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Trade: EOS/USDT/15/BBM/MIDPRICE/5269

Strategy
EOS/USDT/15/BBM/MIDPRICE/5269
Pair
EOS_USDT
Interval
15m
Score
313253
Daily Profit
0.434160
Profit Factor
1.370020
Profitability
68.032787
Streak
0.000000
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-09-27 01:06
Expiration Time
2025-07-05 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 60309.2322 34959.051 25350.1812 51314.927 43962.9352 7351.9918
Total P&L (%) 60.3092 34.9591 25.3502 51.3149 43.9629 7.352
Avg Daily Profit (%) 0.4342 0.2517 0.1825 0.2986 0.2627 0.0511
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29770 -20508 -33682 -39954 -18818 -55734
Profit Factor 1.37 1.5232 1.2636 1.2601 1.5994 1.0593
Total Trades 122 61 61 122 61 61
Winning Trades 83 39 44 83 39 44
Losing Trades 39 22 17 39 22 17
Profitability (%) 68.0328 63.9344 72.1311 68.0328 63.9344 72.1311
Ratio Avg Win / Avg Loss 0.6437 0.8592 0.4882 0.5921 0.9022 0.4093
Largest Winning Trade 10254 10254 9778 12208 12208 10517
Largest Losing Trade -26352 -13872 -26352 -39954 -12829 -39954
Avg Bars in Trades 106 103 109 106 103 109
Avg Bars in Winners 74 66 82 74 66 82
Avg Bars in Losers 174 170 179 174 170 179
Bars Traded 13014 6338 6676 13014 6338 6676
Profit Streak 0 0 138.4212 0 0 138.4212
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313253 -156481 -157003 225774 -155121 -606573

Evaluation Data

{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736393400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758924389130,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 243,
            "offset": 0,
            "std": 3.81873
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 95,
            "offset": 91
        }
    }
}
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": [
        [
            60309.2321931812,
            34959.0510107557,
            25350.1811824254,
            51314.9270220472,
            43962.9352029511,
            7351.991819096
        ],
        [
            60.309232,
            34.959051,
            25.350181,
            51.314927,
            43.962935,
            7.351992
        ],
        [
            0.43416,
            0.251667,
            0.182494,
            0.298619,
            0.262662,
            0.051084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29770,
            -20508,
            -33682,
            -39954,
            -18818,
            -55734
        ],
        [
            1.37002,
            1.523171,
            1.263604,
            1.260072,
            1.599405,
            1.059307
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            68.032787,
            63.934426,
            72.131148,
            68.032787,
            63.934426,
            72.131148
        ],
        [
            0.643744,
            0.859224,
            0.48821,
            0.592082,
            0.902229,
            0.409278
        ],
        [
            10254,
            10254,
            9778,
            12208,
            12208,
            10517
        ],
        [
            -26352,
            -13872,
            -26352,
            -39954,
            -12829,
            -39954
        ],
        [
            106,
            103,
            109,
            106,
            103,
            109
        ],
        [
            74,
            66,
            82,
            74,
            66,
            82
        ],
        [
            174,
            170,
            179,
            174,
            170,
            179
        ],
        [
            13014,
            6338,
            6676,
            13014,
            6338,
            6676
        ],
        [
            0,
            0,
            138.42117,
            0,
            0,
            138.42117
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313253,
            -156481,
            -157003,
            225774,
            -155121,
            -606573
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 13335,
    "evaluation_days": 138.91,
    "actual_first_datapoint_time": 1736226900000,
    "first_datapoint_time": 1736393400000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1758924389130,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 243,
            "offset": 0,
            "std": 3.81873
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 95,
            "offset": 91
        }
    }
}

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)