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Trade: EOS/USDT/720/BBL/DCM/3705

Strategy
EOS/USDT/720/BBL/DCM/3705
Pair
EOS_USDT
Interval
12h
Score
441937
Daily Profit
0.159403
Profit Factor
1.709124
Profitability
59.770115
Streak
432.832624
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-09-29 10:58
Expiration Time
2025-08-05 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379140.4611 285074.3628 94066.0983 126396.8766 194246.8698 -67849.9932
Total P&L (%) 379.1405 285.0744 94.0661 126.3969 194.2469 -67.85
Avg Daily Profit (%) 0.1594 0.1199 0.0395 0.0344 0.0454 -0.0477
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135280 -116863 -80071 -473912 -300648 -271109
Profit Factor 1.7091 1.8562 1.4664 1.1037 1.2785 0.87
Total Trades 87 43 44 87 43 44
Winning Trades 52 27 25 52 27 25
Losing Trades 35 16 19 35 16 19
Profitability (%) 59.7701 62.7907 56.8182 59.7701 62.7907 56.8182
Ratio Avg Win / Avg Loss 1.1504 1.0999 1.1145 0.7429 0.7577 0.6612
Largest Winning Trade 128934 128934 29377 127259 127259 71901
Largest Losing Trade -74753 -74753 -53998 -225799 -225799 -198590
Avg Bars in Trades 49 89 11 49 89 11
Avg Bars in Winners 47 78 13 47 78 13
Avg Bars in Losers 54 108 8 54 108 8
Bars Traded 4347 3854 492 4347 3854 492
Profit Streak 432.8326 432.8326 481.3326 432.8326 432.8326 481.3326
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441937 -27917 -136400 -252279 -131336 -578203
Evaluation Data
{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545739200000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759132738707,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 1.24098
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 70,
            "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": [
        [
            379140.4611006047,
            285074.3628008495,
            94066.0982997552,
            126396.8766235797,
            194246.8698173176,
            -67849.9931937377
        ],
        [
            379.140461,
            285.074363,
            94.066098,
            126.396877,
            194.24687,
            -67.849993
        ],
        [
            0.159403,
            0.119855,
            0.039548,
            0.03436,
            0.045385,
            -0.047698
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135280,
            -116863,
            -80071,
            -473912,
            -300648,
            -271109
        ],
        [
            1.709124,
            1.856155,
            1.46639,
            1.103667,
            1.278535,
            0.869988
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            59.770115,
            62.790698,
            56.818182,
            59.770115,
            62.790698,
            56.818182
        ],
        [
            1.150372,
            1.099944,
            1.114457,
            0.742853,
            0.75765,
            0.661191
        ],
        [
            128934,
            128934,
            29377,
            127259,
            127259,
            71901
        ],
        [
            -74753,
            -74753,
            -53998,
            -225799,
            -225799,
            -198590
        ],
        [
            49,
            89,
            11,
            49,
            89,
            11
        ],
        [
            47,
            78,
            13,
            47,
            78,
            13
        ],
        [
            54,
            108,
            8,
            54,
            108,
            8
        ],
        [
            4347,
            3854,
            492,
            4347,
            3854,
            492
        ],
        [
            432.832624,
            432.832624,
            481.332624,
            432.832624,
            432.832624,
            481.332624
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441937,
            -27917,
            -136400,
            -252279,
            -131336,
            -578203
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EOS_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545739200000,
    "last_datapoint_time": 1748217600000,
    "evaluation_time": 1759132738707,
    "expiration_time": 1754382672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 1.24098
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 70,
            "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)