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Trade: BCH/USDT/120/BBL/MIDPRICE/5063

Strategy
BCH/USDT/120/BBL/MIDPRICE/5063
Pair
BCH_USDT
Interval
2h
Score
377580
Daily Profit
0.159351
Profit Factor
1.563039
Profitability
55.454545
Streak
17.456057
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-07 05:56
Expiration Time
2025-12-21 03:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331888.7079 313054.391 18834.3169 119638.0043 165813.54 -46175.5358
Total P&L (%) 331.8887 313.0544 18.8343 119.638 165.8135 -46.1755
Avg Daily Profit (%) 0.1594 0.1503 0.009 0.0378 0.047 -0.0297
Buy And Hold Return (%) 47.8643 47.8643 47.8643 47.8643 47.8643 47.8643
Max Trade Drawdown -147725 -131146 -87902 -887071 -833062 -473980
Profit Factor 1.563 1.9361 1.0738 1.042 1.0972 0.9596
Total Trades 110 55 55 110 55 55
Winning Trades 61 30 31 61 30 31
Losing Trades 49 25 24 49 25 24
Profitability (%) 55.4545 54.5455 56.3636 55.4545 54.5455 56.3636
Ratio Avg Win / Avg Loss 1.2556 1.6134 0.8314 0.837 0.9144 0.7429
Largest Winning Trade 138536 138536 42510 300712 291761 300712
Largest Losing Trade -63867 -63867 -33022 -387121 -387121 -210077
Avg Bars in Trades 222 360 84 222 360 84
Avg Bars in Winners 173 274 75 173 274 75
Avg Bars in Losers 284 463 97 284 463 97
Bars Traded 24493 19819 4674 24493 19819 4674
Profit Streak 17.4561 0 18.8727 17.4561 0 18.8727
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377580 -168899 -666157 -320421 -427597 -759448
Evaluation Data
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579788000000,
    "first_datapoint_time": 1582020000000,
    "last_datapoint_time": 1759802400000,
    "evaluation_time": 1759805803369,
    "expiration_time": 1766280585600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 116,
            "offset": 0,
            "std": 2.70432
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 245
        }
    }
}
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": [
        [
            331888.7078713396,
            313054.3909634063,
            18834.3169079335,
            119638.0042701274,
            165813.540041097,
            -46175.5357709695
        ],
        [
            331.888708,
            313.054391,
            18.834317,
            119.638004,
            165.81354,
            -46.175536
        ],
        [
            0.159351,
            0.150308,
            0.009043,
            0.037785,
            0.04695,
            -0.029737
        ],
        [
            47.864266,
            47.864266,
            47.864266,
            47.864266,
            47.864266,
            47.864266
        ],
        [
            -147725,
            -131146,
            -87902,
            -887071,
            -833062,
            -473980
        ],
        [
            1.563039,
            1.936117,
            1.073848,
            1.041991,
            1.097243,
            0.959637
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            55.454545,
            54.545455,
            56.363636,
            55.454545,
            54.545455,
            56.363636
        ],
        [
            1.255556,
            1.613431,
            0.831366,
            0.837009,
            0.914369,
            0.742945
        ],
        [
            138536,
            138536,
            42510,
            300712,
            291761,
            300712
        ],
        [
            -63867,
            -63867,
            -33022,
            -387121,
            -387121,
            -210077
        ],
        [
            222,
            360,
            84,
            222,
            360,
            84
        ],
        [
            173,
            274,
            75,
            173,
            274,
            75
        ],
        [
            284,
            463,
            97,
            284,
            463,
            97
        ],
        [
            24493,
            19819,
            4674,
            24493,
            19819,
            4674
        ],
        [
            17.456057,
            0,
            18.872724,
            17.456057,
            0,
            18.872724
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377580,
            -168899,
            -666157,
            -320421,
            -427597,
            -759448
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "BCH_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579788000000,
    "first_datapoint_time": 1582020000000,
    "last_datapoint_time": 1759802400000,
    "evaluation_time": 1759805803369,
    "expiration_time": 1766280585600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 116,
            "offset": 0,
            "std": 2.70432
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 245
        }
    }
}

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)