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Trade: BCH/USDT/120/SINWMA/KCB/6188

Strategy
BCH/USDT/120/SINWMA/KCB/6188
Pair
BCH_USDT
Interval
2h
Score
310209
Daily Profit
0.175409
Profit Factor
1.320692
Profitability
45.161290
Streak
12.440052
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 11:33
Expiration Time
2025-12-17 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365434.4847 328613.9705 36820.5142 197088.8671 879322.2046 -682233.3375
Total P&L (%) 365.4345 328.614 36.8205 197.0889 879.3222 -682.2333
Avg Daily Profit (%) 0.1754 0.1577 0.0177 0.0523 0.1096 0
Buy And Hold Return (%) 58.0721 58.0721 58.0721 58.0721 58.0721 58.0721
Max Trade Drawdown -207352 -78975 -141276 -2662684 -1097945 -1734263
Profit Factor 1.3207 1.5818 1.0641 1.0269 1.2532 0.8233
Total Trades 310 155 155 310 155 155
Winning Trades 140 69 71 140 69 71
Losing Trades 170 86 84 170 86 84
Profitability (%) 45.1613 44.5161 45.8065 45.1613 44.5161 45.8065
Ratio Avg Win / Avg Loss 1.6037 1.9715 1.2589 1.2469 1.562 0.9741
Largest Winning Trade 119579 119579 58335 409969 409969 362092
Largest Losing Trade -39678 -31272 -39678 -564931 -532014 -564931
Avg Bars in Trades 79 84 74 79 84 74
Avg Bars in Winners 100 110 91 100 110 91
Avg Bars in Losers 62 64 60 62 64 60
Bars Traded 24700 13163 11536 24700 13163 11536
Profit Streak 12.4401 0 14.6067 12.4401 0 14.6067
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310209 266643 -485853 -316475 -47248 -581562
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579413600000,
    "first_datapoint_time": 1580580000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759480420517,
    "expiration_time": 1765958400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "offset": 27
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            365434.4847441904,
            328613.9705497606,
            36820.514194429,
            197088.867083965,
            879322.2045871478,
            -682233.3375031833
        ],
        [
            365.434485,
            328.613971,
            36.820514,
            197.088867,
            879.322205,
            -682.233338
        ],
        [
            0.175409,
            0.157735,
            0.017674,
            0.052279,
            0.109581,
            0
        ],
        [
            58.072073,
            58.072073,
            58.072073,
            58.072073,
            58.072073,
            58.072073
        ],
        [
            -207352,
            -78975,
            -141276,
            -2662684,
            -1097945,
            -1734263
        ],
        [
            1.320692,
            1.5818,
            1.06407,
            1.026871,
            1.253212,
            0.823339
        ],
        [
            310,
            155,
            155,
            310,
            155,
            155
        ],
        [
            140,
            69,
            71,
            140,
            69,
            71
        ],
        [
            170,
            86,
            84,
            170,
            86,
            84
        ],
        [
            45.16129,
            44.516129,
            45.806452,
            45.16129,
            44.516129,
            45.806452
        ],
        [
            1.603698,
            1.971519,
            1.258899,
            1.246915,
            1.561974,
            0.974091
        ],
        [
            119579,
            119579,
            58335,
            409969,
            409969,
            362092
        ],
        [
            -39678,
            -31272,
            -39678,
            -564931,
            -532014,
            -564931
        ],
        [
            79,
            84,
            74,
            79,
            84,
            74
        ],
        [
            100,
            110,
            91,
            100,
            110,
            91
        ],
        [
            62,
            64,
            60,
            62,
            64,
            60
        ],
        [
            24700,
            13163,
            11536,
            24700,
            13163,
            11536
        ],
        [
            12.440052,
            0,
            14.606719,
            12.440052,
            0,
            14.606719
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310209,
            266643,
            -485853,
            -316475,
            -47248,
            -581562
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579413600000,
    "first_datapoint_time": 1580580000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759480420517,
    "expiration_time": 1765958400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "offset": 27
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)