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Trade: FIL/USDT/15/SINWMA/KCB/3203

Strategy
FIL/USDT/15/SINWMA/KCB/3203
Pair
FIL_USDT
Interval
15m
Score
344293
Daily Profit
0.369328
Profit Factor
1.565247
Profitability
69.924812
Streak
2.558493
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 18:24
Expiration Time
2025-12-14 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 96180.5264 10141.3146 86039.2118 126902.0166 11557.8414 115344.1753
Total P&L (%) 96.1805 10.1413 86.0392 126.902 11.5578 115.3442
Avg Daily Profit (%) 0.3693 0.0389 0.3304 0.3151 0.042 0.295
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23386 -23386 -15293 -52862 -33902 -31662
Profit Factor 1.5652 1.087 2.6063 1.4193 1.0594 2.0662
Total Trades 133 67 66 133 67 66
Winning Trades 93 44 49 93 44 49
Losing Trades 40 23 17 40 23 17
Profitability (%) 69.9248 65.6716 74.2424 69.9248 65.6716 74.2424
Ratio Avg Win / Avg Loss 0.6732 0.5682 0.9042 0.6105 0.5538 0.7169
Largest Winning Trade 8956 8084 8956 16091 12805 16091
Largest Losing Trade -23386 -23386 -10418 -29986 -29986 -26683
Avg Bars in Trades 183 196 169 183 196 169
Avg Bars in Winners 136 129 142 136 129 142
Avg Bars in Losers 291 324 245 291 324 245
Bars Traded 24342 13168 11174 24342 13168 11174
Profit Streak 2.5585 2.5585 2.7043 2.5585 2.5585 2.7043
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344293 -546385 -112930 295512 -528524 -114275
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736746200000,
    "first_datapoint_time": 1736966700000,
    "last_datapoint_time": 1759245300000,
    "evaluation_time": 1759245853823,
    "expiration_time": 1765725300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 246,
            "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": [
        [
            96180.5263638477,
            10141.3145666633,
            86039.2117971844,
            126902.0166101161,
            11557.841350869,
            115344.175259247
        ],
        [
            96.180526,
            10.141315,
            86.039212,
            126.902017,
            11.557841,
            115.344175
        ],
        [
            0.369328,
            0.038942,
            0.330386,
            0.315121,
            0.042008,
            0.294984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23386,
            -23386,
            -15293,
            -52862,
            -33902,
            -31662
        ],
        [
            1.565247,
            1.086981,
            2.606286,
            1.419333,
            1.059439,
            2.066239
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            93,
            44,
            49,
            93,
            44,
            49
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            69.924812,
            65.671642,
            74.242424,
            69.924812,
            65.671642,
            74.242424
        ],
        [
            0.673225,
            0.568195,
            0.904222,
            0.610466,
            0.553798,
            0.716858
        ],
        [
            8956,
            8084,
            8956,
            16091,
            12805,
            16091
        ],
        [
            -23386,
            -23386,
            -10418,
            -29986,
            -29986,
            -26683
        ],
        [
            183,
            196,
            169,
            183,
            196,
            169
        ],
        [
            136,
            129,
            142,
            136,
            129,
            142
        ],
        [
            291,
            324,
            245,
            291,
            324,
            245
        ],
        [
            24342,
            13168,
            11174,
            24342,
            13168,
            11174
        ],
        [
            2.558493,
            2.558493,
            2.704327,
            2.558493,
            2.558493,
            2.704327
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344293,
            -546385,
            -112930,
            295512,
            -528524,
            -114275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736746200000,
    "first_datapoint_time": 1736966700000,
    "last_datapoint_time": 1759245300000,
    "evaluation_time": 1759245853823,
    "expiration_time": 1765725300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 246,
            "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)