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Trade: FIL/USDT/15/WMA/SINWMA/7912

Strategy
FIL/USDT/15/WMA/SINWMA/7912
Pair
FIL_USDT
Interval
15m
Score
339013
Daily Profit
0.204874
Profit Factor
1.603722
Profitability
69.047619
Streak
17.024571
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 19:35
Expiration Time
2025-12-13 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 43038.0915 -10315.2096 53353.3011 24987.0414 -25086.6184 50073.6598
Total P&L (%) 43.0381 -10.3152 53.3533 24.987 -25.0866 50.0737
Avg Daily Profit (%) 0.1653 -0.0396 0.2049 0.0857 -0.1109 0.156
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58845 -32445 -35280 -86222 -48176 -50044
Profit Factor 1.1684 0.9383 1.6037 1.0727 0.8871 1.412
Total Trades 168 84 84 168 84 84
Winning Trades 111 53 58 111 53 58
Losing Trades 57 31 26 57 31 26
Profitability (%) 66.0714 63.0952 69.0476 66.0714 63.0952 69.0476
Ratio Avg Win / Avg Loss 0.6 0.5488 0.7189 0.5509 0.5188 0.633
Largest Winning Trade 11031 11031 6867 15699 15699 10852
Largest Losing Trade -29008 -29008 -17530 -31108 -31108 -29998
Avg Bars in Trades 147 148 146 147 148 146
Avg Bars in Winners 95 86 104 95 86 104
Avg Bars in Losers 247 253 240 247 253 240
Bars Traded 24729 12432 12297 24729 12432 12297
Profit Streak 2.7329 2.7329 17.0246 2.7329 2.7329 17.0246
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -30990 -581926 339013 -223697 -581926 274493
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736664300000,
    "first_datapoint_time": 1736829900000,
    "last_datapoint_time": 1759163400000,
    "evaluation_time": 1759163722965,
    "expiration_time": 1765643400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 185,
            "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": [
        [
            43038.0915318326,
            -10315.2095667203,
            53353.3010985529,
            24987.041394383,
            -25086.6184071465,
            50073.6598015293
        ],
        [
            43.038092,
            -10.31521,
            53.353301,
            24.987041,
            -25.086618,
            50.07366
        ],
        [
            0.165264,
            -0.03961,
            0.204874,
            0.085683,
            -0.110851,
            0.156007
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58845,
            -32445,
            -35280,
            -86222,
            -48176,
            -50044
        ],
        [
            1.168355,
            0.93833,
            1.603722,
            1.072711,
            0.887059,
            1.412026
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            111,
            53,
            58,
            111,
            53,
            58
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            66.071429,
            63.095238,
            69.047619,
            66.071429,
            63.095238,
            69.047619
        ],
        [
            0.599966,
            0.548835,
            0.71891,
            0.550851,
            0.518846,
            0.632977
        ],
        [
            11031,
            11031,
            6867,
            15699,
            15699,
            10852
        ],
        [
            -29008,
            -29008,
            -17530,
            -31108,
            -31108,
            -29998
        ],
        [
            147,
            148,
            146,
            147,
            148,
            146
        ],
        [
            95,
            86,
            104,
            95,
            86,
            104
        ],
        [
            247,
            253,
            240,
            247,
            253,
            240
        ],
        [
            24729,
            12432,
            12297,
            24729,
            12432,
            12297
        ],
        [
            2.732905,
            2.732905,
            17.024571,
            2.732905,
            2.732905,
            17.024571
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -30990,
            -581926,
            339013,
            -223697,
            -581926,
            274493
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736664300000,
    "first_datapoint_time": 1736829900000,
    "last_datapoint_time": 1759163400000,
    "evaluation_time": 1759163722965,
    "expiration_time": 1765643400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 185,
            "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)