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Trade: BCH/USDT/15/JMA/RMA/5477

Strategy
BCH/USDT/15/JMA/RMA/5477
Pair
BCH_USDT
Interval
15m
Score
307293
Daily Profit
0.410612
Profit Factor
1.568348
Profitability
69.565217
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 10:38
Expiration Time
2025-12-13 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106931.621 72300.9747 34630.6463 153331.8482 138583.6279 14748.2203
Total P&L (%) 106.9316 72.301 34.6306 153.3318 138.5836 14.7482
Avg Daily Profit (%) 0.4106 0.2776 0.133 0.3576 0.3345 0.0528
Buy And Hold Return (%) 34.8026 34.8026 34.8026 34.8026 34.8026 34.8026
Max Trade Drawdown -22920 -24120 -17855 -47110 -30830 -50128
Profit Factor 1.5683 1.8099 1.3502 1.4042 1.8382 1.0689
Total Trades 184 92 92 184 92 92
Winning Trades 128 65 63 128 65 63
Losing Trades 56 27 29 56 27 29
Profitability (%) 69.5652 70.6522 68.4783 69.5652 70.6522 68.4783
Ratio Avg Win / Avg Loss 0.6862 0.7518 0.6215 0.6144 0.7635 0.492
Largest Winning Trade 13995 10506 13995 17540 17540 15163
Largest Losing Trade -22920 -22920 -12712 -28732 -28732 -27071
Avg Bars in Trades 134 141 127 134 141 127
Avg Bars in Winners 75 78 73 75 78 73
Avg Bars in Losers 267 291 245 267 291 245
Bars Traded 24695 12973 11723 24695 12973 11723
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 307293 137471 -181583 297534 305753 -433532
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736631900000,
    "first_datapoint_time": 1736785800000,
    "last_datapoint_time": 1759131000000,
    "evaluation_time": 1759131498219,
    "expiration_time": 1765611000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 172,
            "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": [
        [
            106931.6209933777,
            72300.9746510671,
            34630.6463423106,
            153331.8481610316,
            138583.6278893016,
            14748.2202717301
        ],
        [
            106.931621,
            72.300975,
            34.630646,
            153.331848,
            138.583628,
            14.74822
        ],
        [
            0.410612,
            0.277632,
            0.13298,
            0.357573,
            0.334461,
            0.05284
        ],
        [
            34.802616,
            34.802616,
            34.802616,
            34.802616,
            34.802616,
            34.802616
        ],
        [
            -22920,
            -24120,
            -17855,
            -47110,
            -30830,
            -50128
        ],
        [
            1.568348,
            1.809912,
            1.350248,
            1.404246,
            1.838154,
            1.06893
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            128,
            65,
            63,
            128,
            65,
            63
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            69.565217,
            70.652174,
            68.478261,
            69.565217,
            70.652174,
            68.478261
        ],
        [
            0.686152,
            0.75181,
            0.621543,
            0.614358,
            0.763541,
            0.492047
        ],
        [
            13995,
            10506,
            13995,
            17540,
            17540,
            15163
        ],
        [
            -22920,
            -22920,
            -12712,
            -28732,
            -28732,
            -27071
        ],
        [
            134,
            141,
            127,
            134,
            141,
            127
        ],
        [
            75,
            78,
            73,
            75,
            78,
            73
        ],
        [
            267,
            291,
            245,
            267,
            291,
            245
        ],
        [
            24695,
            12973,
            11723,
            24695,
            12973,
            11723
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307293,
            137471,
            -181583,
            297534,
            305753,
            -433532
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736631900000,
    "first_datapoint_time": 1736785800000,
    "last_datapoint_time": 1759131000000,
    "evaluation_time": 1759131498219,
    "expiration_time": 1765611000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 172,
            "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)