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Trade: BCH/USDT/720/PWMA/ALMA/6945

Strategy
BCH/USDT/720/PWMA/ALMA/6945
Pair
BCH_USDT
Interval
12h
Score
461545
Daily Profit
0.185598
Profit Factor
2.655233
Profitability
48.979592
Streak
89.658229
Best Strategy
Training Data Length
2146.000000
Evaluation Time
2025-10-12 18:47
Expiration Time
2025-12-15 23:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436507.8089 398293.7156 38214.0933 617294.0613 996766.6703 -379472.609
Total P&L (%) 436.5078 398.2937 38.2141 617.2941 996.7667 -379.4726
Avg Daily Profit (%) 0.2034 0.1856 0.0178 0.0919 0.1117 0
Buy And Hold Return (%) 15.6053 15.6053 15.6053 15.6053 15.6053 15.6053
Max Trade Drawdown -137666 -126963 -73836 -1744070 -1572661 -1208393
Profit Factor 1.8459 2.6552 1.1387 1.1136 1.3663 0.8601
Total Trades 97 49 48 97 49 48
Winning Trades 50 24 26 50 24 26
Losing Trades 47 25 22 47 25 22
Profitability (%) 51.5464 48.9796 54.1667 51.5464 48.9796 54.1667
Ratio Avg Win / Avg Loss 1.7351 2.7659 0.9636 1.0468 1.4232 0.7277
Largest Winning Trade 109033 109033 70207 628955 628955 398604
Largest Losing Trade -48755 -38928 -48755 -756218 -611142 -756218
Avg Bars in Trades 41 44 38 41 44 38
Avg Bars in Winners 41 46 35 41 46 35
Avg Bars in Losers 42 42 42 42 42 42
Bars Traded 4046 2186 1861 4046 2186 1861
Profit Streak 17.6582 89.6582 0 17.6582 89.6582 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 438427 461545 -241905 -164439 -42758 -580149
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4292,
    "evaluation_days": 2146,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1581249600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760284070966,
    "expiration_time": 1765832832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 114,
            "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": [
        [
            436507.8089032746,
            398293.7156019962,
            38214.093301278,
            617294.0612838857,
            996766.6703182927,
            -379472.6090344064
        ],
        [
            436.507809,
            398.293716,
            38.214093,
            617.294061,
            996.76667,
            -379.472609
        ],
        [
            0.203405,
            0.185598,
            0.017807,
            0.091856,
            0.111663,
            0
        ],
        [
            15.605265,
            15.605265,
            15.605265,
            15.605265,
            15.605265,
            15.605265
        ],
        [
            -137666,
            -126963,
            -73836,
            -1744070,
            -1572661,
            -1208393
        ],
        [
            1.845859,
            2.655233,
            1.138746,
            1.113616,
            1.366272,
            0.860064
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            51.546392,
            48.979592,
            54.166667,
            51.546392,
            48.979592,
            54.166667
        ],
        [
            1.735107,
            2.765867,
            0.963554,
            1.046799,
            1.4232,
            0.727746
        ],
        [
            109033,
            109033,
            70207,
            628955,
            628955,
            398604
        ],
        [
            -48755,
            -38928,
            -48755,
            -756218,
            -611142,
            -756218
        ],
        [
            41,
            44,
            38,
            41,
            44,
            38
        ],
        [
            41,
            46,
            35,
            41,
            46,
            35
        ],
        [
            42,
            42,
            42,
            42,
            42,
            42
        ],
        [
            4046,
            2186,
            1861,
            4046,
            2186,
            1861
        ],
        [
            17.658229,
            89.658229,
            0,
            17.658229,
            89.658229,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438427,
            461545,
            -241905,
            -164439,
            -42758,
            -580149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4292,
    "evaluation_days": 2146,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1581249600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760284070966,
    "expiration_time": 1765832832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 114,
            "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)