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Trade: FIL/USDT/15/MIDPRICE/RMA/7496

Strategy
FIL/USDT/15/MIDPRICE/RMA/7496
Pair
FIL_USDT
Interval
15m
Score
399774
Daily Profit
0.294904
Profit Factor
1.525677
Profitability
67.226891
Streak
13.937225
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 03:59
Expiration Time
2025-12-14 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76798.9043 5028.8351 71770.0692 84869.0638 8805.5043 76063.5595
Total P&L (%) 76.7989 5.0288 71.7701 84.8691 8.8055 76.0636
Avg Daily Profit (%) 0.2949 0.0193 0.2756 0.2362 0.0324 0.2175
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26476 -31980 -19268 -35171 -35275 -35171
Profit Factor 1.5257 1.0636 2.0704 1.3944 1.0834 1.6938
Total Trades 119 59 60 119 59 60
Winning Trades 80 36 44 80 36 44
Losing Trades 39 23 16 39 23 16
Profitability (%) 67.2269 61.0169 73.3333 67.2269 61.0169 73.3333
Ratio Avg Win / Avg Loss 0.7438 0.6795 0.7529 0.6798 0.6922 0.6159
Largest Winning Trade 13032 11948 13032 15175 12428 15175
Largest Losing Trade -26476 -26476 -19268 -35171 -29229 -35171
Avg Bars in Trades 200 227 174 200 227 174
Avg Bars in Winners 111 120 103 111 120 103
Avg Bars in Losers 384 393 370 384 393 370
Bars Traded 23882 13395 10487 23882 13395 10487
Profit Streak 13.9372 13.9372 14.6768 13.9372 13.9372 14.6768
Trades During Streak 9 4 6 9 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399774 -660141 -156502 352847 -620873 -157725
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736694000000,
    "first_datapoint_time": 1736902800000,
    "last_datapoint_time": 1759193100000,
    "evaluation_time": 1759193976214,
    "expiration_time": 1765673100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 233,
            "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": [
        [
            76798.9042803613,
            5028.8350748234,
            71770.0692055378,
            84869.0638493006,
            8805.5043437599,
            76063.5595055407
        ],
        [
            76.798904,
            5.028835,
            71.770069,
            84.869064,
            8.805504,
            76.06356
        ],
        [
            0.294904,
            0.01931,
            0.275594,
            0.236235,
            0.032411,
            0.217452
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26476,
            -31980,
            -19268,
            -35171,
            -35275,
            -35171
        ],
        [
            1.525677,
            1.063618,
            2.070439,
            1.394428,
            1.083436,
            1.693799
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            80,
            36,
            44,
            80,
            36,
            44
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            67.226891,
            61.016949,
            73.333333,
            67.226891,
            61.016949,
            73.333333
        ],
        [
            0.743768,
            0.679533,
            0.752887,
            0.679784,
            0.692195,
            0.615927
        ],
        [
            13032,
            11948,
            13032,
            15175,
            12428,
            15175
        ],
        [
            -26476,
            -26476,
            -19268,
            -35171,
            -29229,
            -35171
        ],
        [
            200,
            227,
            174,
            200,
            227,
            174
        ],
        [
            111,
            120,
            103,
            111,
            120,
            103
        ],
        [
            384,
            393,
            370,
            384,
            393,
            370
        ],
        [
            23882,
            13395,
            10487,
            23882,
            13395,
            10487
        ],
        [
            13.937225,
            13.937225,
            14.676808,
            13.937225,
            13.937225,
            14.676808
        ],
        [
            9,
            4,
            6,
            9,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399774,
            -660141,
            -156502,
            352847,
            -620873,
            -157725
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736694000000,
    "first_datapoint_time": 1736902800000,
    "last_datapoint_time": 1759193100000,
    "evaluation_time": 1759193976214,
    "expiration_time": 1765673100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 233,
            "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)