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Trade: COMP/USDT/720/HILO/SSF/6912

Strategy
COMP/USDT/720/HILO/SSF/6912
Pair
COMP_USDT
Interval
12h
Score
364404
Daily Profit
0.236676
Profit Factor
1.383792
Profitability
45.762712
Streak
0.000000
Best Strategy
Training Data Length
1933.500000
Evaluation Time
2025-10-10 08:36
Expiration Time
2025-12-07 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 457613.4097 299024.8502 158588.5595 516959.9559 -195380.6734 712340.6293
Total P&L (%) 457.6134 299.0249 158.5886 516.96 -195.3807 712.3406
Avg Daily Profit (%) 0.2367 0.1547 0.082 0.0942 0 0.1084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153999 -122971 -103862 -2151979 -1554569 -1463304
Profit Factor 1.3838 1.508 1.2627 1.0508 0.9624 1.1428
Total Trades 354 177 177 354 177 177
Winning Trades 162 81 81 162 81 81
Losing Trades 192 96 96 192 96 96
Profitability (%) 45.7627 45.7627 45.7627 45.7627 45.7627 45.7627
Ratio Avg Win / Avg Loss 1.6401 1.7873 1.4965 1.2454 1.1406 1.3544
Largest Winning Trade 121587 121587 39489 651835 482982 651835
Largest Losing Trade -35404 -22485 -35404 -682961 -562258 -682961
Avg Bars in Trades 10 12 9 10 12 9
Avg Bars in Winners 14 16 12 14 16 12
Avg Bars in Losers 7 8 6 7 8 6
Bars Traded 3836 2204 1632 3836 2204 1632
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 364404 313240 -84587 -231040 -580109 -112291
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3867,
    "evaluation_days": 1933.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593950400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760074617796,
    "expiration_time": 1765066032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "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": [
        [
            457613.4097405771,
            299024.8502256722,
            158588.5595149043,
            516959.9558845874,
            -195380.6734264133,
            712340.6293109992
        ],
        [
            457.61341,
            299.02485,
            158.58856,
            516.959956,
            -195.380673,
            712.340629
        ],
        [
            0.236676,
            0.154655,
            0.082021,
            0.094155,
            0,
            0.108398
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153999,
            -122971,
            -103862,
            -2151979,
            -1554569,
            -1463304
        ],
        [
            1.383792,
            1.508024,
            1.262675,
            1.050778,
            0.962374,
            1.142812
        ],
        [
            354,
            177,
            177,
            354,
            177,
            177
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            45.762712,
            45.762712,
            45.762712,
            45.762712,
            45.762712,
            45.762712
        ],
        [
            1.64005,
            1.787288,
            1.496504,
            1.245367,
            1.140592,
            1.354443
        ],
        [
            121587,
            121587,
            39489,
            651835,
            482982,
            651835
        ],
        [
            -35404,
            -22485,
            -35404,
            -682961,
            -562258,
            -682961
        ],
        [
            10,
            12,
            9,
            10,
            12,
            9
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            7,
            8,
            6,
            7,
            8,
            6
        ],
        [
            3836,
            2204,
            1632,
            3836,
            2204,
            1632
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364404,
            313240,
            -84587,
            -231040,
            -580109,
            -112291
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3867,
    "evaluation_days": 1933.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593950400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760074617796,
    "expiration_time": 1765066032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "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)