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Trade: FIL/USDT/15/WMA/KCB/6194

Strategy
FIL/USDT/15/WMA/KCB/6194
Pair
FIL_USDT
Interval
15m
Score
395689
Daily Profit
0.317481
Profit Factor
1.458049
Profitability
68.595041
Streak
5.913056
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 08:24
Expiration Time
2025-12-17 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82678.415 5862.4575 76815.9575 93844.5879 4966.3601 88878.2278
Total P&L (%) 82.6784 5.8625 76.816 93.8446 4.9664 88.8782
Avg Daily Profit (%) 0.3175 0.0225 0.295 0.2545 0.0186 0.2445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32524 -32388 -15415 -34421 -34277 -18688
Profit Factor 1.458 1.0457 2.4727 1.3898 1.0299 2.1909
Total Trades 121 61 60 121 61 60
Winning Trades 83 38 45 83 38 45
Losing Trades 38 23 15 38 23 15
Profitability (%) 68.595 62.2951 75 68.595 62.2951 75
Ratio Avg Win / Avg Loss 0.6675 0.6329 0.8242 0.6363 0.6234 0.7303
Largest Winning Trade 7895 7895 6486 12016 12016 9043
Largest Losing Trade -29118 -29118 -10905 -30707 -30707 -17633
Avg Bars in Trades 203 210 195 203 210 195
Avg Bars in Winners 121 101 137 121 101 137
Avg Bars in Losers 381 388 371 381 388 371
Bars Traded 24569 12816 11753 24569 12816 11753
Profit Streak 5.9131 5.9131 18.5172 5.9131 5.9131 18.5172
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395689 -660826 -155494 361294 -683381 -156469
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736969400000,
    "first_datapoint_time": 1737122400000,
    "last_datapoint_time": 1759468500000,
    "evaluation_time": 1759469088079,
    "expiration_time": 1765948500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            82678.4150038152,
            5862.457511302,
            76815.9574925133,
            93844.5878698798,
            4966.3600836305,
            88878.2277862494
        ],
        [
            82.678415,
            5.862458,
            76.815957,
            93.844588,
            4.96636,
            88.878228
        ],
        [
            0.317481,
            0.022512,
            0.29497,
            0.254484,
            0.018614,
            0.244493
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32524,
            -32388,
            -15415,
            -34421,
            -34277,
            -18688
        ],
        [
            1.458049,
            1.045679,
            2.472659,
            1.389818,
            1.029899,
            2.190872
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            83,
            38,
            45,
            83,
            38,
            45
        ],
        [
            38,
            23,
            15,
            38,
            23,
            15
        ],
        [
            68.595041,
            62.295082,
            75,
            68.595041,
            62.295082,
            75
        ],
        [
            0.66754,
            0.632911,
            0.82422,
            0.636302,
            0.62336,
            0.730291
        ],
        [
            7895,
            7895,
            6486,
            12016,
            12016,
            9043
        ],
        [
            -29118,
            -29118,
            -10905,
            -30707,
            -30707,
            -17633
        ],
        [
            203,
            210,
            195,
            203,
            210,
            195
        ],
        [
            121,
            101,
            137,
            121,
            101,
            137
        ],
        [
            381,
            388,
            371,
            381,
            388,
            371
        ],
        [
            24569,
            12816,
            11753,
            24569,
            12816,
            11753
        ],
        [
            5.913056,
            5.913056,
            18.517223,
            5.913056,
            5.913056,
            18.517223
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395689,
            -660826,
            -155494,
            361294,
            -683381,
            -156469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736969400000,
    "first_datapoint_time": 1737122400000,
    "last_datapoint_time": 1759468500000,
    "evaluation_time": 1759469088079,
    "expiration_time": 1765948500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)