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Trade: BCH/USDT/15/JMA/RMA/1806

Strategy
BCH/USDT/15/JMA/RMA/1806
Pair
BCH_USDT
Interval
15m
Score
322014
Daily Profit
0.227497
Profit Factor
2.221667
Profitability
72.340426
Streak
25.858003
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 06:05
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78936.1387 59511.0151 19425.1235 99605.9766 80719.3069 18886.6697
Total P&L (%) 78.9361 59.511 19.4251 99.606 80.7193 18.8867
Avg Daily Profit (%) 0.3031 0.2285 0.0746 0.2658 0.2275 0.0665
Buy And Hold Return (%) 31.2938 31.2938 31.2938 31.2938 31.2938 31.2938
Max Trade Drawdown -27313 -25877 -16650 -32351 -30892 -25709
Profit Factor 1.7172 2.1231 1.3404 1.6854 2.2217 1.2383
Total Trades 95 47 48 95 47 48
Winning Trades 61 34 27 61 34 27
Losing Trades 34 13 21 34 13 21
Profitability (%) 64.2105 72.3404 56.25 64.2105 72.3404 56.25
Ratio Avg Win / Avg Loss 0.9571 0.8118 1.0425 0.9394 0.8495 0.9631
Largest Winning Trade 11995 11995 6461 15092 15092 10004
Largest Losing Trade -23743 -23743 -8024 -28798 -28798 -12298
Avg Bars in Trades 254 251 257 254 251 257
Avg Bars in Winners 182 194 167 182 194 167
Avg Bars in Losers 383 401 372 383 401 372
Bars Traded 24194 11835 12359 24194 11835 12359
Profit Streak 0 25.858 0 0 25.858 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 231159 169344 -259294 238594 322014 -272436

Evaluation Data

{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736424900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758855931466,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 220,
            "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": [
        [
            78936.1386580306,
            59511.0151194571,
            19425.1235385736,
            99605.9765919857,
            80719.3068645809,
            18886.6697274048
        ],
        [
            78.936139,
            59.511015,
            19.425124,
            99.605977,
            80.719307,
            18.88667
        ],
        [
            0.303111,
            0.228519,
            0.074592,
            0.26576,
            0.227497,
            0.066453
        ],
        [
            31.293788,
            31.293788,
            31.293788,
            31.293788,
            31.293788,
            31.293788
        ],
        [
            -27313,
            -25877,
            -16650,
            -32351,
            -30892,
            -25709
        ],
        [
            1.717209,
            2.123078,
            1.340368,
            1.685421,
            2.221667,
            1.238324
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            34,
            13,
            21,
            34,
            13,
            21
        ],
        [
            64.210526,
            72.340426,
            56.25,
            64.210526,
            72.340426,
            56.25
        ],
        [
            0.957133,
            0.811765,
            1.042508,
            0.939415,
            0.849461,
            0.963141
        ],
        [
            11995,
            11995,
            6461,
            15092,
            15092,
            10004
        ],
        [
            -23743,
            -23743,
            -8024,
            -28798,
            -28798,
            -12298
        ],
        [
            254,
            251,
            257,
            254,
            251,
            257
        ],
        [
            182,
            194,
            167,
            182,
            194,
            167
        ],
        [
            383,
            401,
            372,
            383,
            401,
            372
        ],
        [
            24194,
            11835,
            12359,
            24194,
            11835,
            12359
        ],
        [
            0,
            25.858003,
            0,
            0,
            25.858003,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            231159,
            169344,
            -259294,
            238594,
            322014,
            -272436
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736424900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758855931466,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 220,
            "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)