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Trade: COMP/USDT/120/VWAP/SSF/9872

Strategy
COMP/USDT/120/VWAP/SSF/9872
Pair
COMP_USDT
Interval
2h
Score
377385
Daily Profit
0.274949
Profit Factor
1.520513
Profitability
43.973941
Streak
0.000000
Best Strategy
Training Data Length
1926.250000
Evaluation Time
2025-10-04 03:36
Expiration Time
2025-12-12 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 529620.2465 406139.6871 123480.5594 298610.72 -85083.1482 383693.8682
Total P&L (%) 529.6202 406.1397 123.4806 298.6107 -85.0831 383.6939
Avg Daily Profit (%) 0.2749 0.2108 0.0641 0.0718 -0.0987 0.0819
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120182 -84646 -85472 -1092234 -771271 -592661
Profit Factor 1.5205 1.7704 1.2518 1.0721 0.9623 1.2033
Total Trades 307 154 153 307 154 153
Winning Trades 135 63 72 135 63 72
Losing Trades 172 91 81 172 91 81
Profitability (%) 43.9739 40.9091 47.0588 43.9739 40.9091 47.0588
Ratio Avg Win / Avg Loss 1.9372 2.5573 1.4083 1.3659 1.3899 1.3537
Largest Winning Trade 215220 215220 43889 474945 474945 223475
Largest Losing Trade -35503 -25627 -35503 -257694 -197542 -257694
Avg Bars in Trades 74 65 82 74 65 82
Avg Bars in Winners 92 83 100 92 83 100
Avg Bars in Losers 59 53 66 59 53 66
Bars Traded 22733 10153 12581 22733 10153 12581
Profit Streak 0 0 53.7755 0 0 53.7755
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377385 280332 -107879 -239008 -582395 -84494
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23115,
    "evaluation_days": 1926.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594216800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759538199039,
    "expiration_time": 1765527408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 159
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            529620.2465016082,
            406139.6870837086,
            123480.5594178998,
            298610.7200106212,
            -85083.1481503374,
            383693.8681609582
        ],
        [
            529.620247,
            406.139687,
            123.480559,
            298.61072,
            -85.083148,
            383.693868
        ],
        [
            0.274949,
            0.210845,
            0.064104,
            0.071814,
            -0.098728,
            0.081865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120182,
            -84646,
            -85472,
            -1092234,
            -771271,
            -592661
        ],
        [
            1.520513,
            1.770408,
            1.251836,
            1.072101,
            0.962258,
            1.203308
        ],
        [
            307,
            154,
            153,
            307,
            154,
            153
        ],
        [
            135,
            63,
            72,
            135,
            63,
            72
        ],
        [
            172,
            91,
            81,
            172,
            91,
            81
        ],
        [
            43.973941,
            40.909091,
            47.058824,
            43.973941,
            40.909091,
            47.058824
        ],
        [
            1.937246,
            2.557256,
            1.408315,
            1.365936,
            1.389928,
            1.353721
        ],
        [
            215220,
            215220,
            43889,
            474945,
            474945,
            223475
        ],
        [
            -35503,
            -25627,
            -35503,
            -257694,
            -197542,
            -257694
        ],
        [
            74,
            65,
            82,
            74,
            65,
            82
        ],
        [
            92,
            83,
            100,
            92,
            83,
            100
        ],
        [
            59,
            53,
            66,
            59,
            53,
            66
        ],
        [
            22733,
            10153,
            12581,
            22733,
            10153,
            12581
        ],
        [
            0,
            0,
            53.775452,
            0,
            0,
            53.775452
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377385,
            280332,
            -107879,
            -239008,
            -582395,
            -84494
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23115,
    "evaluation_days": 1926.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594216800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759538199039,
    "expiration_time": 1765527408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 159
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 3
        }
    }
}

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)