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Trade: FIL/USDT/15/HMA/WMA/7830

Strategy
FIL/USDT/15/HMA/WMA/7830
Pair
FIL_USDT
Interval
15m
Score
422936
Daily Profit
0.312984
Profit Factor
1.894183
Profitability
67.045455
Streak
6.955936
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 08:56
Expiration Time
2025-12-27 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89941.4147 8434.127 81507.2877 88720.2507 990.361 87729.8897
Total P&L (%) 89.9414 8.4341 81.5073 88.7203 0.9904 87.7299
Avg Daily Profit (%) 0.3454 0.0324 0.313 0.2442 0.0038 0.2421
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42122 -30401 -27548 -46792 -40713 -31994
Profit Factor 1.3538 1.0517 1.8942 1.3232 1.0056 1.9123
Total Trades 176 88 88 176 88 88
Winning Trades 119 60 59 119 60 59
Losing Trades 57 28 29 57 28 29
Profitability (%) 67.6136 68.1818 67.0455 67.6136 68.1818 67.0455
Ratio Avg Win / Avg Loss 0.6484 0.4908 0.931 0.6338 0.4693 0.94
Largest Winning Trade 34718 9569 34718 45428 12442 45428
Largest Losing Trade -30401 -30401 -18400 -31929 -31929 -20900
Avg Bars in Trades 140 139 140 140 139 140
Avg Bars in Winners 97 85 111 97 85 111
Avg Bars in Losers 228 257 201 228 257 201
Bars Traded 24702 12316 12387 24702 12316 12387
Profit Streak 6.9559 16.2789 6.9559 6.9559 16.2789 6.9559
Trades During Streak 7 7 3 7 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401008 -478144 422936 363145 -567057 402401
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737835200000,
    "first_datapoint_time": 1738023300000,
    "last_datapoint_time": 1760334300000,
    "evaluation_time": 1760334992912,
    "expiration_time": 1766814300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 126,
            "offset": 84
        }
    }
}
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": [
        [
            89941.4147041733,
            8434.1269682837,
            81507.2877358895,
            88720.2507026396,
            990.3609955471,
            87729.8897070925
        ],
        [
            89.941415,
            8.434127,
            81.507288,
            88.720251,
            0.990361,
            87.72989
        ],
        [
            0.345371,
            0.032387,
            0.312984,
            0.244171,
            0.003784,
            0.242146
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42122,
            -30401,
            -27548,
            -46792,
            -40713,
            -31994
        ],
        [
            1.353757,
            1.051713,
            1.894183,
            1.32319,
            1.005553,
            1.912338
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            67.613636,
            68.181818,
            67.045455,
            67.613636,
            68.181818,
            67.045455
        ],
        [
            0.648438,
            0.4908,
            0.931039,
            0.633797,
            0.469258,
            0.939963
        ],
        [
            34718,
            9569,
            34718,
            45428,
            12442,
            45428
        ],
        [
            -30401,
            -30401,
            -18400,
            -31929,
            -31929,
            -20900
        ],
        [
            140,
            139,
            140,
            140,
            139,
            140
        ],
        [
            97,
            85,
            111,
            97,
            85,
            111
        ],
        [
            228,
            257,
            201,
            228,
            257,
            201
        ],
        [
            24702,
            12316,
            12387,
            24702,
            12316,
            12387
        ],
        [
            6.955936,
            16.278853,
            6.955936,
            6.955936,
            16.278853,
            6.955936
        ],
        [
            7,
            7,
            3,
            7,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401008,
            -478144,
            422936,
            363145,
            -567057,
            402401
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737835200000,
    "first_datapoint_time": 1738023300000,
    "last_datapoint_time": 1760334300000,
    "evaluation_time": 1760334992912,
    "expiration_time": 1766814300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 126,
            "offset": 84
        }
    }
}

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)