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Trade: FIL/USDT/15/DCM/ALMA/6358

Strategy
FIL/USDT/15/DCM/ALMA/6358
Pair
FIL_USDT
Interval
15m
Score
445123
Daily Profit
0.496534
Profit Factor
1.648214
Profitability
62.204724
Streak
3.392942
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 21:40
Expiration Time
2025-12-17 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 129307.2756 31545.291 97761.9846 192716.8047 61324.3567 131392.448
Total P&L (%) 129.3073 31.5453 97.762 192.7168 61.3244 131.3924
Avg Daily Profit (%) 0.4965 0.1211 0.3754 0.4133 0.1838 0.3227
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36387 -27571 -24202 -61511 -34509 -46551
Profit Factor 1.6482 1.2695 2.1858 1.5971 1.3551 1.8757
Total Trades 127 64 63 127 64 63
Winning Trades 79 38 41 79 38 41
Losing Trades 48 26 22 48 26 22
Profitability (%) 62.2047 59.375 65.0794 62.2047 59.375 65.0794
Ratio Avg Win / Avg Loss 1.0014 0.8686 1.1729 0.9704 0.9272 1.0065
Largest Winning Trade 17308 12948 17308 27920 27498 27920
Largest Losing Trade -22038 -22038 -17276 -36701 -29566 -36701
Avg Bars in Trades 192 192 191 192 192 191
Avg Bars in Winners 160 158 162 160 158 162
Avg Bars in Losers 245 243 247 245 243 247
Bars Traded 24436 12344 12092 24436 12344 12092
Profit Streak 3.3929 3.3929 3.5388 3.3929 3.3929 3.5388
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445123 -176179 -134598 355517 -134481 -135648
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737017100000,
    "first_datapoint_time": 1737313200000,
    "last_datapoint_time": 1759516200000,
    "evaluation_time": 1759516850185,
    "expiration_time": 1765996200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 89,
            "offset": 241
        }
    }
}
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": [
        [
            129307.2755701513,
            31545.2909585752,
            97761.984611576,
            192716.80466151,
            61324.3566844922,
            131392.4479770176
        ],
        [
            129.307276,
            31.545291,
            97.761985,
            192.716805,
            61.324357,
            131.392448
        ],
        [
            0.496534,
            0.121132,
            0.375401,
            0.413276,
            0.183813,
            0.32267
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36387,
            -27571,
            -24202,
            -61511,
            -34509,
            -46551
        ],
        [
            1.648214,
            1.269532,
            2.185779,
            1.5971,
            1.355081,
            1.875661
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            62.204724,
            59.375,
            65.079365,
            62.204724,
            59.375,
            65.079365
        ],
        [
            1.001446,
            0.868627,
            1.172857,
            0.97039,
            0.927161,
            1.006452
        ],
        [
            17308,
            12948,
            17308,
            27920,
            27498,
            27920
        ],
        [
            -22038,
            -22038,
            -17276,
            -36701,
            -29566,
            -36701
        ],
        [
            192,
            192,
            191,
            192,
            192,
            191
        ],
        [
            160,
            158,
            162,
            160,
            158,
            162
        ],
        [
            245,
            243,
            247,
            245,
            243,
            247
        ],
        [
            24436,
            12344,
            12092,
            24436,
            12344,
            12092
        ],
        [
            3.392942,
            3.392942,
            3.538775,
            3.392942,
            3.392942,
            3.538775
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445123,
            -176179,
            -134598,
            355517,
            -134481,
            -135648
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737017100000,
    "first_datapoint_time": 1737313200000,
    "last_datapoint_time": 1759516200000,
    "evaluation_time": 1759516850185,
    "expiration_time": 1765996200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 89,
            "offset": 241
        }
    }
}

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)