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Trade: BCH/USDT/15/KCL/SINWMA/9724

Strategy
BCH/USDT/15/KCL/SINWMA/9724
Pair
BCH_USDT
Interval
15m
Score
423125
Daily Profit
0.426497
Profit Factor
1.746712
Profitability
71.794872
Streak
4.116592
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 10:47
Expiration Time
2025-12-21 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 126964.2462 86134.574 40829.6723 202927.3578 152537.3701 50389.9877
Total P&L (%) 126.9642 86.1346 40.8297 202.9274 152.5374 50.39
Avg Daily Profit (%) 0.4875 0.3308 0.1568 0.4265 0.3564 0.1568
Buy And Hold Return (%) 32.2581 32.2581 32.2581 32.2581 32.2581 32.2581
Max Trade Drawdown -28186 -26313 -14835 -38907 -27502 -24886
Profit Factor 1.758 1.8035 1.677 1.7467 1.9239 1.4724
Total Trades 156 78 78 156 78 78
Winning Trades 112 56 56 112 56 56
Losing Trades 44 22 22 44 22 22
Profitability (%) 71.7949 71.7949 71.7949 71.7949 71.7949 71.7949
Ratio Avg Win / Avg Loss 0.6906 0.7085 0.6588 0.6862 0.7558 0.5784
Largest Winning Trade 14131 14131 6177 19813 19813 10485
Largest Losing Trade -25958 -25958 -14835 -27502 -27502 -19059
Avg Bars in Trades 156 238 74 156 238 74
Avg Bars in Winners 98 141 55 98 141 55
Avg Bars in Losers 304 486 123 304 486 123
Bars Traded 24438 18615 5823 24438 18615 5823
Profit Streak 4.1166 0 4.1478 4.1166 0 4.1478
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377658 -26773 -108291 423125 -24491 -35918
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737323100000,
    "first_datapoint_time": 1737519300000,
    "last_datapoint_time": 1759822200000,
    "evaluation_time": 1759823273528,
    "expiration_time": 1766302200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 65,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 219,
            "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": [
        [
            126964.2462322145,
            86134.5739511863,
            40829.6722810282,
            202927.3577630231,
            152537.370106197,
            50389.987656826
        ],
        [
            126.964246,
            86.134574,
            40.829672,
            202.927358,
            152.53737,
            50.389988
        ],
        [
            0.487536,
            0.330753,
            0.156784,
            0.426497,
            0.356362,
            0.156816
        ],
        [
            32.258065,
            32.258065,
            32.258065,
            32.258065,
            32.258065,
            32.258065
        ],
        [
            -28186,
            -26313,
            -14835,
            -38907,
            -27502,
            -24886
        ],
        [
            1.757954,
            1.803492,
            1.677008,
            1.746712,
            1.923946,
            1.4724
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            71.794872,
            71.794872,
            71.794872,
            71.794872,
            71.794872,
            71.794872
        ],
        [
            0.690625,
            0.708515,
            0.658825,
            0.686208,
            0.755836,
            0.578443
        ],
        [
            14131,
            14131,
            6177,
            19813,
            19813,
            10485
        ],
        [
            -25958,
            -25958,
            -14835,
            -27502,
            -27502,
            -19059
        ],
        [
            156,
            238,
            74,
            156,
            238,
            74
        ],
        [
            98,
            141,
            55,
            98,
            141,
            55
        ],
        [
            304,
            486,
            123,
            304,
            486,
            123
        ],
        [
            24438,
            18615,
            5823,
            24438,
            18615,
            5823
        ],
        [
            4.116592,
            0,
            4.147842,
            4.116592,
            0,
            4.147842
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377658,
            -26773,
            -108291,
            423125,
            -24491,
            -35918
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737323100000,
    "first_datapoint_time": 1737519300000,
    "last_datapoint_time": 1759822200000,
    "evaluation_time": 1759823273528,
    "expiration_time": 1766302200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 65,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 219,
            "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)