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Trade: BCH/USDT/720/HWMA/HL2/9502

Strategy
BCH/USDT/720/HWMA/HL2/9502
Pair
BCH_USDT
Interval
12h
Score
308796
Daily Profit
0.171365
Profit Factor
1.733291
Profitability
51.315789
Streak
18.724465
Best Strategy
Training Data Length
2144.500000
Evaluation Time
2025-10-11 08:23
Expiration Time
2025-12-14 10:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358041.3531 367492.0585 -9450.7054 44084.576 265920.6166 -221836.0405
Total P&L (%) 358.0414 367.4921 -9.4507 44.0846 265.9206 -221.836
Avg Daily Profit (%) 0.167 0.1714 -0.0044 0.017 0.0605 0
Buy And Hold Return (%) 133.7016 133.7016 133.7016 133.7016 133.7016 133.7016
Max Trade Drawdown -244366 -113836 -225667 -1196113 -792291 -658970
Profit Factor 1.2928 1.7333 0.9869 1.0104 1.1457 0.9085
Total Trades 303 152 151 303 152 151
Winning Trades 163 78 85 163 78 85
Losing Trades 140 74 66 140 74 66
Profitability (%) 53.7954 51.3158 56.2914 53.7954 51.3158 56.2914
Ratio Avg Win / Avg Loss 1.1104 1.6444 0.7663 0.8678 1.087 0.7054
Largest Winning Trade 74752 74752 54835 243136 199350 243136
Largest Losing Trade -74153 -34643 -74153 -352157 -295853 -352157
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 13 13 14 13 13 14
Bars Traded 4279 2135 2144 4279 2135 2144
Profit Streak 18.7245 18.7245 54.7245 18.7245 18.7245 54.7245
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 266443 308796 -578044 -543239 -178083 -578044
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4289,
    "evaluation_days": 2144.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1574899200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760160193751,
    "expiration_time": 1765699344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24534,
            "nb": 0.1,
            "nc": 0.56831
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            358041.3531126112,
            367492.0584665691,
            -9450.7053539583,
            44084.5760423233,
            265920.6165672969,
            -221836.0405249733
        ],
        [
            358.041353,
            367.492058,
            -9.450705,
            44.084576,
            265.920617,
            -221.836041
        ],
        [
            0.166958,
            0.171365,
            -0.004407,
            0.017032,
            0.06051,
            0
        ],
        [
            133.701607,
            133.701607,
            133.701607,
            133.701607,
            133.701607,
            133.701607
        ],
        [
            -244366,
            -113836,
            -225667,
            -1196113,
            -792291,
            -658970
        ],
        [
            1.292809,
            1.733291,
            0.986904,
            1.010372,
            1.145711,
            0.908533
        ],
        [
            303,
            152,
            151,
            303,
            152,
            151
        ],
        [
            163,
            78,
            85,
            163,
            78,
            85
        ],
        [
            140,
            74,
            66,
            140,
            74,
            66
        ],
        [
            53.79538,
            51.315789,
            56.291391,
            53.79538,
            51.315789,
            56.291391
        ],
        [
            1.110388,
            1.644404,
            0.766302,
            0.867804,
            1.086957,
            0.705449
        ],
        [
            74752,
            74752,
            54835,
            243136,
            199350,
            243136
        ],
        [
            -74153,
            -34643,
            -74153,
            -352157,
            -295853,
            -352157
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            4279,
            2135,
            2144,
            4279,
            2135,
            2144
        ],
        [
            18.724465,
            18.724465,
            54.724465,
            18.724465,
            18.724465,
            54.724465
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            266443,
            308796,
            -578044,
            -543239,
            -178083,
            -578044
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4289,
    "evaluation_days": 2144.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1574899200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760160193751,
    "expiration_time": 1765699344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24534,
            "nb": 0.1,
            "nc": 0.56831
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)