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Trade: COMP/USDT/120/MIDPOINT/HILO/8976

Strategy
COMP/USDT/120/MIDPOINT/HILO/8976
Pair
COMP_USDT
Interval
2h
Score
323812
Daily Profit
0.204573
Profit Factor
1.353410
Profitability
45.337621
Streak
0.000000
Best Strategy
Training Data Length
1922.500000
Evaluation Time
2025-09-30 10:39
Expiration Time
2025-12-08 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393291.8805 313899.3445 79392.536 99436.5822 107903.3289 -8466.7468
Total P&L (%) 393.2919 313.8993 79.3925 99.4366 107.9033 -8.4667
Avg Daily Profit (%) 0.2046 0.1633 0.0413 0.0359 0.0381 -0.0046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95062 -99019 -75105 -263794 -232960 -200310
Profit Factor 1.3534 1.5423 1.1487 1.0414 1.0831 0.9923
Total Trades 311 156 155 311 156 155
Winning Trades 141 68 73 141 68 73
Losing Trades 170 88 82 170 88 82
Profitability (%) 45.3376 43.5897 47.0968 45.3376 43.5897 47.0968
Ratio Avg Win / Avg Loss 1.6318 1.996 1.2903 1.2556 1.4017 1.1147
Largest Winning Trade 198170 198170 55435 258410 258410 98163
Largest Losing Trade -28964 -28964 -25587 -88520 -88520 -60560
Avg Bars in Trades 72 55 88 72 55 88
Avg Bars in Winners 103 72 131 103 72 131
Avg Bars in Losers 46 42 50 46 42 50
Bars Traded 22440 8730 13710 22440 8730 13710
Profit Streak 0 0 11.6523 0 0 11.6523
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323812 279074 -194987 -320067 -273385 -579354
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23070,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594692000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759217961916,
    "expiration_time": 1765191744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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": [
        [
            393291.8804708887,
            313899.3445191369,
            79392.5359517516,
            99436.5821778543,
            107903.3289435366,
            -8466.7467656823
        ],
        [
            393.29188,
            313.899345,
            79.392536,
            99.436582,
            107.903329,
            -8.466747
        ],
        [
            0.204573,
            0.163277,
            0.041297,
            0.035914,
            0.038078,
            -0.004602
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95062,
            -99019,
            -75105,
            -263794,
            -232960,
            -200310
        ],
        [
            1.35341,
            1.542332,
            1.14866,
            1.041425,
            1.083099,
            0.992316
        ],
        [
            311,
            156,
            155,
            311,
            156,
            155
        ],
        [
            141,
            68,
            73,
            141,
            68,
            73
        ],
        [
            170,
            88,
            82,
            170,
            88,
            82
        ],
        [
            45.337621,
            43.589744,
            47.096774,
            45.337621,
            43.589744,
            47.096774
        ],
        [
            1.63177,
            1.995959,
            1.290276,
            1.255618,
            1.401657,
            1.114657
        ],
        [
            198170,
            198170,
            55435,
            258410,
            258410,
            98163
        ],
        [
            -28964,
            -28964,
            -25587,
            -88520,
            -88520,
            -60560
        ],
        [
            72,
            55,
            88,
            72,
            55,
            88
        ],
        [
            103,
            72,
            131,
            103,
            72,
            131
        ],
        [
            46,
            42,
            50,
            46,
            42,
            50
        ],
        [
            22440,
            8730,
            13710,
            22440,
            8730,
            13710
        ],
        [
            0,
            0,
            11.652337,
            0,
            0,
            11.652337
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323812,
            279074,
            -194987,
            -320067,
            -273385,
            -579354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23070,
    "evaluation_days": 1922.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594692000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759217961916,
    "expiration_time": 1765191744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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)