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Trade: FIL/USDT/15/PWMA/SMA/7555

Strategy
FIL/USDT/15/PWMA/SMA/7555
Pair
FIL_USDT
Interval
15m
Score
307550
Daily Profit
0.247599
Profit Factor
1.454838
Profitability
61.417323
Streak
7.934017
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 22:09
Expiration Time
2025-12-25 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52462.9022 -12016.9123 64479.8145 32575.7863 -26617.0575 59192.8438
Total P&L (%) 52.4629 -12.0169 64.4798 32.5758 -26.6171 59.1928
Avg Daily Profit (%) 0.2015 -0.0461 0.2476 0.1083 -0.1188 0.1787
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58795 -44403 -28914 -64854 -53654 -29287
Profit Factor 1.1576 0.9371 1.4548 1.1002 0.8608 1.4419
Total Trades 253 126 127 253 126 127
Winning Trades 147 69 78 147 69 78
Losing Trades 106 57 49 106 57 49
Profitability (%) 58.1028 54.7619 61.4173 58.1028 54.7619 61.4173
Ratio Avg Win / Avg Loss 0.8348 0.7741 0.9139 0.7933 0.7111 0.9058
Largest Winning Trade 28430 8710 28430 29348 8235 29348
Largest Losing Trade -24176 -24176 -10939 -28652 -28652 -11909
Avg Bars in Trades 97 96 98 97 96 98
Avg Bars in Winners 87 80 93 87 80 93
Avg Bars in Losers 112 117 106 112 117 106
Bars Traded 24691 12197 12494 24691 12197 12494
Profit Streak 7.6944 7.6944 7.934 7.6944 7.6944 7.934
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39597 -580166 307550 -160483 -580166 270820
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737710100000,
    "first_datapoint_time": 1737927000000,
    "last_datapoint_time": 1760209200000,
    "evaluation_time": 1760209799067,
    "expiration_time": 1766689200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 242,
            "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": [
        [
            52462.9021617984,
            -12016.9122912338,
            64479.8144530322,
            32575.7862790329,
            -26617.0575047147,
            59192.8437837475
        ],
        [
            52.462902,
            -12.016912,
            64.479814,
            32.575786,
            -26.617058,
            59.192844
        ],
        [
            0.201455,
            -0.046144,
            0.247599,
            0.108339,
            -0.118768,
            0.178697
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58795,
            -44403,
            -28914,
            -64854,
            -53654,
            -29287
        ],
        [
            1.157643,
            0.937095,
            1.454838,
            1.100202,
            0.860758,
            1.441924
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            147,
            69,
            78,
            147,
            69,
            78
        ],
        [
            106,
            57,
            49,
            106,
            57,
            49
        ],
        [
            58.102767,
            54.761905,
            61.417323,
            58.102767,
            54.761905,
            61.417323
        ],
        [
            0.834763,
            0.774122,
            0.913937,
            0.793343,
            0.711061,
            0.905824
        ],
        [
            28430,
            8710,
            28430,
            29348,
            8235,
            29348
        ],
        [
            -24176,
            -24176,
            -10939,
            -28652,
            -28652,
            -11909
        ],
        [
            97,
            96,
            98,
            97,
            96,
            98
        ],
        [
            87,
            80,
            93,
            87,
            80,
            93
        ],
        [
            112,
            117,
            106,
            112,
            117,
            106
        ],
        [
            24691,
            12197,
            12494,
            24691,
            12197,
            12494
        ],
        [
            7.694434,
            7.694434,
            7.934017,
            7.694434,
            7.694434,
            7.934017
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39597,
            -580166,
            307550,
            -160483,
            -580166,
            270820
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737710100000,
    "first_datapoint_time": 1737927000000,
    "last_datapoint_time": 1760209200000,
    "evaluation_time": 1760209799067,
    "expiration_time": 1766689200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 242,
            "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)