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Trade: FIL/USDT/15/MIDPRICE/DCM/3778

Strategy
FIL/USDT/15/MIDPRICE/DCM/3778
Pair
FIL_USDT
Interval
15m
Score
420908
Daily Profit
0.293397
Profit Factor
2.160219
Profitability
63.218391
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 03:45
Expiration Time
2025-12-20 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 87017.4077 10610.8538 76406.554 100978.2705 13564.932 87413.3386
Total P&L (%) 87.0174 10.6109 76.4066 100.9783 13.5649 87.4133
Avg Daily Profit (%) 0.3341 0.0407 0.2934 0.2684 0.0489 0.2415
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29631 -31823 -15789 -38670 -35347 -25502
Profit Factor 1.4415 1.0809 2.1602 1.3596 1.0762 1.8508
Total Trades 173 86 87 173 86 87
Winning Trades 111 56 55 111 56 55
Losing Trades 62 30 32 62 30 32
Profitability (%) 64.1619 65.1163 63.2184 64.1619 65.1163 63.2184
Ratio Avg Win / Avg Loss 0.8052 0.579 1.2569 0.7594 0.5765 1.0768
Largest Winning Trade 9623 9623 9082 13383 13383 12182
Largest Losing Trade -28219 -28219 -15486 -31290 -31290 -23574
Avg Bars in Trades 141 143 139 141 143 139
Avg Bars in Winners 105 96 114 105 96 114
Avg Bars in Losers 206 233 182 206 233 182
Bars Traded 24532 12380 12152 24532 12380 12152
Profit Streak 0 6.7501 0 0 6.7501 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338258 -416827 420908 300009 -319245 383444
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737211500000,
    "first_datapoint_time": 1737423900000,
    "last_datapoint_time": 1759710600000,
    "evaluation_time": 1759711505508,
    "expiration_time": 1766190600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 64,
            "offset": 173
        }
    }
}
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": [
        [
            87017.4077114348,
            10610.8537606476,
            76406.5539507871,
            100978.2705452138,
            13564.9319830468,
            87413.338562167
        ],
        [
            87.017408,
            10.610854,
            76.406554,
            100.978271,
            13.564932,
            87.413339
        ],
        [
            0.334143,
            0.040745,
            0.293397,
            0.268398,
            0.048858,
            0.241496
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29631,
            -31823,
            -15789,
            -38670,
            -35347,
            -25502
        ],
        [
            1.441517,
            1.080856,
            2.160219,
            1.359611,
            1.076183,
            1.850813
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            64.16185,
            65.116279,
            63.218391,
            64.16185,
            65.116279,
            63.218391
        ],
        [
            0.805171,
            0.57903,
            1.256855,
            0.759422,
            0.576527,
            1.076836
        ],
        [
            9623,
            9623,
            9082,
            13383,
            13383,
            12182
        ],
        [
            -28219,
            -28219,
            -15486,
            -31290,
            -31290,
            -23574
        ],
        [
            141,
            143,
            139,
            141,
            143,
            139
        ],
        [
            105,
            96,
            114,
            105,
            96,
            114
        ],
        [
            206,
            233,
            182,
            206,
            233,
            182
        ],
        [
            24532,
            12380,
            12152,
            24532,
            12380,
            12152
        ],
        [
            0,
            6.750064,
            0,
            0,
            6.750064,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338258,
            -416827,
            420908,
            300009,
            -319245,
            383444
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737211500000,
    "first_datapoint_time": 1737423900000,
    "last_datapoint_time": 1759710600000,
    "evaluation_time": 1759711505508,
    "expiration_time": 1766190600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 64,
            "offset": 173
        }
    }
}

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)