            73.333333,
            71.111111,
            75.555556,
            73.333333,
            71.111111,
            75.555556
        ],
        [
            0.634073,
            0.471894,
            0.972542,
            0.656869,
            0.542852,
            0.82699
        ],
        [
            8536,
            8536,
            7857,
            12277,
            10548,
            12277
        ],
        [
            -26427,
            -26427,
            -10568,
            -24483,
            -24483,
            -17590
        ],
        [
            260,
            297,
            223,
            260,
            297,
            223
        ],
        [
            161,
            177,
            145,
            161,
            177,
            145
        ],
        [
            532,
            592,
            461,
            532,
            592,
            461
        ],
        [
            23432,
            13396,
            10036,
            23432,
            13396,
            10036
        ],
        [
            14.268107,
            31.330607,
            14.268107,
            14.268107,
            31.330607,
            14.268107
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457082,
            -213026,
            505305,
            446368,
            -55238,
            457265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736633700000,
    "first_datapoint_time": 1736888400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759133464460,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 45,
            "offset": 0,
            "a": 0.41177
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 233,
            "offset": 51
        }
    }
}

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)