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Trade: FIL/USDT/15/DEMA/BBL/9904

Strategy
FIL/USDT/15/DEMA/BBL/9904
Pair
FIL_USDT
Interval
15m
Score
307021
Daily Profit
0.218977
Profit Factor
1.771345
Profitability
55.102041
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:39
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44267.8404 -12758.2226 57026.063 39968.9191 -17067.9656 57036.8847
Total P&L (%) 44.2678 -12.7582 57.0261 39.9689 -17.068 57.0369
Avg Daily Profit (%) 0.17 -0.049 0.219 0.1292 -0.0718 0.1735
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18873 -17299 -17904 -26809 -22193 -24939
Profit Factor 1.3903 0.6768 1.7713 1.2625 0.6697 1.5669
Total Trades 98 49 49 98 49 49
Winning Trades 52 25 27 52 25 27
Losing Trades 46 24 22 46 24 22
Profitability (%) 53.0612 51.0204 55.102 53.0612 51.0204 55.102
Ratio Avg Win / Avg Loss 1.2299 0.6498 1.4433 1.1168 0.6429 1.2768
Largest Winning Trade 28243 3384 28243 30064 4872 30064
Largest Losing Trade -10741 -4437 -10741 -15969 -6058 -15969
Avg Bars in Trades 247 17 477 247 17 477
Avg Bars in Winners 247 17 460 247 17 460
Avg Bars in Losers 247 18 497 247 18 497
Bars Traded 24254 878 23376 24254 878 23376
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 195118 -581111 307021 -23645 -581389 273858
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736445600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937157973,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 243,
            "offset": 0,
            "std": 3.79386
        }
    }
}
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": [
        [
            44267.8404016561,
            -12758.2225701594,
            57026.0629718155,
            39968.91912917,
            -17067.9655822109,
            57036.8847113808
        ],
        [
            44.26784,
            -12.758223,
            57.026063,
            39.968919,
            -17.067966,
            57.036885
        ],
        [
            0.169986,
            -0.048991,
            0.218977,
            0.129202,
            -0.071838,
            0.173451
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18873,
            -17299,
            -17904,
            -26809,
            -22193,
            -24939
        ],
        [
            1.390333,
            0.676841,
            1.771345,
            1.262466,
            0.669701,
            1.566922
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            53.061224,
            51.020408,
            55.102041,
            53.061224,
            51.020408,
            55.102041
        ],
        [
            1.22991,
            0.649767,
            1.443318,
            1.116797,
            0.642913,
            1.276752
        ],
        [
            28243,
            3384,
            28243,
            30064,
            4872,
            30064
        ],
        [
            -10741,
            -4437,
            -10741,
            -15969,
            -6058,
            -15969
        ],
        [
            247,
            17,
            477,
            247,
            17,
            477
        ],
        [
            247,
            17,
            460,
            247,
            17,
            460
        ],
        [
            247,
            18,
            497,
            247,
            18,
            497
        ],
        [
            24254,
            878,
            23376,
            24254,
            878,
            23376
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            195118,
            -581111,
            307021,
            -23645,
            -581389,
            273858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736445600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937157973,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 243,
            "offset": 0,
            "std": 3.79386
        }
    }
}

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)