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Trade: FIL/USDT/15/SINWMA/RMA/2348

Strategy
FIL/USDT/15/SINWMA/RMA/2348
Pair
FIL_USDT
Interval
15m
Score
300525
Daily Profit
0.327655
Profit Factor
1.370301
Profitability
51.034483
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 00:48
Expiration Time
2025-12-13 23:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85327.9071 10892.5721 74435.335 92577.7956 13874.2649 78703.5307
Total P&L (%) 85.3279 10.8926 74.4353 92.5778 13.8743 78.7035
Avg Daily Profit (%) 0.3277 0.0418 0.2858 0.252 0.0499 0.2232
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32256 -23625 -19922 -76169 -41870 -47284
Profit Factor 1.3703 1.0943 1.648 1.2272 1.0698 1.3771
Total Trades 145 72 73 145 72 73
Winning Trades 74 34 40 74 34 40
Losing Trades 71 38 33 71 38 33
Profitability (%) 51.0345 47.2222 54.7945 51.0345 47.2222 54.7945
Ratio Avg Win / Avg Loss 1.3147 1.223 1.3596 1.1774 1.1956 1.1361
Largest Winning Trade 33772 11876 33772 34144 16650 34144
Largest Losing Trade -11746 -7613 -11746 -21090 -16120 -21090
Avg Bars in Trades 169 179 160 169 179 160
Avg Bars in Winners 185 198 174 185 198 174
Avg Bars in Losers 153 162 142 153 162 142
Bars Traded 24613 12915 11698 24613 12915 11698
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 300525 -473826 -62089 245741 -397235 -64079
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736683200000,
    "first_datapoint_time": 1736835300000,
    "last_datapoint_time": 1759182300000,
    "evaluation_time": 1759182520739,
    "expiration_time": 1765662300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 128,
            "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": [
        [
            85327.9071150707,
            10892.5721378235,
            74435.3349772473,
            92577.7955653161,
            13874.2648689902,
            78703.530696326
        ],
        [
            85.327907,
            10.892572,
            74.435335,
            92.577796,
            13.874265,
            78.703531
        ],
        [
            0.327655,
            0.041827,
            0.285828,
            0.25196,
            0.049903,
            0.22318
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32256,
            -23625,
            -19922,
            -76169,
            -41870,
            -47284
        ],
        [
            1.370301,
            1.094255,
            1.648037,
            1.22715,
            1.069763,
            1.377139
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            51.034483,
            47.222222,
            54.794521,
            51.034483,
            47.222222,
            54.794521
        ],
        [
            1.314748,
            1.22299,
            1.35963,
            1.1774,
            1.195617,
            1.136139
        ],
        [
            33772,
            11876,
            33772,
            34144,
            16650,
            34144
        ],
        [
            -11746,
            -7613,
            -11746,
            -21090,
            -16120,
            -21090
        ],
        [
            169,
            179,
            160,
            169,
            179,
            160
        ],
        [
            185,
            198,
            174,
            185,
            198,
            174
        ],
        [
            153,
            162,
            142,
            153,
            162,
            142
        ],
        [
            24613,
            12915,
            11698,
            24613,
            12915,
            11698
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300525,
            -473826,
            -62089,
            245741,
            -397235,
            -64079
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736683200000,
    "first_datapoint_time": 1736835300000,
    "last_datapoint_time": 1759182300000,
    "evaluation_time": 1759182520739,
    "expiration_time": 1765662300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 128,
            "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)