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Trade: FIL/USDT/15/JMA/SMA/3222

Strategy
FIL/USDT/15/JMA/SMA/3222
Pair
FIL_USDT
Interval
15m
Score
471003
Daily Profit
0.472066
Profit Factor
1.604129
Profitability
67.153285
Streak
8.471797
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 06:34
Expiration Time
2025-12-27 05:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 122935.5269 19628.9313 103306.5956 169553.8483 23940.2968 145613.5516
Total P&L (%) 122.9355 19.6289 103.3066 169.5538 23.9403 145.6136
Avg Daily Profit (%) 0.4721 0.0754 0.3967 0.3815 0.0825 0.3457
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36939 -22176 -20701 -38035 -26806 -22066
Profit Factor 1.6041 1.1503 2.4179 1.7552 1.1677 2.782
Total Trades 137 68 69 137 68 69
Winning Trades 92 44 48 92 44 48
Losing Trades 45 24 21 45 24 21
Profitability (%) 67.1533 64.7059 69.5652 67.1533 64.7059 69.5652
Ratio Avg Win / Avg Loss 0.7846 0.6274 1.0578 0.8585 0.6369 1.2171
Largest Winning Trade 35129 10248 35129 70075 9700 70075
Largest Losing Trade -28956 -28956 -14630 -29029 -29029 -15097
Avg Bars in Trades 177 179 175 177 179 175
Avg Bars in Winners 125 103 145 125 103 145
Avg Bars in Losers 284 318 245 284 318 245
Bars Traded 24349 12216 12133 24349 12216 12133
Profit Streak 8.4718 15.9301 8.4718 8.4718 15.9301 8.4718
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471003 -263433 -86188 453632 -231988 -85921
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737826200000,
    "first_datapoint_time": 1738039500000,
    "last_datapoint_time": 1760325300000,
    "evaluation_time": 1760326463275,
    "expiration_time": 1766805300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "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": [
        [
            122935.5269356085,
            19628.9313379049,
            103306.5955977037,
            169553.8483143758,
            23940.2967584762,
            145613.5515558996
        ],
        [
            122.935527,
            19.628931,
            103.306596,
            169.553848,
            23.940297,
            145.613552
        ],
        [
            0.472066,
            0.075374,
            0.396692,
            0.381495,
            0.082451,
            0.34565
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36939,
            -22176,
            -20701,
            -38035,
            -26806,
            -22066
        ],
        [
            1.604129,
            1.150259,
            2.417921,
            1.755221,
            1.167654,
            2.782004
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            67.153285,
            64.705882,
            69.565217,
            67.153285,
            64.705882,
            69.565217
        ],
        [
            0.784629,
            0.627414,
            1.057841,
            0.858532,
            0.636902,
            1.217127
        ],
        [
            35129,
            10248,
            35129,
            70075,
            9700,
            70075
        ],
        [
            -28956,
            -28956,
            -14630,
            -29029,
            -29029,
            -15097
        ],
        [
            177,
            179,
            175,
            177,
            179,
            175
        ],
        [
            125,
            103,
            145,
            125,
            103,
            145
        ],
        [
            284,
            318,
            245,
            284,
            318,
            245
        ],
        [
            24349,
            12216,
            12133,
            24349,
            12216,
            12133
        ],
        [
            8.471797,
            15.93013,
            8.471797,
            8.471797,
            15.93013,
            8.471797
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471003,
            -263433,
            -86188,
            453632,
            -231988,
            -85921
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737826200000,
    "first_datapoint_time": 1738039500000,
    "last_datapoint_time": 1760325300000,
    "evaluation_time": 1760326463275,
    "expiration_time": 1766805300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "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)