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Trade: BCH/USDT/15/SMA/KCU/8906

Strategy
BCH/USDT/15/SMA/KCU/8906
Pair
BCH_USDT
Interval
15m
Score
362093
Daily Profit
0.309780
Profit Factor
1.825669
Profitability
71.698113
Streak
5.224634
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 13:53
Expiration Time
2025-12-18 12:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 91924.5761 65926.7051 25997.8709 123777.697 89193.7274 34583.9696
Total P&L (%) 91.9246 65.9267 25.9979 123.7777 89.1937 34.584
Avg Daily Profit (%) 0.353 0.2532 0.0998 0.3098 0.2451 0.1141
Buy And Hold Return (%) 32.0539 32.0539 32.0539 32.0539 32.0539 32.0539
Max Trade Drawdown -26749 -24260 -10765 -26500 -24590 -14122
Profit Factor 1.7621 1.9392 1.5156 1.8257 2.0127 1.5593
Total Trades 106 53 53 106 53 53
Winning Trades 76 37 39 76 37 39
Losing Trades 30 16 14 30 16 14
Profitability (%) 71.6981 69.8113 73.5849 71.6981 69.8113 73.5849
Ratio Avg Win / Avg Loss 0.6956 0.8386 0.5441 0.7207 0.8704 0.5597
Largest Winning Trade 15419 15419 5215 18156 18156 11191
Largest Losing Trade -24260 -24260 -8337 -24590 -24590 -10598
Avg Bars in Trades 224 328 121 224 328 121
Avg Bars in Winners 141 205 81 141 205 81
Avg Bars in Losers 435 613 232 435 613 232
Bars Traded 23825 17411 6414 23825 17411 6414
Profit Streak 5.2246 5.2246 22.2663 5.2246 5.2246 22.2663
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339174 -175700 -402668 362093 -172420 -358794
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737075600000,
    "first_datapoint_time": 1737289800000,
    "last_datapoint_time": 1759574700000,
    "evaluation_time": 1759575208351,
    "expiration_time": 1766054700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 239,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            91924.5760587359,
            65926.7051180458,
            25997.87094069,
            123777.6969796251,
            89193.7273616915,
            34583.9696179336
        ],
        [
            91.924576,
            65.926705,
            25.997871,
            123.777697,
            89.193727,
            34.58397
        ],
        [
            0.352986,
            0.253155,
            0.099831,
            0.30978,
            0.245136,
            0.114119
        ],
        [
            32.053872,
            32.053872,
            32.053872,
            32.053872,
            32.053872,
            32.053872
        ],
        [
            -26749,
            -24260,
            -10765,
            -26500,
            -24590,
            -14122
        ],
        [
            1.762142,
            1.939191,
            1.515644,
            1.825669,
            2.012691,
            1.559286
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            71.698113,
            69.811321,
            73.584906,
            71.698113,
            69.811321,
            73.584906
        ],
        [
            0.695582,
            0.838569,
            0.544077,
            0.720659,
            0.870353,
            0.559744
        ],
        [
            15419,
            15419,
            5215,
            18156,
            18156,
            11191
        ],
        [
            -24260,
            -24260,
            -8337,
            -24590,
            -24590,
            -10598
        ],
        [
            224,
            328,
            121,
            224,
            328,
            121
        ],
        [
            141,
            205,
            81,
            141,
            205,
            81
        ],
        [
            435,
            613,
            232,
            435,
            613,
            232
        ],
        [
            23825,
            17411,
            6414,
            23825,
            17411,
            6414
        ],
        [
            5.224634,
            5.224634,
            22.2663,
            5.224634,
            5.224634,
            22.2663
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339174,
            -175700,
            -402668,
            362093,
            -172420,
            -358794
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737075600000,
    "first_datapoint_time": 1737289800000,
    "last_datapoint_time": 1759574700000,
    "evaluation_time": 1759575208351,
    "expiration_time": 1766054700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 239,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)