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Trade: FIL/USDT/15/HMA/RMA/3740

Strategy
FIL/USDT/15/HMA/RMA/3740
Pair
FIL_USDT
Interval
15m
Score
460856
Daily Profit
0.391504
Profit Factor
2.042696
Profitability
67.441860
Streak
7.079789
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 17:39
Expiration Time
2025-12-25 16:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77963.955 -23991.4315 101955.3864 52866.6713 -35242.5917 88109.263
Total P&L (%) 77.964 -23.9914 101.9554 52.8667 -35.2426 88.1093
Avg Daily Profit (%) 0.2994 -0.0921 0.3915 0.1631 -0.1667 0.2429
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60219 -45041 -37047 -56895 -49272 -34210
Profit Factor 1.2971 0.8543 2.0427 1.2148 0.7767 1.9983
Total Trades 171 85 86 171 85 86
Winning Trades 113 55 58 113 55 58
Losing Trades 58 30 28 58 30 28
Profitability (%) 66.0819 64.7059 67.4419 66.0819 64.7059 67.4419
Ratio Avg Win / Avg Loss 0.6658 0.466 0.9861 0.6236 0.4236 0.9647
Largest Winning Trade 68074 8957 68074 61915 8932 61915
Largest Losing Trade -29713 -29713 -16512 -31044 -31044 -17730
Avg Bars in Trades 144 149 139 144 149 139
Avg Bars in Winners 86 77 94 86 77 94
Avg Bars in Losers 257 281 231 257 281 231
Bars Traded 24682 12692 11990 24682 12692 11990
Profit Streak 7.0798 14.6527 7.0798 7.0798 14.6527 7.0798
Trades During Streak 8 6 4 8 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366753 -578692 460856 265600 -578692 412052
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737693900000,
    "first_datapoint_time": 1737821700000,
    "last_datapoint_time": 1760193000000,
    "evaluation_time": 1760193593753,
    "expiration_time": 1766673000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 103,
            "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": [
        [
            77963.9549546021,
            -23991.4314697355,
            101955.3864243375,
            52866.6713008063,
            -35242.5917027068,
            88109.2630035132
        ],
        [
            77.963955,
            -23.991431,
            101.955386,
            52.866671,
            -35.242592,
            88.109263
        ],
        [
            0.299378,
            -0.092126,
            0.391504,
            0.163099,
            -0.166715,
            0.242923
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60219,
            -45041,
            -37047,
            -56895,
            -49272,
            -34210
        ],
        [
            1.297127,
            0.854255,
            2.042696,
            1.214849,
            0.776665,
            1.998259
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            66.081871,
            64.705882,
            67.44186,
            66.081871,
            64.705882,
            67.44186
        ],
        [
            0.665782,
            0.465957,
            0.986129,
            0.623551,
            0.423635,
            0.964677
        ],
        [
            68074,
            8957,
            68074,
            61915,
            8932,
            61915
        ],
        [
            -29713,
            -29713,
            -16512,
            -31044,
            -31044,
            -17730
        ],
        [
            144,
            149,
            139,
            144,
            149,
            139
        ],
        [
            86,
            77,
            94,
            86,
            77,
            94
        ],
        [
            257,
            281,
            231,
            257,
            281,
            231
        ],
        [
            24682,
            12692,
            11990,
            24682,
            12692,
            11990
        ],
        [
            7.079789,
            14.652705,
            7.079789,
            7.079789,
            14.652705,
            7.079789
        ],
        [
            8,
            6,
            4,
            8,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366753,
            -578692,
            460856,
            265600,
            -578692,
            412052
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737693900000,
    "first_datapoint_time": 1737821700000,
    "last_datapoint_time": 1760193000000,
    "evaluation_time": 1760193593753,
    "expiration_time": 1766673000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 103,
            "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)