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Trade: BCH/USDT/120/SINWMA/RMA/2230

Strategy
BCH/USDT/120/SINWMA/RMA/2230
Pair
BCH_USDT
Interval
2h
Score
355827
Daily Profit
0.208345
Profit Factor
1.414758
Profitability
48.473282
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 22:30
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 433877.79 380365.4086 53512.3815 481734.2665 1951252.439 -1469518.1725
Total P&L (%) 433.8778 380.3654 53.5124 481.7343 1951.2524 -1469.5182
Avg Daily Profit (%) 0.2083 0.1826 0.0257 0.0846 0.1452 0
Buy And Hold Return (%) 69.1137 69.1137 69.1137 69.1137 69.1137 69.1137
Max Trade Drawdown -212281 -78389 -143267 -5843936 -2077051 -4036942
Profit Factor 1.4148 1.7583 1.0983 1.0384 1.3487 0.7887
Total Trades 262 131 131 262 131 131
Winning Trades 127 66 61 127 66 61
Losing Trades 135 65 70 135 65 70
Profitability (%) 48.4733 50.3817 46.5649 48.4733 50.3817 46.5649
Ratio Avg Win / Avg Loss 1.5039 1.7316 1.2603 1.1038 1.3282 0.9051
Largest Winning Trade 119126 119126 55777 1083000 1083000 803862
Largest Losing Trade -33434 -31116 -33434 -1507238 -904506 -1507238
Avg Bars in Trades 94 100 89 94 100 89
Avg Bars in Winners 112 117 107 112 117 107
Avg Bars in Losers 77 82 73 77 82 73
Bars Traded 24815 13109 11706 24815 13109 11706
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355827 347457 -438280 -257571 50344 -582320
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579507200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758915048710,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 71,
            "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": [
        [
            433877.7900353253,
            380365.4085657119,
            53512.3814696133,
            481734.2664935903,
            1951252.43903531,
            -1469518.1725417187
        ],
        [
            433.87779,
            380.365409,
            53.512381,
            481.734266,
            1951.252439,
            -1469.518173
        ],
        [
            0.208345,
            0.182648,
            0.025696,
            0.08459,
            0.145173,
            0
        ],
        [
            69.113665,
            69.113665,
            69.113665,
            69.113665,
            69.113665,
            69.113665
        ],
        [
            -212281,
            -78389,
            -143267,
            -5843936,
            -2077051,
            -4036942
        ],
        [
            1.414758,
            1.758262,
            1.098284,
            1.03838,
            1.348668,
            0.788722
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            127,
            66,
            61,
            127,
            66,
            61
        ],
        [
            135,
            65,
            70,
            135,
            65,
            70
        ],
        [
            48.473282,
            50.381679,
            46.564885,
            48.473282,
            50.381679,
            46.564885
        ],
        [
            1.503877,
            1.731621,
            1.260325,
            1.10379,
            1.328233,
            0.90509
        ],
        [
            119126,
            119126,
            55777,
            1083000,
            1083000,
            803862
        ],
        [
            -33434,
            -31116,
            -33434,
            -1507238,
            -904506,
            -1507238
        ],
        [
            94,
            100,
            89,
            94,
            100,
            89
        ],
        [
            112,
            117,
            107,
            112,
            117,
            107
        ],
        [
            77,
            82,
            73,
            77,
            82,
            73
        ],
        [
            24815,
            13109,
            11706,
            24815,
            13109,
            11706
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355827,
            347457,
            -438280,
            -257571,
            50344,
            -582320
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579507200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758915048710,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 71,
            "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)