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Trade: FIL/USDT/15/T3/SINWMA/9642

Strategy
FIL/USDT/15/T3/SINWMA/9642
Pair
FIL_USDT
Interval
15m
Score
543176
Daily Profit
0.529555
Profit Factor
1.898128
Profitability
54.455446
Streak
8.664857
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 21:12
Expiration Time
2025-12-24 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137906.7803 43057.2129 94849.5674 227640.4529 83398.0767 144242.3762
Total P&L (%) 137.9068 43.0572 94.8496 227.6405 83.3981 144.2424
Avg Daily Profit (%) 0.5296 0.1653 0.3642 0.4567 0.2332 0.3435
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22433 -12096 -16012 -71331 -45280 -45109
Profit Factor 1.8981 1.6074 2.1475 1.602 1.4913 1.6921
Total Trades 101 50 51 101 50 51
Winning Trades 55 27 28 55 27 28
Losing Trades 46 23 23 46 23 23
Profitability (%) 54.4554 54 54.902 54.4554 54 54.902
Ratio Avg Win / Avg Loss 1.5875 1.3693 1.764 1.3398 1.2704 1.3899
Largest Winning Trade 39275 12943 39275 41705 35580 41705
Largest Losing Trade -10584 -10584 -9572 -40201 -40201 -27239
Avg Bars in Trades 243 240 245 243 240 245
Avg Bars in Winners 236 245 227 236 245 227
Avg Bars in Losers 251 234 267 251 234 267
Bars Traded 24570 12036 12534 24570 12036 12534
Profit Streak 8.6649 10.394 8.6649 8.6649 10.394 8.6649
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 543176 -172527 -166585 460198 -170675 -168752
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737620100000,
    "first_datapoint_time": 1737761400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760119943690,
    "expiration_time": 1766599200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 124,
            "offset": 0,
            "a": 0.78653
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 158,
            "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": [
        [
            137906.7802784465,
            43057.2129232227,
            94849.5673552238,
            227640.452916233,
            83398.0767027267,
            144242.3762135063
        ],
        [
            137.90678,
            43.057213,
            94.849567,
            227.640453,
            83.398077,
            144.242376
        ],
        [
            0.529555,
            0.165338,
            0.364218,
            0.456745,
            0.23316,
            0.343493
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22433,
            -12096,
            -16012,
            -71331,
            -45280,
            -45109
        ],
        [
            1.898128,
            1.607397,
            2.147451,
            1.601972,
            1.491342,
            1.692067
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            54.455446,
            54,
            54.901961,
            54.455446,
            54,
            54.901961
        ],
        [
            1.587525,
            1.369264,
            1.763977,
            1.339831,
            1.270402,
            1.389912
        ],
        [
            39275,
            12943,
            39275,
            41705,
            35580,
            41705
        ],
        [
            -10584,
            -10584,
            -9572,
            -40201,
            -40201,
            -27239
        ],
        [
            243,
            240,
            245,
            243,
            240,
            245
        ],
        [
            236,
            245,
            227,
            236,
            245,
            227
        ],
        [
            251,
            234,
            267,
            251,
            234,
            267
        ],
        [
            24570,
            12036,
            12534,
            24570,
            12036,
            12534
        ],
        [
            8.664857,
            10.394024,
            8.664857,
            8.664857,
            10.394024,
            8.664858
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543176,
            -172527,
            -166585,
            460198,
            -170675,
            -168752
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737620100000,
    "first_datapoint_time": 1737761400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760119943690,
    "expiration_time": 1766599200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 124,
            "offset": 0,
            "a": 0.78653
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 158,
            "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)