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Trade: BCH/USDT/15/BBM/SMA/2514

Strategy
BCH/USDT/15/BBM/SMA/2514
Pair
BCH_USDT
Interval
15m
Score
338906
Daily Profit
0.331210
Profit Factor
1.571723
Profitability
68.750000
Streak
8.976107
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 21:10
Expiration Time
2025-12-19 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 97164.9354 70853.8738 26311.0616 122751.0164 136579.1341 -13828.1177
Total P&L (%) 97.1649 70.8539 26.3111 122.751 136.5791 -13.8281
Avg Daily Profit (%) 0.3731 0.2721 0.101 0.308 0.3312 -0.0571
Buy And Hold Return (%) 30.3395 30.3395 30.3395 30.3395 30.3395 30.3395
Max Trade Drawdown -41426 -16950 -30663 -115396 -40303 -88926
Profit Factor 1.3777 1.5763 1.1959 1.2273 1.5717 0.9541
Total Trades 256 128 128 256 128 128
Winning Trades 175 88 87 175 88 87
Losing Trades 81 40 41 81 40 41
Profitability (%) 68.3594 68.75 67.9688 68.3594 68.75 67.9688
Ratio Avg Win / Avg Loss 0.6377 0.7165 0.5636 0.5681 0.7144 0.4496
Largest Winning Trade 13339 13339 6329 24532 24532 14174
Largest Losing Trade -19716 -16691 -19716 -36899 -22424 -36899
Avg Bars in Trades 96 97 95 96 97 95
Avg Bars in Winners 62 63 62 62 63 62
Avg Bars in Losers 170 172 168 170 172 168
Bars Traded 24742 12455 12287 24742 12455 12287
Profit Streak 1.5074 8.9761 0 1.5074 8.9761 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 175597 218155 -229867 149464 338906 -580058
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737188100000,
    "first_datapoint_time": 1737306000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759687835618,
    "expiration_time": 1766167200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 33,
            "offset": 0,
            "std": 1.09865
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 132,
            "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": [
        [
            97164.9354360938,
            70853.8738473392,
            26311.0615887548,
            122751.0164083698,
            136579.1340911812,
            -13828.1176828115
        ],
        [
            97.164935,
            70.853874,
            26.311062,
            122.751016,
            136.579134,
            -13.828118
        ],
        [
            0.373109,
            0.272075,
            0.101033,
            0.308009,
            0.33121,
            -0.057132
        ],
        [
            30.33954,
            30.33954,
            30.33954,
            30.33954,
            30.33954,
            30.33954
        ],
        [
            -41426,
            -16950,
            -30663,
            -115396,
            -40303,
            -88926
        ],
        [
            1.377695,
            1.576316,
            1.195891,
            1.227295,
            1.571723,
            0.954084
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            68.359375,
            68.75,
            67.96875,
            68.359375,
            68.75,
            67.96875
        ],
        [
            0.637676,
            0.716507,
            0.563581,
            0.568062,
            0.714419,
            0.449626
        ],
        [
            13339,
            13339,
            6329,
            24532,
            24532,
            14174
        ],
        [
            -19716,
            -16691,
            -19716,
            -36899,
            -22424,
            -36899
        ],
        [
            96,
            97,
            95,
            96,
            97,
            95
        ],
        [
            62,
            63,
            62,
            62,
            63,
            62
        ],
        [
            170,
            172,
            168,
            170,
            172,
            168
        ],
        [
            24742,
            12455,
            12287,
            24742,
            12455,
            12287
        ],
        [
            1.507357,
            8.976107,
            0,
            1.507357,
            8.976107,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            175597,
            218155,
            -229867,
            149464,
            338906,
            -580058
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737188100000,
    "first_datapoint_time": 1737306000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759687835618,
    "expiration_time": 1766167200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 33,
            "offset": 0,
            "std": 1.09865
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 132,
            "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)