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Trade: BCH/USDT/360/KCL/DCM/4860

Strategy
BCH/USDT/360/KCL/DCM/4860
Pair
BCH_USDT
Interval
6h
Score
355308
Daily Profit
0.149074
Profit Factor
2.617603
Profitability
54.838710
Streak
152.744080
Best Strategy
Training Data Length
2142.500000
Evaluation Time
2025-10-09 20:51
Expiration Time
2025-12-12 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 369430.4413 319391.0145 50039.4268 320074.8007 240883.8847 79190.916
Total P&L (%) 369.4304 319.391 50.0394 320.0748 240.8839 79.1909
Avg Daily Profit (%) 0.1724 0.1491 0.0234 0.067 0.0573 0.0272
Buy And Hold Return (%) 102.98 102.98 102.98 102.98 102.98 102.98
Max Trade Drawdown -93736 -104118 -22496 -248147 -188929 -72480
Profit Factor 2.2786 2.6176 1.547 1.5343 1.5915 1.413
Total Trades 63 31 32 63 31 32
Winning Trades 34 17 17 34 17 17
Losing Trades 29 14 15 29 14 15
Profitability (%) 53.9683 54.8387 53.125 53.9683 54.8387 53.125
Ratio Avg Win / Avg Loss 1.9435 2.1557 1.365 1.3087 1.3106 1.2468
Largest Winning Trade 140274 140274 27763 177481 177481 86646
Largest Losing Trade -59144 -59144 -18725 -177763 -177763 -68320
Avg Bars in Trades 128 235 23 128 235 23
Avg Bars in Winners 144 256 33 144 256 33
Avg Bars in Losers 108 211 13 108 211 13
Bars Traded 8079 7312 767 8079 7312 767
Profit Streak 78.2441 152.7441 78.2441 78.2441 152.7441 78.2441
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140387 355308 -324641 -254476 -117287 -320297
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8570,
    "evaluation_days": 2142.5,
    "actual_first_datapoint_time": 1574920800000,
    "first_datapoint_time": 1578960000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760032288556,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 188,
            "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": [
        [
            369430.4412582592,
            319391.0144695526,
            50039.4267887067,
            320074.8006705721,
            240883.8846613398,
            79190.9160092323
        ],
        [
            369.430441,
            319.391014,
            50.039427,
            320.074801,
            240.883885,
            79.190916
        ],
        [
            0.17243,
            0.149074,
            0.023356,
            0.067013,
            0.057257,
            0.027228
        ],
        [
            102.979979,
            102.979979,
            102.979979,
            102.979979,
            102.979979,
            102.979979
        ],
        [
            -93736,
            -104118,
            -22496,
            -248147,
            -188929,
            -72480
        ],
        [
            2.278595,
            2.617603,
            1.546953,
            1.534335,
            1.591452,
            1.413013
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            53.968254,
            54.83871,
            53.125,
            53.968254,
            54.83871,
            53.125
        ],
        [
            1.943508,
            2.155673,
            1.364959,
            1.308698,
            1.310608,
            1.246776
        ],
        [
            140274,
            140274,
            27763,
            177481,
            177481,
            86646
        ],
        [
            -59144,
            -59144,
            -18725,
            -177763,
            -177763,
            -68320
        ],
        [
            128,
            235,
            23,
            128,
            235,
            23
        ],
        [
            144,
            256,
            33,
            144,
            256,
            33
        ],
        [
            108,
            211,
            13,
            108,
            211,
            13
        ],
        [
            8079,
            7312,
            767,
            8079,
            7312,
            767
        ],
        [
            78.24408,
            152.74408,
            78.24408,
            78.24408,
            152.74408,
            78.24408
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140387,
            355308,
            -324641,
            -254476,
            -117287,
            -320297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8570,
    "evaluation_days": 2142.5,
    "actual_first_datapoint_time": 1574920800000,
    "first_datapoint_time": 1578960000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760032288556,
    "expiration_time": 1765564560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 188,
            "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)