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Trade: FIL/USDT/15/BBU/WMA/5001

Strategy
FIL/USDT/15/BBU/WMA/5001
Pair
FIL_USDT
Interval
15m
Score
528810
Daily Profit
0.415233
Profit Factor
2.405609
Profitability
75.000000
Streak
14.737875
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 02:42
Expiration Time
2025-12-15 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 145750.0374 37614.976 108135.0614 255898.6136 81541.3996 174357.214
Total P&L (%) 145.75 37.615 108.1351 255.8986 81.5414 174.3572
Avg Daily Profit (%) 0.5597 0.1444 0.4152 0.4887 0.2292 0.3883
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26850 -11451 -21513 -68199 -40795 -54199
Profit Factor 2.1079 1.6886 2.4056 1.8211 1.6342 1.9524
Total Trades 81 41 40 81 41 40
Winning Trades 56 26 30 56 26 30
Losing Trades 25 15 10 25 15 10
Profitability (%) 69.1358 63.4146 75 69.1358 63.4146 75
Ratio Avg Win / Avg Loss 0.941 0.9742 0.8019 0.813 0.9428 0.6508
Largest Winning Trade 30730 11496 30730 41375 27702 41375
Largest Losing Trade -13372 -8462 -13372 -38585 -30314 -38585
Avg Bars in Trades 297 152 446 297 152 446
Avg Bars in Winners 233 134 318 233 134 318
Avg Bars in Losers 442 184 829 442 184 829
Bars Traded 24126 6267 17859 24126 6267 17859
Profit Streak 0 0 14.7379 0 0 14.7379
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -2988 -1853 528810 -4149 308403 489035
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736775900000,
    "first_datapoint_time": 1737164700000,
    "last_datapoint_time": 1759275000000,
    "evaluation_time": 1759275752418,
    "expiration_time": 1765755000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 123,
            "offset": 0,
            "std": 2.49763
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 218,
            "offset": 215
        }
    }
}
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": [
        [
            145750.0373509541,
            37614.9759806577,
            108135.0613702963,
            255898.6135567423,
            81541.3995953374,
            174357.2139614049
        ],
        [
            145.750037,
            37.614976,
            108.135061,
            255.898614,
            81.5414,
            174.357214
        ],
        [
            0.559673,
            0.14444,
            0.415233,
            0.488663,
            0.229244,
            0.388303
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26850,
            -11451,
            -21513,
            -68199,
            -40795,
            -54199
        ],
        [
            2.107878,
            1.688581,
            2.405609,
            1.821106,
            1.634209,
            1.952359
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            25,
            15,
            10,
            25,
            15,
            10
        ],
        [
            69.135802,
            63.414634,
            75,
            69.135802,
            63.414634,
            75
        ],
        [
            0.941017,
            0.974181,
            0.80187,
            0.812994,
            0.942813,
            0.650786
        ],
        [
            30730,
            11496,
            30730,
            41375,
            27702,
            41375
        ],
        [
            -13372,
            -8462,
            -13372,
            -38585,
            -30314,
            -38585
        ],
        [
            297,
            152,
            446,
            297,
            152,
            446
        ],
        [
            233,
            134,
            318,
            233,
            134,
            318
        ],
        [
            442,
            184,
            829,
            442,
            184,
            829
        ],
        [
            24126,
            6267,
            17859,
            24126,
            6267,
            17859
        ],
        [
            0,
            0,
            14.737875,
            0,
            0,
            14.737875
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -2988,
            -1853,
            528810,
            -4149,
            308403,
            489035
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736775900000,
    "first_datapoint_time": 1737164700000,
    "last_datapoint_time": 1759275000000,
    "evaluation_time": 1759275752418,
    "expiration_time": 1765755000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 123,
            "offset": 0,
            "std": 2.49763
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 218,
            "offset": 215
        }
    }
}

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)