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Trade: COMP/USDT/120/BBM/MIDPOINT/1900

Strategy
COMP/USDT/120/BBM/MIDPOINT/1900
Pair
COMP_USDT
Interval
2h
Score
321378
Daily Profit
0.186003
Profit Factor
1.238609
Profitability
42.666667
Streak
9.773593
Best Strategy
Training Data Length
1927.420000
Evaluation Time
2025-10-05 07:33
Expiration Time
2025-12-13 15:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358505.8496 289877.791 68628.0586 30137.6084 87573.3909 -57435.7825
Total P&L (%) 358.5059 289.8778 68.6281 30.1376 87.5734 -57.4358
Avg Daily Profit (%) 0.186 0.1504 0.0356 0.0137 0.0326 -0.0443
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111987 -96503 -117914 -203054 -116929 -158806
Profit Factor 1.2386 1.3423 1.1047 1.0158 1.0857 0.9348
Total Trades 450 225 225 450 225 225
Winning Trades 192 96 96 192 96 96
Losing Trades 258 129 129 258 129 129
Profitability (%) 42.6667 42.6667 42.6667 42.6667 42.6667 42.6667
Ratio Avg Win / Avg Loss 1.6644 1.8037 1.4844 1.365 1.4589 1.2562
Largest Winning Trade 130299 130299 31786 157699 157699 62726
Largest Losing Trade -36080 -30159 -36080 -84355 -52911 -84355
Avg Bars in Trades 50 60 40 50 60 40
Avg Bars in Winners 64 71 58 64 71 58
Avg Bars in Losers 39 52 26 39 52 26
Bars Traded 22743 13687 9056 22743 13687 9056
Profit Streak 9.7736 9.7736 36.9403 9.7736 9.7736 36.9403
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321378 255058 -251585 -380181 -277102 -579905
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23129,
    "evaluation_days": 1927.42,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594108800000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759638838423,
    "expiration_time": 1765631836800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 145,
            "offset": 0,
            "std": 1.93355
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 144,
            "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": [
        [
            358505.8496242515,
            289877.7909995464,
            68628.0586247051,
            30137.6084224164,
            87573.3909075145,
            -57435.7824850979
        ],
        [
            358.50585,
            289.877791,
            68.628059,
            30.137608,
            87.573391,
            -57.435782
        ],
        [
            0.186003,
            0.150397,
            0.035606,
            0.013668,
            0.03264,
            -0.044306
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111987,
            -96503,
            -117914,
            -203054,
            -116929,
            -158806
        ],
        [
            1.238609,
            1.342262,
            1.10469,
            1.015837,
            1.085706,
            0.934821
        ],
        [
            450,
            225,
            225,
            450,
            225,
            225
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            42.666667,
            42.666667,
            42.666667,
            42.666667,
            42.666667,
            42.666667
        ],
        [
            1.664381,
            1.803664,
            1.484427,
            1.365031,
            1.458918,
            1.256165
        ],
        [
            130299,
            130299,
            31786,
            157699,
            157699,
            62726
        ],
        [
            -36080,
            -30159,
            -36080,
            -84355,
            -52911,
            -84355
        ],
        [
            50,
            60,
            40,
            50,
            60,
            40
        ],
        [
            64,
            71,
            58,
            64,
            71,
            58
        ],
        [
            39,
            52,
            26,
            39,
            52,
            26
        ],
        [
            22743,
            13687,
            9056,
            22743,
            13687,
            9056
        ],
        [
            9.773593,
            9.773593,
            36.940259,
            9.773593,
            9.773593,
            36.940259
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321378,
            255058,
            -251585,
            -380181,
            -277102,
            -579905
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23129,
    "evaluation_days": 1927.42,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594108800000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759638838423,
    "expiration_time": 1765631836800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 145,
            "offset": 0,
            "std": 1.93355
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 144,
            "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)