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Trade: BCH/USDT/720/JMA/ZLMA/4342

Strategy
BCH/USDT/720/JMA/ZLMA/4342
Pair
BCH_USDT
Interval
12h
Score
349351
Daily Profit
0.154418
Profit Factor
2.347921
Profitability
46.938776
Streak
0.000000
Best Strategy
Training Data Length
2135.500000
Evaluation Time
2025-10-02 12:31
Expiration Time
2025-12-05 03:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350892.2124 329759.4918 21132.7206 234676.2677 661307.5468 -426631.2791
Total P&L (%) 350.8922 329.7595 21.1327 234.6763 661.3075 -426.6313
Avg Daily Profit (%) 0.1643 0.1544 0.0099 0.0566 0.0951 0
Buy And Hold Return (%) 58.4378 58.4378 58.4378 58.4378 58.4378 58.4378
Max Trade Drawdown -102323 -58401 -113003 -905467 -468174 -797584
Profit Factor 1.5663 2.3479 1.0564 1.0805 1.5921 0.7627
Total Trades 98 49 49 98 49 49
Winning Trades 39 23 16 39 23 16
Losing Trades 59 26 33 59 26 33
Profitability (%) 39.7959 46.9388 32.6531 39.7959 46.9388 32.6531
Ratio Avg Win / Avg Loss 2.3695 2.6542 2.1787 1.6346 1.7998 1.5732
Largest Winning Trade 112144 112144 63614 491506 491506 172829
Largest Losing Trade -36556 -29916 -36556 -189480 -168090 -189480
Avg Bars in Trades 41 41 42 41 41 42
Avg Bars in Winners 59 55 66 59 55 66
Avg Bars in Losers 29 29 30 29 29 30
Bars Traded 4092 2027 2064 4092 2027 2064
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 207623 349351 -509470 -254137 -63705 -584649
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4271,
    "evaluation_days": 2135.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1580169600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759397513887,
    "expiration_time": 1764898416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "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": [
        [
            350892.2123623584,
            329759.4917908966,
            21132.7205714618,
            234676.2677345633,
            661307.5468188178,
            -426631.2790842548
        ],
        [
            350.892212,
            329.759492,
            21.132721,
            234.676268,
            661.307547,
            -426.631279
        ],
        [
            0.164314,
            0.154418,
            0.009896,
            0.056583,
            0.095099,
            0
        ],
        [
            58.43783,
            58.43783,
            58.43783,
            58.43783,
            58.43783,
            58.43783
        ],
        [
            -102323,
            -58401,
            -113003,
            -905467,
            -468174,
            -797584
        ],
        [
            1.566259,
            2.347921,
            1.05635,
            1.080506,
            1.592114,
            0.762741
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            39.795918,
            46.938776,
            32.653061,
            39.795918,
            46.938776,
            32.653061
        ],
        [
            2.369469,
            2.654172,
            2.178723,
            1.634611,
            1.799781,
            1.573153
        ],
        [
            112144,
            112144,
            63614,
            491506,
            491506,
            172829
        ],
        [
            -36556,
            -29916,
            -36556,
            -189480,
            -168090,
            -189480
        ],
        [
            41,
            41,
            42,
            41,
            41,
            42
        ],
        [
            59,
            55,
            66,
            59,
            55,
            66
        ],
        [
            29,
            29,
            30,
            29,
            29,
            30
        ],
        [
            4092,
            2027,
            2064,
            4092,
            2027,
            2064
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            207623,
            349351,
            -509470,
            -254137,
            -63705,
            -584649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4271,
    "evaluation_days": 2135.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1580169600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759397513887,
    "expiration_time": 1764898416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "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)