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Trade: BCH/USDT/15/WMA/KCU/4164

Strategy
BCH/USDT/15/WMA/KCU/4164
Pair
BCH_USDT
Interval
15m
Score
465639
Daily Profit
0.355229
Profit Factor
1.834297
Profitability
74.809160
Streak
4.135923
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 05:00
Expiration Time
2025-12-17 03:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104477.3281 69480.2615 34997.0666 151795.904 104448.1703 47347.7336
Total P&L (%) 104.4773 69.4803 34.9971 151.7959 104.4482 47.3477
Avg Daily Profit (%) 0.4012 0.2668 0.1344 0.3552 0.275 0.149
Buy And Hold Return (%) 21.1948 21.1948 21.1948 21.1948 21.1948 21.1948
Max Trade Drawdown -37065 -21787 -19255 -39199 -26445 -22055
Profit Factor 1.7841 1.8216 1.7189 1.8343 1.9062 1.71
Total Trades 131 66 65 131 66 65
Winning Trades 98 50 48 98 50 48
Losing Trades 33 16 17 33 16 17
Profitability (%) 74.8092 75.7576 73.8462 74.8092 75.7576 73.8462
Ratio Avg Win / Avg Loss 0.6008 0.5829 0.6088 0.6177 0.61 0.6056
Largest Winning Trade 11457 11457 6950 12210 12210 7759
Largest Losing Trade -21166 -21166 -15233 -26445 -26445 -17896
Avg Bars in Trades 187 311 61 187 311 61
Avg Bars in Winners 92 145 37 92 145 37
Avg Bars in Losers 469 830 129 469 830 129
Bars Traded 24588 20587 4001 24588 20587 4001
Profit Streak 4.1359 4.1359 13.9588 4.1359 4.1359 13.9588
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426033 -115862 -151266 465639 -114162 -127972
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736956800000,
    "first_datapoint_time": 1737166500000,
    "last_datapoint_time": 1759455900000,
    "evaluation_time": 1759456843746,
    "expiration_time": 1765935900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 234,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            104477.3280886501,
            69480.2615244021,
            34997.066564248,
            151795.9039631521,
            104448.1703182202,
            47347.7336449319
        ],
        [
            104.477328,
            69.480262,
            34.997067,
            151.795904,
            104.44817,
            47.347734
        ],
        [
            0.401188,
            0.266801,
            0.134387,
            0.355229,
            0.274989,
            0.148957
        ],
        [
            21.194763,
            21.194763,
            21.194763,
            21.194763,
            21.194763,
            21.194763
        ],
        [
            -37065,
            -21787,
            -19255,
            -39199,
            -26445,
            -22055
        ],
        [
            1.784074,
            1.821575,
            1.718926,
            1.834297,
            1.906249,
            1.709953
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            74.80916,
            75.757576,
            73.846154,
            74.80916,
            75.757576,
            73.846154
        ],
        [
            0.60076,
            0.582904,
            0.608786,
            0.617671,
            0.61,
            0.605608
        ],
        [
            11457,
            11457,
            6950,
            12210,
            12210,
            7759
        ],
        [
            -21166,
            -21166,
            -15233,
            -26445,
            -26445,
            -17896
        ],
        [
            187,
            311,
            61,
            187,
            311,
            61
        ],
        [
            92,
            145,
            37,
            92,
            145,
            37
        ],
        [
            469,
            830,
            129,
            469,
            830,
            129
        ],
        [
            24588,
            20587,
            4001,
            24588,
            20587,
            4001
        ],
        [
            4.135923,
            4.135923,
            13.95884,
            4.135923,
            4.135923,
            13.95884
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426033,
            -115862,
            -151266,
            465639,
            -114162,
            -127972
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736956800000,
    "first_datapoint_time": 1737166500000,
    "last_datapoint_time": 1759455900000,
    "evaluation_time": 1759456843746,
    "expiration_time": 1765935900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 234,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)