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Trade: BCH/USDT/120/BBL/MIDPRICE/5764

Strategy
BCH/USDT/120/BBL/MIDPRICE/5764
Pair
BCH_USDT
Interval
2h
Score
469746
Daily Profit
0.189957
Profit Factor
2.105764
Profitability
51.162791
Streak
242.192304
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 07:36
Expiration Time
2025-12-17 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358827.3784 395743.1176 -36915.7392 43657.6304 88998.087 -45340.4566
Total P&L (%) 358.8274 395.7431 -36.9157 43.6576 88.9981 -45.3405
Avg Daily Profit (%) 0.1722 0.19 -0.0177 0.0174 0.0306 -0.029
Buy And Hold Return (%) 57.1038 57.1038 57.1038 57.1038 57.1038 57.1038
Max Trade Drawdown -119776 -112771 -40768 -229750 -212215 -57318
Profit Factor 1.7596 2.1058 0.6776 1.0629 1.1641 0.7003
Total Trades 87 43 44 87 43 44
Winning Trades 41 22 19 41 22 19
Losing Trades 46 21 25 46 21 25
Profitability (%) 47.1264 51.1628 43.1818 47.1264 51.1628 43.1818
Ratio Avg Win / Avg Loss 1.9742 2.01 0.8916 1.1926 1.1112 0.9215
Largest Winning Trade 172093 172093 14091 166885 166885 26729
Largest Losing Trade -69055 -69055 -17061 -101495 -101495 -34195
Avg Bars in Trades 275 538 18 275 538 18
Avg Bars in Winners 321 583 18 321 583 18
Avg Bars in Losers 234 491 19 234 491 19
Bars Traded 23981 23155 826 23981 23155 826
Profit Streak 0 242.1923 0 0 242.1923 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336866 469746 -583093 -487578 -200357 -583093
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579399200000,
    "first_datapoint_time": 1580832000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759466215071,
    "expiration_time": 1765944000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 141,
            "offset": 0,
            "std": 1.48589
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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": [
        [
            358827.3784058107,
            395743.1176462962,
            -36915.7392404854,
            43657.630369812,
            88998.087012454,
            -45340.4566426421
        ],
        [
            358.827378,
            395.743118,
            -36.915739,
            43.65763,
            88.998087,
            -45.340457
        ],
        [
            0.172237,
            0.189957,
            -0.01772,
            0.01739,
            0.03056,
            -0.02899
        ],
        [
            57.103825,
            57.103825,
            57.103825,
            57.103825,
            57.103825,
            57.103825
        ],
        [
            -119776,
            -112771,
            -40768,
            -229750,
            -212215,
            -57318
        ],
        [
            1.759577,
            2.105764,
            0.677629,
            1.062938,
            1.164096,
            0.700345
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            47.126437,
            51.162791,
            43.181818,
            47.126437,
            51.162791,
            43.181818
        ],
        [
            1.974159,
            2.010047,
            0.891617,
            1.192564,
            1.111182,
            0.921507
        ],
        [
            172093,
            172093,
            14091,
            166885,
            166885,
            26729
        ],
        [
            -69055,
            -69055,
            -17061,
            -101495,
            -101495,
            -34195
        ],
        [
            275,
            538,
            18,
            275,
            538,
            18
        ],
        [
            321,
            583,
            18,
            321,
            583,
            18
        ],
        [
            234,
            491,
            19,
            234,
            491,
            19
        ],
        [
            23981,
            23155,
            826,
            23981,
            23155,
            826
        ],
        [
            0,
            242.192304,
            0,
            0,
            242.192304,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336866,
            469746,
            -583093,
            -487578,
            -200357,
            -583093
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579399200000,
    "first_datapoint_time": 1580832000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759466215071,
    "expiration_time": 1765944000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 141,
            "offset": 0,
            "std": 1.48589
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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)