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Trade: ETH/USDT/15/MIDPRICE/MIDPRICE/3527

Strategy
ETH/USDT/15/MIDPRICE/MIDPRICE/3527
Pair
ETH_USDT
Interval
15m
Score
404810
Daily Profit
0.322889
Profit Factor
2.535059
Profitability
58.064516
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 06:09
Expiration Time
2025-12-16 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 135011.188 88805.794 46205.394 198468.4645 131524.189 66944.2755
Total P&L (%) 135.0112 88.8058 46.2054 198.4685 131.5242 66.9443
Avg Daily Profit (%) 0.5184 0.341 0.1774 0.4208 0.3229 0.197
Buy And Hold Return (%) 29.9128 29.9128 29.9128 29.9128 29.9128 29.9128
Max Trade Drawdown -25644 -30502 -21296 -47077 -39710 -30959
Profit Factor 2.4478 2.5709 2.2584 2.3059 2.5351 2.0098
Total Trades 62 31 31 62 31 31
Winning Trades 37 18 19 37 18 19
Losing Trades 25 13 12 25 13 12
Profitability (%) 59.6774 58.0645 61.2903 59.6774 58.0645 61.2903
Ratio Avg Win / Avg Loss 1.6539 1.8568 1.4263 1.5581 1.8309 1.2693
Largest Winning Trade 43354 43354 19337 62536 62536 27683
Largest Losing Trade -14957 -13568 -14957 -19885 -17818 -19885
Avg Bars in Trades 393 375 412 393 375 412
Avg Bars in Winners 388 388 388 388 388 388
Avg Bars in Losers 401 357 449 401 357 449
Bars Traded 24420 11642 12778 24420 11642 12778
Profit Streak 3.7146 0 17.7875 3.7146 0 17.7875
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145883 367175 64302 -145469 404810 219445
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736874900000,
    "first_datapoint_time": 1737014400000,
    "last_datapoint_time": 1759374000000,
    "evaluation_time": 1759374541789,
    "expiration_time": 1765854000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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": [
        [
            135011.1879836146,
            88805.7939615003,
            46205.3940221143,
            198468.4645020951,
            131524.1890190997,
            66944.2754829954
        ],
        [
            135.011188,
            88.805794,
            46.205394,
            198.468465,
            131.524189,
            66.944275
        ],
        [
            0.518436,
            0.34101,
            0.177426,
            0.420779,
            0.322889,
            0.196987
        ],
        [
            29.912849,
            29.912849,
            29.912849,
            29.912849,
            29.912849,
            29.912849
        ],
        [
            -25644,
            -30502,
            -21296,
            -47077,
            -39710,
            -30959
        ],
        [
            2.447835,
            2.57089,
            2.258377,
            2.305916,
            2.535059,
            2.009775
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            59.677419,
            58.064516,
            61.290323,
            59.677419,
            58.064516,
            61.290323
        ],
        [
            1.653943,
            1.856754,
            1.426344,
            1.558051,
            1.830876,
            1.269331
        ],
        [
            43354,
            43354,
            19337,
            62536,
            62536,
            27683
        ],
        [
            -14957,
            -13568,
            -14957,
            -19885,
            -17818,
            -19885
        ],
        [
            393,
            375,
            412,
            393,
            375,
            412
        ],
        [
            388,
            388,
            388,
            388,
            388,
            388
        ],
        [
            401,
            357,
            449,
            401,
            357,
            449
        ],
        [
            24420,
            11642,
            12778,
            24420,
            11642,
            12778
        ],
        [
            3.714604,
            0,
            17.787521,
            3.714604,
            0,
            17.787521
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145883,
            367175,
            64302,
            -145469,
            404810,
            219445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736874900000,
    "first_datapoint_time": 1737014400000,
    "last_datapoint_time": 1759374000000,
    "evaluation_time": 1759374541789,
    "expiration_time": 1765854000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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)