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Trade: FIL/USDT/15/RMA/KCB/5594

Strategy
FIL/USDT/15/RMA/KCB/5594
Pair
FIL_USDT
Interval
15m
Score
398234
Daily Profit
0.338270
Profit Factor
1.515176
Profitability
69.421488
Streak
12.409833
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:50
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 88092.2666 14757.8727 73334.394 106855.472 23150.9896 83704.4824
Total P&L (%) 88.0923 14.7579 73.3344 106.8555 23.151 83.7045
Avg Daily Profit (%) 0.3383 0.0567 0.2816 0.2795 0.08 0.2338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33257 -32997 -13700 -33770 -33676 -18417
Profit Factor 1.5152 1.1281 2.315 1.5014 1.1698 2.0904
Total Trades 121 60 61 121 60 61
Winning Trades 84 40 44 84 40 44
Losing Trades 37 20 17 37 20 17
Profitability (%) 69.4215 66.6667 72.1311 69.4215 66.6667 72.1311
Ratio Avg Win / Avg Loss 0.6674 0.564 0.8945 0.6613 0.5849 0.8077
Largest Winning Trade 8627 8627 7327 12761 12761 12456
Largest Losing Trade -28698 -28698 -10268 -29192 -29192 -15471
Avg Bars in Trades 198 208 189 198 208 189
Avg Bars in Winners 111 110 112 111 110 112
Avg Bars in Losers 396 403 388 396 403 388
Bars Traded 24053 12496 11557 24053 12496 11557
Profit Streak 12.4098 30.2223 12.4098 12.4098 30.2223 12.4098
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398234 -383158 -149641 377115 -293211 -150483
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": 1736416800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937809568,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 211,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            88092.2666436496,
            14757.8726728773,
            73334.3939707723,
            106855.472042195,
            23150.9895948157,
            83704.4824473793
        ],
        [
            88.092267,
            14.757873,
            73.334394,
            106.855472,
            23.15099,
            83.704482
        ],
        [
            0.33827,
            0.05667,
            0.2816,
            0.279497,
            0.079995,
            0.233803
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33257,
            -32997,
            -13700,
            -33770,
            -33676,
            -18417
        ],
        [
            1.515176,
            1.128074,
            2.315047,
            1.501383,
            1.169783,
            2.090393
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            84,
            40,
            44,
            84,
            40,
            44
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            69.421488,
            66.666667,
            72.131148,
            69.421488,
            66.666667,
            72.131148
        ],
        [
            0.667399,
            0.564037,
            0.89445,
            0.661323,
            0.584892,
            0.807652
        ],
        [
            8627,
            8627,
            7327,
            12761,
            12761,
            12456
        ],
        [
            -28698,
            -28698,
            -10268,
            -29192,
            -29192,
            -15471
        ],
        [
            198,
            208,
            189,
            198,
            208,
            189
        ],
        [
            111,
            110,
            112,
            111,
            110,
            112
        ],
        [
            396,
            403,
            388,
            396,
            403,
            388
        ],
        [
            24053,
            12496,
            11557,
            24053,
            12496,
            11557
        ],
        [
            12.409833,
            30.222333,
            12.409833,
            12.409833,
            30.222333,
            12.409833
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398234,
            -383158,
            -149641,
            377115,
            -293211,
            -150483
        ]
    ]
}
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": 1736416800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758937809568,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 211,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)