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Trade: BCH/USDT/720/HILO/HWMA/2759

Strategy
BCH/USDT/720/HILO/HWMA/2759
Pair
BCH_USDT
Interval
12h
Score
323394
Daily Profit
0.261457
Profit Factor
1.586151
Profitability
44.871795
Streak
11.447572
Best Strategy
Training Data Length
2136.000000
Evaluation Time
2025-10-03 01:44
Expiration Time
2025-12-05 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 558471.7985 456956.8385 101514.96 2172207.3353 2744284.6687 -572077.3333
Total P&L (%) 558.4718 456.9568 101.515 2172.2073 2744.2847 -572.0773
Avg Daily Profit (%) 0.2615 0.2139 0.0475 0.1463 0.1569 0
Buy And Hold Return (%) 183.4302 183.4302 183.4302 183.4302 183.4302 183.4302
Max Trade Drawdown -97736 -80817 -78212 -4384777 -2594292 -3219087
Profit Factor 1.5862 1.934 1.219 1.1332 1.3274 0.9278
Total Trades 312 156 156 312 156 156
Winning Trades 140 69 71 140 69 71
Losing Trades 172 87 85 172 87 85
Profitability (%) 44.8718 44.2308 45.5128 44.8718 44.2308 45.5128
Ratio Avg Win / Avg Loss 1.9487 2.4385 1.4594 1.3922 1.6737 1.1107
Largest Winning Trade 152928 152928 38089 1209788 1209788 801831
Largest Losing Trade -27604 -27604 -21415 -1747501 -1747501 -686458
Avg Bars in Trades 13 14 12 13 14 12
Avg Bars in Winners 19 22 16 19 22 16
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 4232 2287 1944 4232 2287 1944
Profit Streak 11.4476 0 18.4476 11.4476 0 18.4476
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323394 219408 -296270 -70723 263788 -579754
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4272,
    "evaluation_days": 2136,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1575892800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759445070225,
    "expiration_time": 1764942912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.4306,
            "nb": 0.1,
            "nc": 0.61038
        }
    }
}
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": [
        [
            558471.7985484365,
            456956.838519968,
            101514.9600284683,
            2172207.335339819,
            2744284.668657718,
            -572077.3333178957
        ],
        [
            558.471799,
            456.956839,
            101.51496,
            2172.207335,
            2744.284669,
            -572.077333
        ],
        [
            0.261457,
            0.213931,
            0.047526,
            0.146331,
            0.15686,
            0
        ],
        [
            183.430163,
            183.430163,
            183.430163,
            183.430163,
            183.430163,
            183.430163
        ],
        [
            -97736,
            -80817,
            -78212,
            -4384777,
            -2594292,
            -3219087
        ],
        [
            1.586151,
            1.933996,
            1.219005,
            1.133216,
            1.327393,
            0.927802
        ],
        [
            312,
            156,
            156,
            312,
            156,
            156
        ],
        [
            140,
            69,
            71,
            140,
            69,
            71
        ],
        [
            172,
            87,
            85,
            172,
            87,
            85
        ],
        [
            44.871795,
            44.230769,
            45.512821,
            44.871795,
            44.230769,
            45.512821
        ],
        [
            1.948699,
            2.438516,
            1.459372,
            1.392236,
            1.673669,
            1.110749
        ],
        [
            152928,
            152928,
            38089,
            1209788,
            1209788,
            801831
        ],
        [
            -27604,
            -27604,
            -21415,
            -1747501,
            -1747501,
            -686458
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            19,
            22,
            16,
            19,
            22,
            16
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            4232,
            2287,
            1944,
            4232,
            2287,
            1944
        ],
        [
            11.447572,
            0,
            18.447572,
            11.447572,
            0,
            18.447572
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323394,
            219408,
            -296270,
            -70723,
            263788,
            -579754
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4272,
    "evaluation_days": 2136,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1575892800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759445070225,
    "expiration_time": 1764942912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.4306,
            "nb": 0.1,
            "nc": 0.61038
        }
    }
}

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)