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Trade: BCH/USDT/15/KCL/SWMA/5179

Strategy
BCH/USDT/15/KCL/SWMA/5179
Pair
BCH_USDT
Interval
15m
Score
352349
Daily Profit
0.373743
Profit Factor
1.457655
Profitability
72.375691
Streak
21.883415
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 05:12
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 97330.0465 73052.6328 24277.4137 122465.8181 112560.4503 9905.3677
Total P&L (%) 97.33 73.0526 24.2774 122.4658 112.5605 9.9054
Avg Daily Profit (%) 0.3737 0.2805 0.0932 0.3075 0.29 0.0363
Buy And Hold Return (%) 30.4408 30.4408 30.4408 30.4408 30.4408 30.4408
Max Trade Drawdown -27319 -26316 -19907 -47298 -28311 -42931
Profit Factor 1.4577 1.6664 1.2356 1.3954 1.7839 1.0596
Total Trades 181 90 91 181 90 91
Winning Trades 131 64 67 131 64 67
Losing Trades 50 26 24 50 26 24
Profitability (%) 72.3757 71.1111 73.6264 72.3757 71.1111 73.6264
Ratio Avg Win / Avg Loss 0.5564 0.677 0.4426 0.5326 0.7247 0.3796
Largest Winning Trade 13496 13496 6665 19726 19726 10282
Largest Losing Trade -23710 -23710 -15680 -27765 -25234 -27765
Avg Bars in Trades 133 168 99 133 168 99
Avg Bars in Winners 90 114 67 90 114 67
Avg Bars in Losers 246 298 189 246 298 189
Bars Traded 24161 15120 9041 24161 15120 9041
Profit Streak 21.8834 26.2688 21.8834 21.8834 26.2688 21.8834
Trades During Streak 14 8 7 14 8 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352349 267262 -232994 344703 340705 -463555

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": 1736401500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758852727093,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 194,
            "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": [
        [
            97330.0465299729,
            73052.6328094612,
            24277.4137205118,
            122465.8180758254,
            112560.4503409784,
            9905.367734847
        ],
        [
            97.330047,
            73.052633,
            24.277414,
            122.465818,
            112.56045,
            9.905368
        ],
        [
            0.373743,
            0.280519,
            0.093224,
            0.307516,
            0.289973,
            0.036275
        ],
        [
            30.440835,
            30.440835,
            30.440835,
            30.440835,
            30.440835,
            30.440835
        ],
        [
            -27319,
            -26316,
            -19907,
            -47298,
            -28311,
            -42931
        ],
        [
            1.457655,
            1.666382,
            1.235599,
            1.395421,
            1.783931,
            1.059626
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            131,
            64,
            67,
            131,
            64,
            67
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            72.375691,
            71.111111,
            73.626374,
            72.375691,
            71.111111,
            73.626374
        ],
        [
            0.556357,
            0.676968,
            0.442602,
            0.532603,
            0.724722,
            0.379567
        ],
        [
            13496,
            13496,
            6665,
            19726,
            19726,
            10282
        ],
        [
            -23710,
            -23710,
            -15680,
            -27765,
            -25234,
            -27765
        ],
        [
            133,
            168,
            99,
            133,
            168,
            99
        ],
        [
            90,
            114,
            67,
            90,
            114,
            67
        ],
        [
            246,
            298,
            189,
            246,
            298,
            189
        ],
        [
            24161,
            15120,
            9041,
            24161,
            15120,
            9041
        ],
        [
            21.883415,
            26.268832,
            21.883415,
            21.883415,
            26.268832,
            21.883415
        ],
        [
            14,
            8,
            7,
            14,
            8,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352349,
            267262,
            -232994,
            344703,
            340705,
            -463555
        ]
    ]
}
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": 1736401500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758852727093,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 194,
            "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)