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Trade: BCH/USDT/120/JMA/KCU/2085

Strategy
BCH/USDT/120/JMA/KCU/2085
Pair
BCH_USDT
Interval
2h
Score
449521
Daily Profit
0.161047
Profit Factor
2.152018
Profitability
54.285714
Streak
64.321844
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-04 20:43
Expiration Time
2025-12-18 17:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323728.7147 335448.2018 -11719.4871 88758.516 130485.4391 -41726.9232
Total P&L (%) 323.7287 335.4482 -11.7195 88.7585 130.4854 -41.7269
Avg Daily Profit (%) 0.1554 0.161 -0.0056 0.0305 0.0401 -0.0259
Buy And Hold Return (%) 33.17 33.17 33.17 33.17 33.17 33.17
Max Trade Drawdown -186840 -174451 -41057 -445542 -416903 -72573
Profit Factor 1.8183 2.152 0.8878 1.1275 1.2402 0.7268
Total Trades 71 35 36 71 35 36
Winning Trades 37 19 18 37 19 18
Losing Trades 34 16 18 34 16 18
Profitability (%) 52.1127 54.2857 50 52.1127 54.2857 50
Ratio Avg Win / Avg Loss 1.6709 1.8122 0.8878 1.0361 1.0444 0.7268
Largest Winning Trade 184946 184946 21133 217435 217435 21765
Largest Losing Trade -67986 -67986 -15400 -254372 -254372 -26353
Avg Bars in Trades 315 605 32 315 605 32
Avg Bars in Winners 317 570 50 317 570 50
Avg Bars in Losers 312 648 14 312 648 14
Bars Traded 22387 21204 1183 22387 21204 1183
Profit Streak 64.3218 64.3218 65.8218 64.3218 64.3218 65.8218
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78650 449521 -579808 -325104 -140801 -579808
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579564800000,
    "first_datapoint_time": 1580940000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759599807286,
    "expiration_time": 1766072304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            323728.7147346117,
            335448.2018201604,
            -11719.4870855489,
            88758.5159727471,
            130485.4391345392,
            -41726.9231617921
        ],
        [
            323.728715,
            335.448202,
            -11.719487,
            88.758516,
            130.485439,
            -41.726923
        ],
        [
            0.155421,
            0.161047,
            -0.005626,
            0.030505,
            0.040097,
            -0.025923
        ],
        [
            33.170008,
            33.170008,
            33.170008,
            33.170008,
            33.170008,
            33.170008
        ],
        [
            -186840,
            -174451,
            -41057,
            -445542,
            -416903,
            -72573
        ],
        [
            1.818281,
            2.152018,
            0.887784,
            1.127541,
            1.240227,
            0.726825
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            52.112676,
            54.285714,
            50,
            52.112676,
            54.285714,
            50
        ],
        [
            1.670853,
            1.812225,
            0.887784,
            1.036118,
            1.044402,
            0.726825
        ],
        [
            184946,
            184946,
            21133,
            217435,
            217435,
            21765
        ],
        [
            -67986,
            -67986,
            -15400,
            -254372,
            -254372,
            -26353
        ],
        [
            315,
            605,
            32,
            315,
            605,
            32
        ],
        [
            317,
            570,
            50,
            317,
            570,
            50
        ],
        [
            312,
            648,
            14,
            312,
            648,
            14
        ],
        [
            22387,
            21204,
            1183,
            22387,
            21204,
            1183
        ],
        [
            64.321843,
            64.321844,
            65.821843,
            64.321844,
            64.321844,
            65.821844
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78650,
            449521,
            -579808,
            -325104,
            -140801,
            -579808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579564800000,
    "first_datapoint_time": 1580940000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759599807286,
    "expiration_time": 1766072304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)