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Trade: FIL/USDT/15/WMA/BBL/2599

Strategy
FIL/USDT/15/WMA/BBL/2599
Pair
FIL_USDT
Interval
15m
Score
458797
Daily Profit
0.290666
Profit Factor
2.248231
Profitability
65.000000
Streak
13.437281
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 02:14
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 76760.5161 1065.2163 75695.2998 97802.8712 4548.1746 93254.6966
Total P&L (%) 76.7605 1.0652 75.6953 97.8029 4.5482 93.2547
Avg Daily Profit (%) 0.2948 0.0041 0.2907 0.2623 0.0171 0.2533
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20698 -7387 -21076 -40610 -11377 -41340
Profit Factor 1.9467 1.0521 2.2482 1.6507 1.139 1.7931
Total Trades 81 41 40 81 41 40
Winning Trades 50 24 26 50 24 26
Losing Trades 31 17 14 31 17 14
Profitability (%) 61.7284 58.5366 65 61.7284 58.5366 65
Ratio Avg Win / Avg Loss 1.2069 0.7452 1.2106 1.0234 0.8068 0.9655
Largest Winning Trade 11808 4385 11808 15342 8732 15342
Largest Losing Trade -15384 -3341 -15384 -29723 -4854 -29723
Avg Bars in Trades 284 5 570 284 5 570
Avg Bars in Winners 232 3 443 232 3 443
Avg Bars in Losers 369 8 806 369 8 806
Bars Traded 23066 237 22829 23066 237 22829
Profit Streak 0 0 13.4373 0 0 13.4373
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4857 -517430 458797 -5706 -404772 355682
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": 1736311500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759014881086,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 94,
            "offset": 0,
            "std": 2.44703
        }
    }
}
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": [
        [
            76760.5160686155,
            1065.2162527475,
            75695.299815868,
            97802.8712373161,
            4548.1746314296,
            93254.6966058864
        ],
        [
            76.760516,
            1.065216,
            75.6953,
            97.802871,
            4.548175,
            93.254697
        ],
        [
            0.294757,
            0.00409,
            0.290666,
            0.262267,
            0.017081,
            0.253311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20698,
            -7387,
            -21076,
            -40610,
            -11377,
            -41340
        ],
        [
            1.946655,
            1.052104,
            2.248231,
            1.65072,
            1.139026,
            1.793085
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            61.728395,
            58.536585,
            65,
            61.728395,
            58.536585,
            65
        ],
        [
            1.206926,
            0.74524,
            1.210586,
            1.023447,
            0.80681,
            0.965507
        ],
        [
            11808,
            4385,
            11808,
            15342,
            8732,
            15342
        ],
        [
            -15384,
            -3341,
            -15384,
            -29723,
            -4854,
            -29723
        ],
        [
            284,
            5,
            570,
            284,
            5,
            570
        ],
        [
            232,
            3,
            443,
            232,
            3,
            443
        ],
        [
            369,
            8,
            806,
            369,
            8,
            806
        ],
        [
            23066,
            237,
            22829,
            23066,
            237,
            22829
        ],
        [
            0,
            0,
            13.437281,
            0,
            0,
            13.437281
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4857,
            -517430,
            458797,
            -5706,
            -404772,
            355682
        ]
    ]
}
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": 1736311500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759014881086,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 94,
            "offset": 0,
            "std": 2.44703
        }
    }
}

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)