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Trade: FIL/USDT/15/BBM/SINWMA/4957

Strategy
FIL/USDT/15/BBM/SINWMA/4957
Pair
FIL_USDT
Interval
15m
Score
445032
Daily Profit
0.386433
Profit Factor
1.818798
Profitability
67.346939
Streak
8.884934
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 13:59
Expiration Time
2025-12-26 12:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77141.5246 -23493.4851 100635.0097 47528.6116 -42561.6458 90090.2574
Total P&L (%) 77.1415 -23.4935 100.635 47.5286 -42.5616 90.0903
Avg Daily Profit (%) 0.2962 -0.0902 0.3864 0.1494 -0.2127 0.247
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83388 -49457 -46791 -93651 -62297 -46996
Profit Factor 1.2484 0.8748 1.8188 1.1385 0.7998 1.6907
Total Trades 195 97 98 195 97 98
Winning Trades 127 61 66 127 61 66
Losing Trades 68 36 32 68 36 32
Profitability (%) 65.1282 62.8866 67.3469 65.1282 62.8866 67.3469
Ratio Avg Win / Avg Loss 0.6684 0.5163 0.8818 0.6096 0.472 0.8198
Largest Winning Trade 67913 7013 67913 59668 9709 59668
Largest Losing Trade -27690 -27690 -20006 -31839 -31839 -25774
Avg Bars in Trades 126 126 126 126 126 126
Avg Bars in Winners 82 76 88 82 76 88
Avg Bars in Losers 208 212 204 208 212 204
Bars Traded 24685 12277 12408 24685 12277 12408
Profit Streak 8.8849 15.5829 8.8849 8.8849 15.5829 8.8849
Trades During Streak 10 7 5 10 7 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356178 -579148 445032 -61568 -579148 393219
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737766800000,
    "first_datapoint_time": 1737907200000,
    "last_datapoint_time": 1760265900000,
    "evaluation_time": 1760266758317,
    "expiration_time": 1766745900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 74,
            "offset": 0,
            "std": 1.2024
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "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": [
        [
            77141.5246183379,
            -23493.4850718882,
            100635.0096902261,
            47528.611613412,
            -42561.6457699255,
            90090.2573833375
        ],
        [
            77.141525,
            -23.493485,
            100.63501,
            47.528612,
            -42.561646,
            90.090257
        ],
        [
            0.29622,
            -0.090214,
            0.386433,
            0.149429,
            -0.212683,
            0.246956
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83388,
            -49457,
            -46791,
            -93651,
            -62297,
            -46996
        ],
        [
            1.248402,
            0.874798,
            1.818798,
            1.138543,
            0.799837,
            1.69074
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            127,
            61,
            66,
            127,
            61,
            66
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            65.128205,
            62.886598,
            67.346939,
            65.128205,
            62.886598,
            67.346939
        ],
        [
            0.668436,
            0.516274,
            0.881841,
            0.609614,
            0.472035,
            0.819753
        ],
        [
            67913,
            7013,
            67913,
            59668,
            9709,
            59668
        ],
        [
            -27690,
            -27690,
            -20006,
            -31839,
            -31839,
            -25774
        ],
        [
            126,
            126,
            126,
            126,
            126,
            126
        ],
        [
            82,
            76,
            88,
            82,
            76,
            88
        ],
        [
            208,
            212,
            204,
            208,
            212,
            204
        ],
        [
            24685,
            12277,
            12408,
            24685,
            12277,
            12408
        ],
        [
            8.884934,
            15.582851,
            8.884934,
            8.884934,
            15.582851,
            8.884934
        ],
        [
            10,
            7,
            5,
            10,
            7,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356178,
            -579148,
            445032,
            -61568,
            -579148,
            393219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737766800000,
    "first_datapoint_time": 1737907200000,
    "last_datapoint_time": 1760265900000,
    "evaluation_time": 1760266758317,
    "expiration_time": 1766745900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 74,
            "offset": 0,
            "std": 1.2024
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "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)