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Trade: COMP/USDT/720/ALMA/MIDPOINT/2660

Strategy
COMP/USDT/720/ALMA/MIDPOINT/2660
Pair
COMP_USDT
Interval
12h
Score
368779
Daily Profit
0.153119
Profit Factor
1.943236
Profitability
48.387097
Streak
0.000000
Best Strategy
Training Data Length
1923.500000
Evaluation Time
2025-09-30 10:22
Expiration Time
2025-11-26 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349837.9732 294524.8222 55313.151 18773.1423 149293.4302 -130520.2879
Total P&L (%) 349.838 294.5248 55.3132 18.7731 149.2934 -130.5203
Avg Daily Profit (%) 0.1819 0.1531 0.0288 0.0089 0.0475 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148364 -132536 -62627 -407851 -275644 -185726
Profit Factor 1.6586 1.9432 1.2526 1.0164 1.231 0.7397
Total Trades 62 31 31 62 31 31
Winning Trades 30 15 15 30 15 15
Losing Trades 32 16 16 32 16 16
Profitability (%) 48.3871 48.3871 48.3871 48.3871 48.3871 48.3871
Ratio Avg Win / Avg Loss 1.7692 2.0728 1.3362 1.0841 1.3131 0.7891
Largest Winning Trade 319096 319096 48340 358446 358446 77333
Largest Losing Trade -50565 -50565 -33766 -142477 -101124 -142477
Avg Bars in Trades 58 71 46 58 71 46
Avg Bars in Winners 77 100 55 77 100 55
Avg Bars in Losers 40 43 37 40 43 37
Bars Traded 3635 2202 1433 3635 2202 1433
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148519 368779 -156315 -550250 -130476 -581445
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3847,
    "evaluation_days": 1923.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759216926405,
    "expiration_time": 1764176112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "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": [
        [
            349837.9732119916,
            294524.8222023365,
            55313.151009655,
            18773.1422934056,
            149293.4301808141,
            -130520.2878874085
        ],
        [
            349.837973,
            294.524822,
            55.313151,
            18.773142,
            149.29343,
            -130.520288
        ],
        [
            0.181876,
            0.153119,
            0.028757,
            0.008945,
            0.047501,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148364,
            -132536,
            -62627,
            -407851,
            -275644,
            -185726
        ],
        [
            1.658599,
            1.943236,
            1.252646,
            1.016355,
            1.230987,
            0.739741
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            48.387097,
            48.387097,
            48.387097,
            48.387097,
            48.387097,
            48.387097
        ],
        [
            1.769173,
            2.072785,
            1.336156,
            1.084112,
            1.313053,
            0.789057
        ],
        [
            319096,
            319096,
            48340,
            358446,
            358446,
            77333
        ],
        [
            -50565,
            -50565,
            -33766,
            -142477,
            -101124,
            -142477
        ],
        [
            58,
            71,
            46,
            58,
            71,
            46
        ],
        [
            77,
            100,
            55,
            77,
            100,
            55
        ],
        [
            40,
            43,
            37,
            40,
            43,
            37
        ],
        [
            3635,
            2202,
            1433,
            3635,
            2202,
            1433
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148519,
            368779,
            -156315,
            -550250,
            -130476,
            -581445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3847,
    "evaluation_days": 1923.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759216926405,
    "expiration_time": 1764176112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "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)