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Trade: BCH/USDT/5/LINREG/SWMA/2116

Strategy
BCH/USDT/5/LINREG/SWMA/2116
Pair
BCH_USDT
Interval
5m
Score
369412
Daily Profit
0.570790
Profit Factor
1.449767
Profitability
53.886010
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-28 09:11
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 49550.29 30286.2989 19263.991 58233.2821 35829.9538 22403.3282
Total P&L (%) 49.5503 30.2863 19.264 58.2333 35.83 22.4033
Avg Daily Profit (%) 0.5708 0.3489 0.2219 0.53 0.3534 0.2331
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -15980 -11654 -13272 -19924 -14520 -16209
Profit Factor 1.4498 1.6041 1.3209 1.4157 1.564 1.2926
Total Trades 193 96 97 193 96 97
Winning Trades 104 54 50 104 54 50
Losing Trades 89 42 47 89 42 47
Profitability (%) 53.886 56.25 51.5464 53.886 56.25 51.5464
Ratio Avg Win / Avg Loss 1.2407 1.2476 1.2416 1.2115 1.2164 1.2151
Largest Winning Trade 8576 7268 8576 10253 8429 10253
Largest Losing Trade -4507 -3219 -4507 -6681 -4173 -6681
Avg Bars in Trades 126 129 124 126 129 124
Avg Bars in Winners 136 131 141 136 131 141
Avg Bars in Losers 115 127 105 115 127 105
Bars Traded 24480 12433 12047 24480 12433 12047
Profit Streak 0 4.6259 0 0 4.6259 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 369412 249887 -1123 360570 260806 22135
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751333700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759039877719,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 177,
            "offset": 179
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 161,
            "offset": 68
        }
    }
}
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": [
        [
            49550.2899594599,
            30286.2989225903,
            19263.9910368695,
            58233.2820643812,
            35829.9538264522,
            22403.3282379289
        ],
        [
            49.55029,
            30.286299,
            19.263991,
            58.233282,
            35.829954,
            22.403328
        ],
        [
            0.57079,
            0.34888,
            0.22191,
            0.530026,
            0.353386,
            0.233138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -15980,
            -11654,
            -13272,
            -19924,
            -14520,
            -16209
        ],
        [
            1.449767,
            1.604056,
            1.320904,
            1.415686,
            1.563977,
            1.29263
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            104,
            54,
            50,
            104,
            54,
            50
        ],
        [
            89,
            42,
            47,
            89,
            42,
            47
        ],
        [
            53.88601,
            56.25,
            51.546392,
            53.88601,
            56.25,
            51.546392
        ],
        [
            1.240666,
            1.247599,
            1.241649,
            1.211501,
            1.216427,
            1.215072
        ],
        [
            8576,
            7268,
            8576,
            10253,
            8429,
            10253
        ],
        [
            -4507,
            -3219,
            -4507,
            -6681,
            -4173,
            -6681
        ],
        [
            126,
            129,
            124,
            126,
            129,
            124
        ],
        [
            136,
            131,
            141,
            136,
            131,
            141
        ],
        [
            115,
            127,
            105,
            115,
            127,
            105
        ],
        [
            24480,
            12433,
            12047,
            24480,
            12433,
            12047
        ],
        [
            0,
            4.625899,
            0,
            0,
            4.6259,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369412,
            249887,
            -1123,
            360570,
            260806,
            22135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751333700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759039877719,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 177,
            "offset": 179
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 161,
            "offset": 68
        }
    }
}

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)