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Trade: BCH/USDT/720/HILO/SSF/5316

Strategy
BCH/USDT/720/HILO/SSF/5316
Pair
BCH_USDT
Interval
12h
Score
310063
Daily Profit
0.252528
Profit Factor
1.561635
Profitability
43.925234
Streak
33.321508
Best Strategy
Training Data Length
2138.500000
Evaluation Time
2025-10-05 10:42
Expiration Time
2025-12-08 05:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 540031.9924 456549.0268 83482.9656 1506002.3326 1166765.8547 339236.4779
Total P&L (%) 540.032 456.549 83.483 1506.0023 1166.7659 339.2365
Avg Daily Profit (%) 0.2525 0.2135 0.039 0.1299 0.1188 0.0692
Buy And Hold Return (%) 190.3923 190.3923 190.3923 190.3923 190.3923 190.3923
Max Trade Drawdown -130655 -120784 -58053 -1049512 -1069716 -947458
Profit Factor 1.5616 1.8647 1.1926 1.1773 1.2351 1.096
Total Trades 321 160 161 321 160 161
Winning Trades 141 69 72 141 69 72
Losing Trades 180 91 89 180 91 89
Profitability (%) 43.9252 43.125 44.7205 43.9252 43.125 44.7205
Ratio Avg Win / Avg Loss 1.9936 2.4593 1.4741 1.5029 1.6289 1.3548
Largest Winning Trade 158100 158100 47032 815220 815220 314189
Largest Losing Trade -43597 -43597 -21396 -391412 -391412 -218454
Avg Bars in Trades 13 19 7 13 19 7
Avg Bars in Winners 17 27 8 17 27 8
Avg Bars in Losers 9 13 6 9 13 6
Bars Traded 4228 3086 1142 4228 3086 1142
Profit Streak 33.3215 33.8215 33.3215 33.3215 33.8215 33.3215
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310063 196844 -316198 -42998 -35342 -224688
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4277,
    "evaluation_days": 2138.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1575892800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759650178300,
    "expiration_time": 1765165392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            540031.9923981291,
            456549.0267759991,
            83482.9656221299,
            1506002.3326419618,
            1166765.8546945362,
            339236.4779474247
        ],
        [
            540.031992,
            456.549027,
            83.482966,
            1506.002333,
            1166.765855,
            339.236478
        ],
        [
            0.252528,
            0.21349,
            0.039038,
            0.129911,
            0.118801,
            0.069225
        ],
        [
            190.392279,
            190.392279,
            190.392279,
            190.392279,
            190.392279,
            190.392279
        ],
        [
            -130655,
            -120784,
            -58053,
            -1049512,
            -1069716,
            -947458
        ],
        [
            1.561635,
            1.864713,
            1.192553,
            1.177276,
            1.235107,
            1.096032
        ],
        [
            321,
            160,
            161,
            321,
            160,
            161
        ],
        [
            141,
            69,
            72,
            141,
            69,
            72
        ],
        [
            180,
            91,
            89,
            180,
            91,
            89
        ],
        [
            43.925234,
            43.125,
            44.720497,
            43.925234,
            43.125,
            44.720497
        ],
        [
            1.993576,
            2.45926,
            1.474128,
            1.502906,
            1.628909,
            1.354817
        ],
        [
            158100,
            158100,
            47032,
            815220,
            815220,
            314189
        ],
        [
            -43597,
            -43597,
            -21396,
            -391412,
            -391412,
            -218454
        ],
        [
            13,
            19,
            7,
            13,
            19,
            7
        ],
        [
            17,
            27,
            8,
            17,
            27,
            8
        ],
        [
            9,
            13,
            6,
            9,
            13,
            6
        ],
        [
            4228,
            3086,
            1142,
            4228,
            3086,
            1142
        ],
        [
            33.321508,
            33.821508,
            33.321508,
            33.321508,
            33.821508,
            33.321508
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310063,
            196844,
            -316198,
            -42998,
            -35342,
            -224688
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4277,
    "evaluation_days": 2138.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1575892800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759650178300,
    "expiration_time": 1765165392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "offset": 0,
            "poles": 2
        }
    }
}

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)