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Trade: BCH/USDT/15/MIDPRICE/BBU/1059

Strategy
BCH/USDT/15/MIDPRICE/BBU/1059
Pair
BCH_USDT
Interval
15m
Score
333917
Daily Profit
0.282072
Profit Factor
2.128452
Profitability
58.139535
Streak
10.815116
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 09:03
Expiration Time
2025-12-18 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 75603.2021 73457.0918 2146.1103 92746.6975 94890.3951 -2143.6976
Total P&L (%) 75.6032 73.4571 2.1461 92.7467 94.8904 -2.1437
Avg Daily Profit (%) 0.2903 0.2821 0.0082 0.2523 0.2566 -0.0083
Buy And Hold Return (%) 28.0603 28.0603 28.0603 28.0603 28.0603 28.0603
Max Trade Drawdown -19723 -19913 -11767 -35993 -26643 -22222
Profit Factor 1.8442 2.1285 1.0877 1.6297 1.8913 0.9475
Total Trades 87 43 44 87 43 44
Winning Trades 50 25 25 50 25 25
Losing Trades 37 18 19 37 18 19
Profitability (%) 57.4713 58.1395 56.8182 57.4713 58.1395 56.8182
Ratio Avg Win / Avg Loss 1.3647 1.5325 0.8267 1.206 1.3618 0.7201
Largest Winning Trade 17986 17986 4090 27597 27597 4155
Largest Losing Trade -13246 -13246 -2972 -18891 -18891 -5378
Avg Bars in Trades 247 475 24 247 475 24
Avg Bars in Winners 317 610 23 317 610 23
Avg Bars in Losers 152 286 26 152 286 26
Bars Traded 21509 20425 1084 21509 20425 1084
Profit Streak 10.8151 10.8151 17.3568 10.8151 10.8151 17.3568
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314423 333917 -471420 307374 294033 -579198
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737057600000,
    "first_datapoint_time": 1737220500000,
    "last_datapoint_time": 1759556700000,
    "evaluation_time": 1759557826064,
    "expiration_time": 1766036700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 118,
            "offset": 0,
            "std": 2.07387
        }
    }
}
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": [
        [
            75603.2020984162,
            73457.0918159372,
            2146.110282479,
            92746.6975174437,
            94890.3951288547,
            -2143.697611411
        ],
        [
            75.603202,
            73.457092,
            2.14611,
            92.746698,
            94.890395,
            -2.143698
        ],
        [
            0.290313,
            0.282072,
            0.008241,
            0.252298,
            0.256556,
            -0.008321
        ],
        [
            28.060345,
            28.060345,
            28.060345,
            28.060345,
            28.060345,
            28.060345
        ],
        [
            -19723,
            -19913,
            -11767,
            -35993,
            -26643,
            -22222
        ],
        [
            1.844202,
            2.128452,
            1.087738,
            1.629716,
            1.891323,
            0.947488
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            57.471264,
            58.139535,
            56.818182,
            57.471264,
            58.139535,
            56.818182
        ],
        [
            1.36471,
            1.532485,
            0.826681,
            1.20599,
            1.361753,
            0.720091
        ],
        [
            17986,
            17986,
            4090,
            27597,
            27597,
            4155
        ],
        [
            -13246,
            -13246,
            -2972,
            -18891,
            -18891,
            -5378
        ],
        [
            247,
            475,
            24,
            247,
            475,
            24
        ],
        [
            317,
            610,
            23,
            317,
            610,
            23
        ],
        [
            152,
            286,
            26,
            152,
            286,
            26
        ],
        [
            21509,
            20425,
            1084,
            21509,
            20425,
            1084
        ],
        [
            10.815116,
            10.815116,
            17.356783,
            10.815116,
            10.815116,
            17.356783
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314423,
            333917,
            -471420,
            307374,
            294033,
            -579198
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737057600000,
    "first_datapoint_time": 1737220500000,
    "last_datapoint_time": 1759556700000,
    "evaluation_time": 1759557826064,
    "expiration_time": 1766036700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 118,
            "offset": 0,
            "std": 2.07387
        }
    }
}

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)