← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: BCH/USDT/5/SINWMA/RMA/3207

Strategy
BCH/USDT/5/SINWMA/RMA/3207
Pair
BCH_USDT
Interval
5m
Score
371780
Daily Profit
0.409000
Profit Factor
2.324226
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-26 04:53
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 56877.574 34854.1436 22023.4303 70679.7079 42522.4293 28157.2787
Total P&L (%) 56.8776 34.8541 22.0234 70.6797 42.5224 28.1573
Avg Daily Profit (%) 0.6552 0.4015 0.2537 0.6177 0.409 0.2862
Buy And Hold Return (%) 11.1067 11.1067 11.1067 11.1067 11.1067 11.1067
Max Trade Drawdown -11235 -9105 -8569 -14579 -11802 -10204
Profit Factor 1.9304 2.3837 1.6127 1.9194 2.3242 1.629
Total Trades 81 40 41 81 40 41
Winning Trades 44 25 19 44 25 19
Losing Trades 37 15 22 37 15 22
Profitability (%) 54.321 62.5 46.3415 54.321 62.5 46.3415
Ratio Avg Win / Avg Loss 1.6233 1.4302 1.8674 1.614 1.3945 1.8862
Largest Winning Trade 9470 8906 9470 11988 9302 11988
Largest Losing Trade -5348 -3426 -5348 -6083 -4145 -6083
Avg Bars in Trades 296 304 288 296 304 288
Avg Bars in Winners 353 341 369 353 341 369
Avg Bars in Losers 228 243 218 228 243 218
Bars Traded 24006 12173 11833 24006 12173 11833
Profit Streak 3.9953 0 8.0855 3.9953 0 8.0855
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3963 351514 69358 -3476 371780 205719

Evaluation Data

{
    "trading_pair": "BCH_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751322000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758851590518,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 207,
            "offset": 110
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 239,
            "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": [
        [
            56877.5739712187,
            34854.1436320065,
            22023.4303392121,
            70679.7079484634,
            42522.4292956338,
            28157.2786528297
        ],
        [
            56.877574,
            34.854144,
            22.02343,
            70.679708,
            42.522429,
            28.157279
        ],
        [
            0.655196,
            0.401499,
            0.253697,
            0.617749,
            0.409,
            0.286192
        ],
        [
            11.106719,
            11.106719,
            11.106719,
            11.106719,
            11.106719,
            11.106719
        ],
        [
            -11235,
            -9105,
            -8569,
            -14579,
            -11802,
            -10204
        ],
        [
            1.930403,
            2.383746,
            1.612716,
            1.919402,
            2.324226,
            1.629008
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            54.320988,
            62.5,
            46.341463,
            54.320988,
            62.5,
            46.341463
        ],
        [
            1.623293,
            1.430247,
            1.867356,
            1.614043,
            1.394536,
            1.88622
        ],
        [
            9470,
            8906,
            9470,
            11988,
            9302,
            11988
        ],
        [
            -5348,
            -3426,
            -5348,
            -6083,
            -4145,
            -6083
        ],
        [
            296,
            304,
            288,
            296,
            304,
            288
        ],
        [
            353,
            341,
            369,
            353,
            341,
            369
        ],
        [
            228,
            243,
            218,
            228,
            243,
            218
        ],
        [
            24006,
            12173,
            11833,
            24006,
            12173,
            11833
        ],
        [
            3.99526,
            0,
            8.085538,
            3.995261,
            0,
            8.085538
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3963,
            351514,
            69358,
            -3476,
            371780,
            205719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751322000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758851590518,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 207,
            "offset": 110
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 239,
            "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)