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Trade: BCH/USDT/720/HWMA/FWMA/1416

Strategy
BCH/USDT/720/HWMA/FWMA/1416
Pair
BCH_USDT
Interval
12h
Score
321849
Daily Profit
0.150109
Profit Factor
1.263688
Profitability
50.949367
Streak
15.473273
Best Strategy
Training Data Length
2137.500000
Evaluation Time
2025-10-04 14:21
Expiration Time
2025-12-07 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320857.7005 303573.6794 17284.0211 -9563.5851 76082.2825 -85645.8675
Total P&L (%) 320.8577 303.5737 17.284 -9.5636 76.0823 -85.6459
Avg Daily Profit (%) 0.1501 0.142 0.0081 -0.0047 0.0265 -0.0908
Buy And Hold Return (%) 54.6405 54.6405 54.6405 54.6405 54.6405 54.6405
Max Trade Drawdown -182560 -73000 -185358 -113983 -58943 -110889
Profit Factor 1.2637 1.5426 1.0263 0.9845 1.2699 0.7457
Total Trades 316 158 158 316 158 158
Winning Trades 161 77 84 161 77 84
Losing Trades 155 81 74 155 81 74
Profitability (%) 50.9494 48.7342 53.1646 50.9494 48.7342 53.1646
Ratio Avg Win / Avg Loss 1.2166 1.6227 0.9041 0.9479 1.3359 0.657
Largest Winning Trade 88900 88900 38832 40290 40290 22199
Largest Losing Trade -78908 -34233 -78908 -66665 -30904 -66665
Avg Bars in Trades 13 13 12 13 13 12
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 4119 2111 2008 4119 2111 2008
Profit Streak 15.4733 0 16.9733 15.4733 0 16.9733
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321849 -1669 -539540 -578142 -201244 -579246
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4275,
    "evaluation_days": 2137.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1580774400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759576890833,
    "expiration_time": 1765076400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.01862
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 137,
            "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": [
        [
            320857.7004867565,
            303573.6793584651,
            17284.0211282915,
            -9563.5850588133,
            76082.2824693853,
            -85645.8675281985
        ],
        [
            320.8577,
            303.573679,
            17.284021,
            -9.563585,
            76.082282,
            -85.645868
        ],
        [
            0.150109,
            0.142023,
            0.008086,
            -0.004703,
            0.026473,
            -0.090772
        ],
        [
            54.64053,
            54.64053,
            54.64053,
            54.64053,
            54.64053,
            54.64053
        ],
        [
            -182560,
            -73000,
            -185358,
            -113983,
            -58943,
            -110889
        ],
        [
            1.263688,
            1.542585,
            1.026295,
            0.984543,
            1.269911,
            0.74573
        ],
        [
            316,
            158,
            158,
            316,
            158,
            158
        ],
        [
            161,
            77,
            84,
            161,
            77,
            84
        ],
        [
            155,
            81,
            74,
            155,
            81,
            74
        ],
        [
            50.949367,
            48.734177,
            53.164557,
            50.949367,
            48.734177,
            53.164557
        ],
        [
            1.216594,
            1.62272,
            0.904117,
            0.947852,
            1.335881,
            0.656953
        ],
        [
            88900,
            88900,
            38832,
            40290,
            40290,
            22199
        ],
        [
            -78908,
            -34233,
            -78908,
            -66665,
            -30904,
            -66665
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            4119,
            2111,
            2008,
            4119,
            2111,
            2008
        ],
        [
            15.473273,
            0,
            16.973273,
            15.473273,
            0,
            16.973273
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321849,
            -1669,
            -539540,
            -578142,
            -201244,
            -579246
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4275,
    "evaluation_days": 2137.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1580774400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759576890833,
    "expiration_time": 1765076400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.01862
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 137,
            "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)