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Trade: EOS/USDT/15/BBM/MIDPRICE/6686

Strategy
EOS/USDT/15/BBM/MIDPRICE/6686
Pair
EOS_USDT
Interval
15m
Score
540984
Daily Profit
0.868824
Profit Factor
1.482664
Profitability
66.153846
Streak
130.692273
Best Strategy
Training Data Length
138.910000
Evaluation Time
2025-10-01 06:06
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 120688.3041 70031.8337 50656.4705 157108.682 124587.2866 32521.3954
Total P&L (%) 120.6883 70.0318 50.6565 157.1087 124.5873 32.5214
Avg Daily Profit (%) 0.8688 0.5042 0.3647 0.6821 0.5842 0.2029
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33498 -23520 -28212 -94879 -38888 -89703
Profit Factor 1.4827 1.6053 1.3771 1.3579 1.711 1.1233
Total Trades 195 97 98 195 97 98
Winning Trades 129 63 66 129 63 66
Losing Trades 66 34 32 66 34 32
Profitability (%) 66.1538 64.9485 67.3469 66.1538 64.9485 67.3469
Ratio Avg Win / Avg Loss 0.7586 0.8664 0.6677 0.6947 0.9234 0.5446
Largest Winning Trade 28652 28652 10426 31805 31805 23668
Largest Losing Trade -23679 -16077 -23679 -73152 -20780 -73152
Avg Bars in Trades 66 68 64 66 68 64
Avg Bars in Winners 52 49 54 52 49 54
Avg Bars in Losers 93 101 83 93 101 83
Bars Traded 12903 6602 6301 12903 6602 6301
Profit Streak 130.6923 130.6923 130.8485 130.6923 130.6923 130.8485
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 540984 402773 289401 475115 434732 -80389
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": 1736344800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759288012401,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 169,
            "offset": 0,
            "std": 1.39069
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "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": [
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        ],
        [
            120.688304,
            70.031834,
            50.65647,
            157.108682,
            124.587287,
            32.521395
        ],
        [
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            0.504153,
            0.364671,
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            0.584159,
            0.202908
        ],
        [
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        ],
        [
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            -28212,
            -94879,
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            -89703
        ],
        [
            1.482664,
            1.605301,
            1.377053,
            1.357891,
            1.710983,
            1.123303
        ],
        [
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            97,
            98,
            195,
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        ],
        [
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        ],
        [
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        ],
        [
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            64.948454,
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        ],
        [
            0.758572,
            0.866353,
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        ],
        [
            28652,
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        ],
        [
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        ],
        [
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        ],
        [
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        ],
        [
            93,
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            83,
            93,
            101,
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        ],
        [
            12903,
            6602,
            6301,
            12903,
            6602,
            6301
        ],
        [
            130.692273,
            130.692273,
            130.848523,
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        ],
        [
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        ],
        [
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        ],
        [
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            475115,
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        ]
    ]
}
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": 1736344800000,
    "last_datapoint_time": 1748227500000,
    "evaluation_time": 1759288012401,
    "expiration_time": 1751683932000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 169,
            "offset": 0,
            "std": 1.39069
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "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)