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Trade: COMP/USDT/120/MIDPOINT/HILO/1191

Strategy
COMP/USDT/120/MIDPOINT/HILO/1191
Pair
COMP_USDT
Interval
2h
Score
358249
Daily Profit
0.245198
Profit Factor
1.450383
Profitability
45.514950
Streak
0.000000
Best Strategy
Training Data Length
1925.580000
Evaluation Time
2025-10-03 12:03
Expiration Time
2025-12-11 17:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 472147.8159 367817.6973 104330.1187 222760.4043 117522.8197 105237.5845
Total P&L (%) 472.1478 367.8177 104.3301 222.7604 117.5228 105.2376
Avg Daily Profit (%) 0.2452 0.191 0.0542 0.0609 0.0404 0.0373
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87352 -86687 -67507 -306334 -253694 -225060
Profit Factor 1.4504 1.6982 1.2001 1.078 1.0767 1.0795
Total Trades 301 151 150 301 151 150
Winning Trades 137 66 71 137 66 71
Losing Trades 164 85 79 164 85 79
Profitability (%) 45.515 43.7086 47.3333 45.515 43.7086 47.3333
Ratio Avg Win / Avg Loss 1.7362 2.1871 1.3353 1.2905 1.3867 1.2012
Largest Winning Trade 198170 198170 55971 302249 302249 103684
Largest Losing Trade -29603 -28964 -29603 -103537 -103537 -75263
Avg Bars in Trades 74 57 91 74 57 91
Avg Bars in Winners 104 72 134 104 72 134
Avg Bars in Losers 49 46 53 49 46 53
Bars Traded 22431 8723 13708 22431 8723 13708
Profit Streak 0 0 14.7109 0 0 14.7109
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358249 307844 -121309 -246514 -277319 -276276
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23107,
    "evaluation_days": 1925.58,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594792800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759482223862,
    "expiration_time": 1765467734400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            472147.8159259951,
            367817.697258238,
            104330.1186677575,
            222760.4042513082,
            117522.8197127548,
            105237.5845385532
        ],
        [
            472.147816,
            367.817697,
            104.330119,
            222.760404,
            117.52282,
            105.237585
        ],
        [
            0.245198,
            0.191017,
            0.054181,
            0.06087,
            0.040367,
            0.037346
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87352,
            -86687,
            -67507,
            -306334,
            -253694,
            -225060
        ],
        [
            1.450383,
            1.698198,
            1.200052,
            1.078026,
            1.076729,
            1.079527
        ],
        [
            301,
            151,
            150,
            301,
            151,
            150
        ],
        [
            137,
            66,
            71,
            137,
            66,
            71
        ],
        [
            164,
            85,
            79,
            164,
            85,
            79
        ],
        [
            45.51495,
            43.708609,
            47.333333,
            45.51495,
            43.708609,
            47.333333
        ],
        [
            1.736224,
            2.187073,
            1.335269,
            1.290484,
            1.386697,
            1.201164
        ],
        [
            198170,
            198170,
            55971,
            302249,
            302249,
            103684
        ],
        [
            -29603,
            -28964,
            -29603,
            -103537,
            -103537,
            -75263
        ],
        [
            74,
            57,
            91,
            74,
            57,
            91
        ],
        [
            104,
            72,
            134,
            104,
            72,
            134
        ],
        [
            49,
            46,
            53,
            49,
            46,
            53
        ],
        [
            22431,
            8723,
            13708,
            22431,
            8723,
            13708
        ],
        [
            0,
            0,
            14.710924,
            0,
            0,
            14.710924
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358249,
            307844,
            -121309,
            -246514,
            -277319,
            -276276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23107,
    "evaluation_days": 1925.58,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594792800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759482223862,
    "expiration_time": 1765467734400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)