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Trade: BCH/USDT/15/BBL/PWMA/2158

Strategy
BCH/USDT/15/BBL/PWMA/2158
Pair
BCH_USDT
Interval
15m
Score
368093
Daily Profit
0.404923
Profit Factor
1.453208
Profitability
58.921162
Streak
10.614269
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 04:44
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 105450.067 78178.3575 27271.7095 143545.832 119640.4755 23905.3565
Total P&L (%) 105.4501 78.1784 27.2717 143.5458 119.6405 23.9054
Avg Daily Profit (%) 0.4049 0.3002 0.1047 0.3424 0.3026 0.0823
Buy And Hold Return (%) 30.6834 30.6834 30.6834 30.6834 30.6834 30.6834
Max Trade Drawdown -30533 -35881 -14620 -48089 -36436 -32335
Profit Factor 1.4532 1.5137 1.3389 1.4086 1.5404 1.184
Total Trades 241 120 121 241 120 121
Winning Trades 142 70 72 142 70 72
Losing Trades 99 50 49 99 50 49
Profitability (%) 58.9212 58.3333 59.5041 58.9212 58.3333 59.5041
Ratio Avg Win / Avg Loss 1.0132 1.0812 0.9112 0.982 1.1003 0.8058
Largest Winning Trade 18818 18818 5701 19856 19856 7862
Largest Losing Trade -19903 -19903 -6964 -20876 -20876 -14688
Avg Bars in Trades 100 168 32 100 168 32
Avg Bars in Winners 82 136 30 82 136 30
Avg Bars in Losers 125 212 36 125 212 36
Bars Traded 24110 20174 3936 24110 20174 3936
Profit Streak 10.6143 10.6143 10.8018 10.6143 10.6143 10.8018
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368093 232304 -219600 318761 282160 -267935
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": 1736404200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759023872818,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 48,
            "offset": 0,
            "std": 3.37368
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 197,
            "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": [
        [
            105450.0669594788,
            78178.3574875982,
            27271.7094718807,
            143545.8320396041,
            119640.4755488672,
            23905.3564907371
        ],
        [
            105.450067,
            78.178357,
            27.271709,
            143.545832,
            119.640476,
            23.905356
        ],
        [
            0.404923,
            0.300201,
            0.104722,
            0.342392,
            0.302593,
            0.082342
        ],
        [
            30.683403,
            30.683403,
            30.683403,
            30.683403,
            30.683403,
            30.683403
        ],
        [
            -30533,
            -35881,
            -14620,
            -48089,
            -36436,
            -32335
        ],
        [
            1.453208,
            1.513672,
            1.338864,
            1.408562,
            1.540396,
            1.183958
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            142,
            70,
            72,
            142,
            70,
            72
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            58.921162,
            58.333333,
            59.504132,
            58.921162,
            58.333333,
            59.504132
        ],
        [
            1.013152,
            1.081194,
            0.911171,
            0.982026,
            1.100283,
            0.80575
        ],
        [
            18818,
            18818,
            5701,
            19856,
            19856,
            7862
        ],
        [
            -19903,
            -19903,
            -6964,
            -20876,
            -20876,
            -14688
        ],
        [
            100,
            168,
            32,
            100,
            168,
            32
        ],
        [
            82,
            136,
            30,
            82,
            136,
            30
        ],
        [
            125,
            212,
            36,
            125,
            212,
            36
        ],
        [
            24110,
            20174,
            3936,
            24110,
            20174,
            3936
        ],
        [
            10.614269,
            10.614269,
            10.801769,
            10.614269,
            10.614269,
            10.801769
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368093,
            232304,
            -219600,
            318761,
            282160,
            -267935
        ]
    ]
}
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": 1736404200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759023872818,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 48,
            "offset": 0,
            "std": 3.37368
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 197,
            "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)