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Trade: FIL/USDT/15/WMA/RMA/9113

Strategy
FIL/USDT/15/WMA/RMA/9113
Pair
FIL_USDT
Interval
15m
Score
502759
Daily Profit
0.274732
Profit Factor
2.679819
Profitability
82.857143
Streak
12.916411
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 12:59
Expiration Time
2025-12-12 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 80619.2385 9073.4938 71545.7447 97739.41 19644.7992 78094.6108
Total P&L (%) 80.6192 9.0735 71.5457 97.7394 19.6448 78.0946
Avg Daily Profit (%) 0.3096 0.0348 0.2747 0.2621 0.0689 0.2219
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23984 -22438 -14966 -27774 -24464 -23457
Profit Factor 1.6958 1.1238 2.6798 1.694 1.2397 2.3266
Total Trades 69 34 35 69 34 35
Winning Trades 51 22 29 51 22 29
Losing Trades 18 12 6 18 12 6
Profitability (%) 73.913 64.7059 82.8571 73.913 64.7059 82.8571
Ratio Avg Win / Avg Loss 0.5985 0.613 0.5544 0.5979 0.6762 0.4814
Largest Winning Trade 10216 10216 9074 13349 13349 12775
Largest Losing Trade -22438 -22438 -14966 -23457 -22067 -23457
Avg Bars in Trades 345 388 302 345 388 302
Avg Bars in Winners 200 234 173 200 234 173
Avg Bars in Losers 755 671 923 755 671 923
Bars Traded 23805 13222 10583 23805 13222 10583
Profit Streak 12.9164 30.2289 12.9164 12.9164 30.2289 12.9164
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94221 -396151 502759 -94630 -108063 461950
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736553600000,
    "first_datapoint_time": 1736735400000,
    "last_datapoint_time": 1759052700000,
    "evaluation_time": 1759053577906,
    "expiration_time": 1765532700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 203,
            "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": [
        [
            80619.2385344148,
            9073.4938120262,
            71545.7447223887,
            97739.4100009969,
            19644.7992293904,
            78094.6107716065
        ],
        [
            80.619239,
            9.073494,
            71.545745,
            97.73941,
            19.644799,
            78.094611
        ],
        [
            0.309574,
            0.034842,
            0.274732,
            0.262143,
            0.068896,
            0.221867
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23984,
            -22438,
            -14966,
            -27774,
            -24464,
            -23457
        ],
        [
            1.695798,
            1.123829,
            2.679819,
            1.694036,
            1.239695,
            2.326554
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            18,
            12,
            6,
            18,
            12,
            6
        ],
        [
            73.913043,
            64.705882,
            82.857143,
            73.913043,
            64.705882,
            82.857143
        ],
        [
            0.598517,
            0.612997,
            0.554445,
            0.597895,
            0.676197,
            0.481356
        ],
        [
            10216,
            10216,
            9074,
            13349,
            13349,
            12775
        ],
        [
            -22438,
            -22438,
            -14966,
            -23457,
            -22067,
            -23457
        ],
        [
            345,
            388,
            302,
            345,
            388,
            302
        ],
        [
            200,
            234,
            173,
            200,
            234,
            173
        ],
        [
            755,
            671,
            923,
            755,
            671,
            923
        ],
        [
            23805,
            13222,
            10583,
            23805,
            13222,
            10583
        ],
        [
            12.916411,
            30.228911,
            12.916411,
            12.916411,
            30.228911,
            12.916411
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94221,
            -396151,
            502759,
            -94630,
            -108063,
            461950
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736553600000,
    "first_datapoint_time": 1736735400000,
    "last_datapoint_time": 1759052700000,
    "evaluation_time": 1759053577906,
    "expiration_time": 1765532700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 203,
            "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)