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Trade: FIL/USDT/15/KCB/RMA/3045

Strategy
FIL/USDT/15/KCB/RMA/3045
Pair
FIL_USDT
Interval
15m
Score
457552
Daily Profit
0.268388
Profit Factor
2.248640
Profitability
78.723404
Streak
13.700427
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 19:48
Expiration Time
2025-12-12 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83848.8616 13955.1818 69893.6798 102606.8568 27976.384 74630.4728
Total P&L (%) 83.8489 13.9552 69.8937 102.6069 27.9764 74.6305
Avg Daily Profit (%) 0.322 0.0536 0.2684 0.2715 0.0948 0.2143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35393 -34867 -14125 -33289 -31422 -19422
Profit Factor 1.5699 1.1531 2.2486 1.5658 1.2738 1.9425
Total Trades 94 47 47 94 47 47
Winning Trades 70 33 37 70 33 37
Losing Trades 24 14 10 24 14 10
Profitability (%) 74.4681 70.2128 78.7234 74.4681 70.2128 78.7234
Ratio Avg Win / Avg Loss 0.5383 0.4892 0.6077 0.5368 0.5404 0.525
Largest Winning Trade 8498 8130 8498 11941 9564 11941
Largest Losing Trade -24138 -24138 -11535 -21471 -21471 -18530
Avg Bars in Trades 254 268 239 254 268 239
Avg Bars in Winners 154 147 160 154 147 160
Avg Bars in Losers 544 553 532 544 553 532
Bars Traded 23877 12627 11250 23877 12627 11250
Profit Streak 13.7004 31.0963 13.7004 13.7004 31.0963 13.7004
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436039 -215067 457552 419607 -68677 419902
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736577900000,
    "first_datapoint_time": 1736733600000,
    "last_datapoint_time": 1759077000000,
    "evaluation_time": 1759078116913,
    "expiration_time": 1765557000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 174,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 102,
            "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": [
        [
            83848.8616085716,
            13955.1818213771,
            69893.6797871944,
            102606.8567740569,
            27976.3839707985,
            74630.4728032583
        ],
        [
            83.848862,
            13.955182,
            69.89368,
            102.606857,
            27.976384,
            74.630473
        ],
        [
            0.321976,
            0.053587,
            0.268388,
            0.271506,
            0.094767,
            0.214307
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35393,
            -34867,
            -14125,
            -33289,
            -31422,
            -19422
        ],
        [
            1.569898,
            1.153095,
            2.24864,
            1.5658,
            1.273827,
            1.94254
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            70,
            33,
            37,
            70,
            33,
            37
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            74.468085,
            70.212766,
            78.723404,
            74.468085,
            70.212766,
            78.723404
        ],
        [
            0.538251,
            0.489192,
            0.607741,
            0.536846,
            0.540412,
            0.525011
        ],
        [
            8498,
            8130,
            8498,
            11941,
            9564,
            11941
        ],
        [
            -24138,
            -24138,
            -11535,
            -21471,
            -21471,
            -18530
        ],
        [
            254,
            268,
            239,
            254,
            268,
            239
        ],
        [
            154,
            147,
            160,
            154,
            147,
            160
        ],
        [
            544,
            553,
            532,
            544,
            553,
            532
        ],
        [
            23877,
            12627,
            11250,
            23877,
            12627,
            11250
        ],
        [
            13.700427,
            31.09626,
            13.700427,
            13.700427,
            31.096261,
            13.700427
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436039,
            -215067,
            457552,
            419607,
            -68677,
            419902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736577900000,
    "first_datapoint_time": 1736733600000,
    "last_datapoint_time": 1759077000000,
    "evaluation_time": 1759078116913,
    "expiration_time": 1765557000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 174,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 102,
            "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)