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Trade: BCH/USDT/720/KCL/SWMA/6523

Strategy
BCH/USDT/720/KCL/SWMA/6523
Pair
BCH_USDT
Interval
12h
Score
370769
Daily Profit
0.166497
Profit Factor
3.748803
Profitability
70.270270
Streak
0.000000
Best Strategy
Training Data Length
2139.500000
Evaluation Time
2025-10-06 14:38
Expiration Time
2025-12-09 06:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 414217.2028 356220.1694 57997.0334 289477.2405 284926.6727 4550.5678
Total P&L (%) 414.2172 356.2202 57.997 289.4772 284.9267 4.5506
Avg Daily Profit (%) 0.1936 0.1665 0.0271 0.0636 0.063 0.0021
Buy And Hold Return (%) 173.6457 173.6457 173.6457 173.6457 173.6457 173.6457
Max Trade Drawdown -111444 -89908 -40094 -295400 -220255 -109323
Profit Factor 2.6997 3.7488 1.5083 1.476 1.872 1.0162
Total Trades 75 37 38 75 37 38
Winning Trades 48 26 22 48 26 22
Losing Trades 27 11 16 27 11 16
Profitability (%) 64 70.2703 57.8947 64 70.2703 57.8947
Ratio Avg Win / Avg Loss 1.5186 1.586 1.0969 0.8303 0.792 0.739
Largest Winning Trade 134113 134113 38294 131755 131755 39992
Largest Losing Trade -89908 -89908 -32036 -220255 -220255 -102385
Avg Bars in Trades 45 80 11 45 80 11
Avg Bars in Winners 33 51 11 33 51 11
Avg Bars in Losers 67 149 11 67 149 11
Bars Traded 3418 2971 447 3418 2971 447
Profit Streak 15.485 0 18.985 15.485 0 18.985
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50205 370769 -319209 -176266 -114654 -558340
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4279,
    "evaluation_days": 2139.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1585612800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759750704781,
    "expiration_time": 1765254384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 9,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 249,
            "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": [
        [
            414217.2028037088,
            356220.1694497899,
            57997.0333539193,
            289477.2405371784,
            284926.6727277825,
            4550.567809396
        ],
        [
            414.217203,
            356.220169,
            57.997033,
            289.477241,
            284.926673,
            4.550568
        ],
        [
            0.193605,
            0.166497,
            0.027108,
            0.063569,
            0.06302,
            0.00208
        ],
        [
            173.645714,
            173.645714,
            173.645714,
            173.645714,
            173.645714,
            173.645714
        ],
        [
            -111444,
            -89908,
            -40094,
            -295400,
            -220255,
            -109323
        ],
        [
            2.699696,
            3.748803,
            1.508257,
            1.476014,
            1.871977,
            1.016173
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            64,
            70.27027,
            57.894737,
            64,
            70.27027,
            57.894737
        ],
        [
            1.518579,
            1.586032,
            1.096914,
            0.830258,
            0.79199,
            0.739035
        ],
        [
            134113,
            134113,
            38294,
            131755,
            131755,
            39992
        ],
        [
            -89908,
            -89908,
            -32036,
            -220255,
            -220255,
            -102385
        ],
        [
            45,
            80,
            11,
            45,
            80,
            11
        ],
        [
            33,
            51,
            11,
            33,
            51,
            11
        ],
        [
            67,
            149,
            11,
            67,
            149,
            11
        ],
        [
            3418,
            2971,
            447,
            3418,
            2971,
            447
        ],
        [
            15.485009,
            0,
            18.985009,
            15.485009,
            0,
            18.985009
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50205,
            370769,
            -319209,
            -176266,
            -114654,
            -558340
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4279,
    "evaluation_days": 2139.5,
    "actual_first_datapoint_time": 1574899200000,
    "first_datapoint_time": 1585612800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759750704781,
    "expiration_time": 1765254384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 9,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 249,
            "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)