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Trade: FIL/USDT/15/WMA/RMA/2084

Strategy
FIL/USDT/15/WMA/RMA/2084
Pair
FIL_USDT
Interval
15m
Score
331487
Daily Profit
0.241108
Profit Factor
1.376106
Profitability
73.043478
Streak
3.951501
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 07:20
Expiration Time
2025-12-17 06:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62789.3573 -5477.3858 68266.7431 62021.05 -9802.9085 71823.9585
Total P&L (%) 62.7894 -5.4774 68.2667 62.0211 -9.8029 71.824
Avg Daily Profit (%) 0.2411 -0.021 0.2621 0.1855 -0.0396 0.2081
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31753 -33296 -18421 -34740 -36653 -23371
Profit Factor 1.3761 0.9534 2.3816 1.2982 0.9309 2.0871
Total Trades 115 58 57 115 58 57
Winning Trades 84 40 44 84 40 44
Losing Trades 31 18 13 31 18 13
Profitability (%) 73.0435 68.9655 77.193 73.0435 68.9655 77.193
Ratio Avg Win / Avg Loss 0.5078 0.429 0.7037 0.4791 0.4189 0.6166
Largest Winning Trade 8765 8012 8765 8748 8647 8748
Largest Losing Trade -28104 -28104 -11067 -27316 -27316 -15243
Avg Bars in Trades 213 241 185 213 241 185
Avg Bars in Winners 122 126 118 122 126 118
Avg Bars in Losers 461 497 412 461 497 412
Bars Traded 24582 14013 10569 24582 14013 10569
Profit Streak 3.9515 3.9515 18.4098 3.9515 3.9515 18.4098
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331487 -759575 -166656 295377 -759575 -167571
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736965800000,
    "first_datapoint_time": 1737137700000,
    "last_datapoint_time": 1759464900000,
    "evaluation_time": 1759465209724,
    "expiration_time": 1765944900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 192,
            "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": [
        [
            62789.3573122821,
            -5477.3857820216,
            68266.7430943037,
            62021.0499981553,
            -9802.9085367179,
            71823.9585348731
        ],
        [
            62.789357,
            -5.477386,
            68.266743,
            62.02105,
            -9.802909,
            71.823959
        ],
        [
            0.241108,
            -0.021033,
            0.262141,
            0.185471,
            -0.03961,
            0.208073
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31753,
            -33296,
            -18421,
            -34740,
            -36653,
            -23371
        ],
        [
            1.376106,
            0.953398,
            2.38161,
            1.298158,
            0.930939,
            2.087104
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            84,
            40,
            44,
            84,
            40,
            44
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            73.043478,
            68.965517,
            77.192982,
            73.043478,
            68.965517,
            77.192982
        ],
        [
            0.507849,
            0.429029,
            0.703657,
            0.479082,
            0.418922,
            0.616644
        ],
        [
            8765,
            8012,
            8765,
            8748,
            8647,
            8748
        ],
        [
            -28104,
            -28104,
            -11067,
            -27316,
            -27316,
            -15243
        ],
        [
            213,
            241,
            185,
            213,
            241,
            185
        ],
        [
            122,
            126,
            118,
            122,
            126,
            118
        ],
        [
            461,
            497,
            412,
            461,
            497,
            412
        ],
        [
            24582,
            14013,
            10569,
            24582,
            14013,
            10569
        ],
        [
            3.951501,
            3.951501,
            18.409835,
            3.951501,
            3.951501,
            18.409835
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331487,
            -759575,
            -166656,
            295377,
            -759575,
            -167571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736965800000,
    "first_datapoint_time": 1737137700000,
    "last_datapoint_time": 1759464900000,
    "evaluation_time": 1759465209724,
    "expiration_time": 1765944900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 192,
            "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)