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Trade: BCH/USDT/15/SWMA/SWMA/4199

Strategy
BCH/USDT/15/SWMA/SWMA/4199
Pair
BCH_USDT
Interval
15m
Score
346214
Daily Profit
0.406902
Profit Factor
1.585165
Profitability
63.636364
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 06:39
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 122294.7453 84524.7515 37769.9938 187917.6114 151913.4481 36004.1634
Total P&L (%) 122.2947 84.5248 37.77 187.9176 151.9134 36.0042
Avg Daily Profit (%) 0.4696 0.3246 0.145 0.4069 0.3554 0.1182
Buy And Hold Return (%) 31.4473 31.4473 31.4473 31.4473 31.4473 31.4473
Max Trade Drawdown -29342 -27761 -27408 -40209 -36964 -57937
Profit Factor 1.6982 2.037 1.4034 1.5852 2.1784 1.1873
Total Trades 143 71 72 143 71 72
Winning Trades 91 49 42 91 49 42
Losing Trades 52 22 30 52 22 30
Profitability (%) 63.6364 69.0141 58.3333 63.6364 69.0141 58.3333
Ratio Avg Win / Avg Loss 0.9704 0.9146 1.0024 0.9058 0.9781 0.8481
Largest Winning Trade 22961 22961 10568 29521 29521 14980
Largest Losing Trade -21761 -21761 -13236 -30247 -30247 -28435
Avg Bars in Trades 169 162 175 169 162 175
Avg Bars in Winners 120 117 125 120 117 125
Avg Bars in Losers 253 265 244 253 265 244
Bars Traded 24179 11571 12608 24179 11571 12608
Profit Streak 0 11.5483 0 0 11.5483 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316625 -78588 -181432 346214 -76147 -251615
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736435700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758944373848,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 232,
            "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": [
        [
            122294.7453009997,
            84524.7514775822,
            37769.9938234175,
            187917.6114258766,
            151913.4480572712,
            36004.1633686052
        ],
        [
            122.294745,
            84.524751,
            37.769994,
            187.917611,
            151.913448,
            36.004163
        ],
        [
            0.469606,
            0.324571,
            0.145035,
            0.406902,
            0.355409,
            0.118154
        ],
        [
            31.447276,
            31.447276,
            31.447276,
            31.447276,
            31.447276,
            31.447276
        ],
        [
            -29342,
            -27761,
            -27408,
            -40209,
            -36964,
            -57937
        ],
        [
            1.698241,
            2.037034,
            1.40335,
            1.585165,
            2.178395,
            1.187307
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            91,
            49,
            42,
            91,
            49,
            42
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            63.636364,
            69.014085,
            58.333333,
            63.636364,
            69.014085,
            58.333333
        ],
        [
            0.970423,
            0.914587,
            1.002393,
            0.905809,
            0.978055,
            0.848076
        ],
        [
            22961,
            22961,
            10568,
            29521,
            29521,
            14980
        ],
        [
            -21761,
            -21761,
            -13236,
            -30247,
            -30247,
            -28435
        ],
        [
            169,
            162,
            175,
            169,
            162,
            175
        ],
        [
            120,
            117,
            125,
            120,
            117,
            125
        ],
        [
            253,
            265,
            244,
            253,
            265,
            244
        ],
        [
            24179,
            11571,
            12608,
            24179,
            11571,
            12608
        ],
        [
            0,
            11.548308,
            0,
            0,
            11.548308,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316625,
            -78588,
            -181432,
            346214,
            -76147,
            -251615
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736435700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758944373848,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 232,
            "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)