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Trade: BCH/USDT/15/SWMA/SWMA/2407

Strategy
BCH/USDT/15/SWMA/SWMA/2407
Pair
BCH_USDT
Interval
15m
Score
331409
Daily Profit
0.445298
Profit Factor
1.624699
Profitability
60.784314
Streak
2.965851
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 05:10
Expiration Time
2025-12-18 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 115964.5561 77891.4607 38073.0954 170345.78 133284.4365 37061.3434
Total P&L (%) 115.9646 77.8915 38.0731 170.3458 133.2844 37.0613
Avg Daily Profit (%) 0.4453 0.2991 0.1462 0.3826 0.3258 0.1211
Buy And Hold Return (%) 28.0326 28.0326 28.0326 28.0326 28.0326 28.0326
Max Trade Drawdown -28508 -29607 -24828 -34073 -34724 -49424
Profit Factor 1.6247 1.7987 1.4321 1.5087 1.8432 1.2097
Total Trades 153 77 76 153 77 76
Winning Trades 93 48 45 93 48 45
Losing Trades 60 29 31 60 29 31
Profitability (%) 60.7843 62.3377 59.2105 60.7843 62.3377 59.2105
Ratio Avg Win / Avg Loss 1.0482 1.0867 0.9866 0.9734 1.1136 0.8333
Largest Winning Trade 25335 25335 7814 30249 30249 13109
Largest Losing Trade -21152 -21152 -11381 -26969 -26969 -24841
Avg Bars in Trades 160 160 160 160 160 160
Avg Bars in Winners 116 113 118 116 113 118
Avg Bars in Losers 228 238 220 228 238 220
Bars Traded 24543 12374 12169 24543 12374 12169
Profit Streak 2.9659 6.6013 0 2.9659 6.6013 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331409 -32852 -102377 283797 -30781 -148389
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737044100000,
    "first_datapoint_time": 1737229500000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759543849525,
    "expiration_time": 1766023200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 207,
            "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": [
        [
            115964.5560758267,
            77891.4607081303,
            38073.0953676964,
            170345.7799826757,
            133284.436547175,
            37061.3434355006
        ],
        [
            115.964556,
            77.891461,
            38.073095,
            170.34578,
            133.284437,
            37.061343
        ],
        [
            0.445298,
            0.299099,
            0.146199,
            0.382625,
            0.325807,
            0.121131
        ],
        [
            28.032576,
            28.032576,
            28.032576,
            28.032576,
            28.032576,
            28.032576
        ],
        [
            -28508,
            -29607,
            -24828,
            -34073,
            -34724,
            -49424
        ],
        [
            1.624699,
            1.798707,
            1.432105,
            1.508744,
            1.843214,
            1.20966
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            93,
            48,
            45,
            93,
            48,
            45
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            60.784314,
            62.337662,
            59.210526,
            60.784314,
            62.337662,
            59.210526
        ],
        [
            1.048193,
            1.086719,
            0.986561,
            0.973383,
            1.113609,
            0.833321
        ],
        [
            25335,
            25335,
            7814,
            30249,
            30249,
            13109
        ],
        [
            -21152,
            -21152,
            -11381,
            -26969,
            -26969,
            -24841
        ],
        [
            160,
            160,
            160,
            160,
            160,
            160
        ],
        [
            116,
            113,
            118,
            116,
            113,
            118
        ],
        [
            228,
            238,
            220,
            228,
            238,
            220
        ],
        [
            24543,
            12374,
            12169,
            24543,
            12374,
            12169
        ],
        [
            2.965851,
            6.601268,
            0,
            2.965851,
            6.601268,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331409,
            -32852,
            -102377,
            283797,
            -30781,
            -148389
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737044100000,
    "first_datapoint_time": 1737229500000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759543849525,
    "expiration_time": 1766023200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 207,
            "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)