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Trade: BCH/USDT/720/JMA/KCU/2374

Strategy
BCH/USDT/720/JMA/KCU/2374
Pair
BCH_USDT
Interval
12h
Score
373708
Daily Profit
0.168164
Profit Factor
2.248335
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
2128.000000
Evaluation Time
2025-09-27 02:01
Expiration Time
2025-11-27 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432796.7644 357853.5367 74943.2276 550755.7443 447845.491 102910.2533
Total P&L (%) 432.7968 357.8535 74.9432 550.7557 447.8455 102.9103
Avg Daily Profit (%) 0.2034 0.1682 0.0352 0.0881 0.08 0.0333
Buy And Hold Return (%) 48.9638 48.9638 48.9638 48.9638 48.9638 48.9638
Max Trade Drawdown -124977 -108871 -54373 -507924 -558676 -411497
Profit Factor 1.9538 2.2483 1.4485 1.2356 1.297 1.124
Total Trades 64 32 32 64 32 32
Winning Trades 26 15 11 26 15 11
Losing Trades 38 17 21 38 17 21
Profitability (%) 40.625 46.875 34.375 40.625 46.875 34.375
Ratio Avg Win / Avg Loss 2.8556 2.5481 2.7653 1.8059 1.4699 2.1459
Largest Winning Trade 174542 174542 38874 433859 433859 170232
Largest Losing Trade -40146 -40146 -24993 -404245 -404245 -261415
Avg Bars in Trades 63 101 25 63 101 25
Avg Bars in Winners 79 105 44 79 105 44
Avg Bars in Losers 52 97 16 52 97 16
Bars Traded 4062 3242 820 4062 3242 820
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 -136062 373708 -159595 -221606 -87377 -243472
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4256,
    "evaluation_days": 2128,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1580644800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758927668247,
    "expiration_time": 1764230976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            432796.7643504635,
            357853.5367326977,
            74943.2276177657,
            550755.7443029922,
            447845.4909846979,
            102910.253318294
        ],
        [
            432.796764,
            357.853537,
            74.943228,
            550.755744,
            447.845491,
            102.910253
        ],
        [
            0.203382,
            0.168164,
            0.035218,
            0.088054,
            0.079958,
            0.033257
        ],
        [
            48.963799,
            48.963799,
            48.963799,
            48.963799,
            48.963799,
            48.963799
        ],
        [
            -124977,
            -108871,
            -54373,
            -507924,
            -558676,
            -411497
        ],
        [
            1.953803,
            2.248335,
            1.448509,
            1.235621,
            1.297013,
            1.124044
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            40.625,
            46.875,
            34.375,
            40.625,
            46.875,
            34.375
        ],
        [
            2.855559,
            2.548113,
            2.765335,
            1.805908,
            1.469948,
            2.145902
        ],
        [
            174542,
            174542,
            38874,
            433859,
            433859,
            170232
        ],
        [
            -40146,
            -40146,
            -24993,
            -404245,
            -404245,
            -261415
        ],
        [
            63,
            101,
            25,
            63,
            101,
            25
        ],
        [
            79,
            105,
            44,
            79,
            105,
            44
        ],
        [
            52,
            97,
            16,
            52,
            97,
            16
        ],
        [
            4062,
            3242,
            820,
            4062,
            3242,
            820
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136062,
            373708,
            -159595,
            -221606,
            -87377,
            -243472
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4256,
    "evaluation_days": 2128,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1580644800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758927668247,
    "expiration_time": 1764230976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)