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Trade: EOS/USDT/15/BBM/MIDPRICE/5313

Strategy
EOS/USDT/15/BBM/MIDPRICE/5313
Pair
EOS_USDT
Interval
15m
Score
394791
Daily Profit
0.636578
Profit Factor
1.378275
Profitability
58.385093
Streak
134.957523
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-05 11:13
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 88427.1154 51753.5945 36673.521 97910.2239 70447.8248 27462.3991
Total P&L (%) 88.4271 51.7536 36.6735 97.9102 70.4478 27.4624
Avg Daily Profit (%) 0.6366 0.3726 0.264 0.4926 0.3846 0.1748
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30045 -24864 -24327 -35015 -25527 -41777
Profit Factor 1.3783 1.4686 1.2974 1.3313 1.5678 1.1602
Total Trades 161 80 81 161 80 81
Winning Trades 94 45 49 94 45 49
Losing Trades 67 35 32 67 35 32
Profitability (%) 58.3851 56.25 60.4938 58.3851 56.25 60.4938
Ratio Avg Win / Avg Loss 0.9824 1.1422 0.8473 0.9489 1.2194 0.7577
Largest Winning Trade 22805 22805 9725 20513 20513 12326
Largest Losing Trade -19248 -14930 -19248 -30651 -14857 -30651
Avg Bars in Trades 79 79 79 79 79 79
Avg Bars in Winners 76 70 82 76 70 82
Avg Bars in Losers 83 91 75 83 91 75
Bars Traded 12821 6380 6441 12821 6380 6441
Profit Streak 134.9575 0 135.0617 134.9575 0 135.0617
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394791 -11435 -7480 340176 -9509 -53431
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": 1736388000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759652029956,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 203,
            "offset": 0,
            "std": 3.76167
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 180,
            "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": [
        [
            88427.1154101043,
            51753.5944549479,
            36673.5209551563,
            97910.2239401657,
            70447.8248169507,
            27462.399123215
        ],
        [
            88.427115,
            51.753594,
            36.673521,
            97.910224,
            70.447825,
            27.462399
        ],
        [
            0.636578,
            0.372569,
            0.264009,
            0.492638,
            0.384626,
            0.174835
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30045,
            -24864,
            -24327,
            -35015,
            -25527,
            -41777
        ],
        [
            1.378275,
            1.46856,
            1.297405,
            1.331339,
            1.567768,
            1.160205
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            94,
            45,
            49,
            94,
            45,
            49
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            58.385093,
            56.25,
            60.493827,
            58.385093,
            56.25,
            60.493827
        ],
        [
            0.982387,
            1.142213,
            0.847285,
            0.948933,
            1.219375,
            0.757685
        ],
        [
            22805,
            22805,
            9725,
            20513,
            20513,
            12326
        ],
        [
            -19248,
            -14930,
            -19248,
            -30651,
            -14857,
            -30651
        ],
        [
            79,
            79,
            79,
            79,
            79,
            79
        ],
        [
            76,
            70,
            82,
            76,
            70,
            82
        ],
        [
            83,
            91,
            75,
            83,
            91,
            75
        ],
        [
            12821,
            6380,
            6441,
            12821,
            6380,
            6441
        ],
        [
            134.957523,
            0,
            135.061689,
            134.957523,
            0,
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        ],
        [
            1,
            0,
            1,
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            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394791,
            -11435,
            -7480,
            340176,
            -9509,
            -53431
        ]
    ]
}
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": 1736388000000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759652029956,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 203,
            "offset": 0,
            "std": 3.76167
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 180,
            "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)