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Trade: COMP/USDT/120/BBL/JMA/9611

Strategy
COMP/USDT/120/BBL/JMA/9611
Pair
COMP_USDT
Interval
2h
Score
441015
Daily Profit
0.257633
Profit Factor
1.688354
Profitability
50.406504
Streak
92.511673
Best Strategy
Training Data Length
1924.920000
Evaluation Time
2025-10-02 21:16
Expiration Time
2025-12-11 01:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495922.9025 408636.1245 87286.778 79013.5259 -66627.0693 145640.5952
Total P&L (%) 495.9229 408.6361 87.2868 79.0135 -66.6271 145.6406
Avg Daily Profit (%) 0.2576 0.2123 0.0453 0.0303 -0.057 0.0467
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154171 -166823 -37217 -527044 -528162 -126454
Profit Factor 1.6884 1.7945 1.4234 1.0489 0.944 1.3411
Total Trades 123 61 62 123 61 62
Winning Trades 62 25 37 62 25 37
Losing Trades 61 36 25 61 36 25
Profitability (%) 50.4065 40.9836 59.6774 50.4065 40.9836 59.6774
Ratio Avg Win / Avg Loss 1.6611 2.5841 0.9618 1.0319 1.3594 0.9062
Largest Winning Trade 342833 342833 23505 304341 304341 100550
Largest Losing Trade -39406 -39406 -23161 -200695 -200695 -81034
Avg Bars in Trades 175 294 59 175 294 59
Avg Bars in Winners 205 429 53 205 429 53
Avg Bars in Losers 146 200 68 146 200 68
Bars Traded 21647 17954 3693 21647 17954 3693
Profit Streak 92.5117 0 163.6783 92.5117 0 163.6783
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441015 -154334 -285133 -318307 -744575 -283832
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23099,
    "evaluation_days": 1924.92,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594684800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759429008520,
    "expiration_time": 1765408060800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 212,
            "offset": 0,
            "std": 1.01487
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 225,
            "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": [
        [
            495922.9024932364,
            408636.1244768225,
            87286.7780164137,
            79013.525869352,
            -66627.0693406928,
            145640.5952100448
        ],
        [
            495.922902,
            408.636124,
            87.286778,
            79.013526,
            -66.627069,
            145.640595
        ],
        [
            0.257633,
            0.212287,
            0.045346,
            0.030255,
            -0.056995,
            0.046699
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154171,
            -166823,
            -37217,
            -527044,
            -528162,
            -126454
        ],
        [
            1.688354,
            1.794526,
            1.423449,
            1.048862,
            0.944017,
            1.341133
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            62,
            25,
            37,
            62,
            25,
            37
        ],
        [
            61,
            36,
            25,
            61,
            36,
            25
        ],
        [
            50.406504,
            40.983607,
            59.677419,
            50.406504,
            40.983607,
            59.677419
        ],
        [
            1.661122,
            2.584117,
            0.96179,
            1.031945,
            1.359385,
            0.906171
        ],
        [
            342833,
            342833,
            23505,
            304341,
            304341,
            100550
        ],
        [
            -39406,
            -39406,
            -23161,
            -200695,
            -200695,
            -81034
        ],
        [
            175,
            294,
            59,
            175,
            294,
            59
        ],
        [
            205,
            429,
            53,
            205,
            429,
            53
        ],
        [
            146,
            200,
            68,
            146,
            200,
            68
        ],
        [
            21647,
            17954,
            3693,
            21647,
            17954,
            3693
        ],
        [
            92.511673,
            0,
            163.678339,
            92.511673,
            0,
            163.678339
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441015,
            -154334,
            -285133,
            -318307,
            -744575,
            -283832
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23099,
    "evaluation_days": 1924.92,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594684800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759429008520,
    "expiration_time": 1765408060800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 212,
            "offset": 0,
            "std": 1.01487
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 225,
            "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)