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Trade: BCH/USDT/15/BBM/SINWMA/1443

Strategy
BCH/USDT/15/BBM/SINWMA/1443
Pair
BCH_USDT
Interval
15m
Score
342362
Daily Profit
0.345042
Profit Factor
1.764128
Profitability
73.873874
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 12:46
Expiration Time
2025-12-23 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111058.0589 76684.791 34373.2679 160477.7797 145226.1545 15251.6252
Total P&L (%) 111.0581 76.6848 34.3733 160.4778 145.2262 15.2516
Avg Daily Profit (%) 0.4265 0.2945 0.132 0.3683 0.345 0.0545
Buy And Hold Return (%) 31.1685 31.1685 31.1685 31.1685 31.1685 31.1685
Max Trade Drawdown -29993 -17460 -27089 -60791 -27452 -73308
Profit Factor 1.4983 1.6997 1.3034 1.3714 1.7641 1.063
Total Trades 223 111 112 223 111 112
Winning Trades 165 82 83 165 82 83
Losing Trades 58 29 29 58 29 29
Profitability (%) 73.991 73.8739 74.1071 73.991 73.8739 74.1071
Ratio Avg Win / Avg Loss 0.5267 0.6011 0.4554 0.4821 0.6239 0.3714
Largest Winning Trade 13893 13893 7605 18878 18878 10697
Largest Losing Trade -17229 -17229 -16236 -32600 -22302 -32600
Avg Bars in Trades 111 110 111 111 110 111
Avg Bars in Winners 70 67 73 70 67 73
Avg Bars in Losers 226 233 219 226 233 219
Bars Traded 24761 12301 12460 24761 12301 12460
Profit Streak 0.543 0 5.1263 0.543 0 5.1263
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 217769 243703 -148810 221504 342362 -435416
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737503100000,
    "first_datapoint_time": 1737675900000,
    "last_datapoint_time": 1760002200000,
    "evaluation_time": 1760003215345,
    "expiration_time": 1766482200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 184,
            "offset": 0,
            "std": 2.35771
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 193,
            "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": [
        [
            111058.0588994821,
            76684.7909601923,
            34373.2679392898,
            160477.779681145,
            145226.1544906416,
            15251.6251905034
        ],
        [
            111.058059,
            76.684791,
            34.373268,
            160.47778,
            145.226154,
            15.251625
        ],
        [
            0.426457,
            0.294466,
            0.131992,
            0.368293,
            0.345042,
            0.054522
        ],
        [
            31.168534,
            31.168534,
            31.168534,
            31.168534,
            31.168534,
            31.168534
        ],
        [
            -29993,
            -17460,
            -27089,
            -60791,
            -27452,
            -73308
        ],
        [
            1.498262,
            1.699701,
            1.303398,
            1.371373,
            1.764128,
            1.063006
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            73.991031,
            73.873874,
            74.107143,
            73.991031,
            73.873874,
            74.107143
        ],
        [
            0.526662,
            0.601114,
            0.455404,
            0.482058,
            0.623899,
            0.371412
        ],
        [
            13893,
            13893,
            7605,
            18878,
            18878,
            10697
        ],
        [
            -17229,
            -17229,
            -16236,
            -32600,
            -22302,
            -32600
        ],
        [
            111,
            110,
            111,
            111,
            110,
            111
        ],
        [
            70,
            67,
            73,
            70,
            67,
            73
        ],
        [
            226,
            233,
            219,
            226,
            233,
            219
        ],
        [
            24761,
            12301,
            12460,
            24761,
            12301,
            12460
        ],
        [
            0.543002,
            0,
            5.126335,
            0.543002,
            0,
            5.126335
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            217769,
            243703,
            -148810,
            221504,
            342362,
            -435416
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737503100000,
    "first_datapoint_time": 1737675900000,
    "last_datapoint_time": 1760002200000,
    "evaluation_time": 1760003215345,
    "expiration_time": 1766482200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 184,
            "offset": 0,
            "std": 2.35771
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 193,
            "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)