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Trade: BCH/USDT/720/PWMA/MIDPRICE/5678

Strategy
BCH/USDT/720/PWMA/MIDPRICE/5678
Pair
BCH_USDT
Interval
12h
Score
366730
Daily Profit
0.157590
Profit Factor
1.685367
Profitability
54.455446
Streak
0.000000
Best Strategy
Training Data Length
2128.000000
Evaluation Time
2025-09-26 21:23
Expiration Time
2025-11-27 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335352.1178 317887.0761 17465.0417 283870.8991 469531.3524 -185660.4533
Total P&L (%) 335.3521 317.8871 17.465 283.8709 469.5314 -185.6605
Avg Daily Profit (%) 0.1576 0.1494 0.0082 0.0632 0.0818 0
Buy And Hold Return (%) 46.285 46.285 46.285 46.285 46.285 46.285
Max Trade Drawdown -107161 -88079 -60267 -486860 -270929 -312597
Profit Factor 1.6854 2.397 1.0667 1.1799 1.6086 0.7698
Total Trades 101 50 51 101 50 51
Winning Trades 55 29 26 55 29 26
Losing Trades 46 21 25 46 21 25
Profitability (%) 54.4554 58 50.9804 54.4554 58 50.9804
Ratio Avg Win / Avg Loss 1.4096 1.7358 1.0257 0.9868 1.1649 0.7402
Largest Winning Trade 131053 131053 64502 221981 221981 96255
Largest Losing Trade -43320 -37384 -43320 -244836 -242023 -244836
Avg Bars in Trades 40 46 33 40 46 33
Avg Bars in Winners 52 57 47 52 57 47
Avg Bars in Losers 24 31 18 24 31 18
Bars Traded 4040 2332 1708 4040 2332 1708
Profit Streak 0 172.7661 0 0 172.7661 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366730 -166813 -674703 -132535 -259490 -760706
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4256,
    "evaluation_days": 2128,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1580731200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758910989291,
    "expiration_time": 1764230976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 85,
            "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": [
        [
            335352.1178009977,
            317887.0761353921,
            17465.0416656056,
            283870.8991168026,
            469531.3523833762,
            -185660.4532665735
        ],
        [
            335.352118,
            317.887076,
            17.465042,
            283.870899,
            469.531352,
            -185.660453
        ],
        [
            0.15759,
            0.149383,
            0.008207,
            0.063231,
            0.081784,
            0
        ],
        [
            46.284971,
            46.284971,
            46.284971,
            46.284971,
            46.284971,
            46.284971
        ],
        [
            -107161,
            -88079,
            -60267,
            -486860,
            -270929,
            -312597
        ],
        [
            1.685367,
            2.397046,
            1.066721,
            1.179898,
            1.608628,
            0.769794
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            54.455446,
            58,
            50.980392,
            54.455446,
            58,
            50.980392
        ],
        [
            1.409579,
            1.735792,
            1.025694,
            0.986824,
            1.164869,
            0.740187
        ],
        [
            131053,
            131053,
            64502,
            221981,
            221981,
            96255
        ],
        [
            -43320,
            -37384,
            -43320,
            -244836,
            -242023,
            -244836
        ],
        [
            40,
            46,
            33,
            40,
            46,
            33
        ],
        [
            52,
            57,
            47,
            52,
            57,
            47
        ],
        [
            24,
            31,
            18,
            24,
            31,
            18
        ],
        [
            4040,
            2332,
            1708,
            4040,
            2332,
            1708
        ],
        [
            0,
            172.76608,
            0,
            0,
            172.76608,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366730,
            -166813,
            -674703,
            -132535,
            -259490,
            -760706
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4256,
    "evaluation_days": 2128,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1580731200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758910989291,
    "expiration_time": 1764230976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 85,
            "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)