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Trade: COMP/USDT/720/HLC3/VWAP/7151

Strategy
COMP/USDT/720/HLC3/VWAP/7151
Pair
COMP_USDT
Interval
12h
Score
333956
Daily Profit
0.149378
Profit Factor
1.425977
Profitability
62.318841
Streak
15.727031
Best Strategy
Training Data Length
1926.000000
Evaluation Time
2025-10-02 20:26
Expiration Time
2025-11-29 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 287701.1203 207632.4341 80068.6861 -186784.6339 -82870.6607 -103913.9732
Total P&L (%) 287.7011 207.6324 80.0687 -186.7846 -82.8707 -103.914
Avg Daily Profit (%) 0.1494 0.1078 0.0416 0 -0.0916 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214133 -58981 -187125 -208214 -94340 -113874
Profit Factor 1.426 1.7901 1.1941 0.4161 0.4382 0.3971
Total Trades 138 69 69 138 69 69
Winning Trades 86 42 44 51 26 25
Losing Trades 52 27 25 87 43 44
Profitability (%) 62.3188 60.8696 63.7681 36.9565 37.6812 36.2319
Ratio Avg Win / Avg Loss 0.8622 1.1508 0.6784 0.7098 0.7247 0.699
Largest Winning Trade 75402 75402 55411 20131 16233 20131
Largest Losing Trade -114849 -35177 -114849 -68090 -36734 -68090
Avg Bars in Trades 27 30 24 27 30 24
Avg Bars in Winners 26 26 25 22 28 16
Avg Bars in Losers 29 36 22 30 31 29
Bars Traded 3799 2102 1697 3799 2102 1697
Profit Streak 15.727 30.227 15.727 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333956 -146051 -245146 -585207 -687526 -687812
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3852,
    "evaluation_days": 1926,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759426015479,
    "expiration_time": 1764398592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            287701.1202548753,
            207632.4341229636,
            80068.6861319118,
            -186784.6339361335,
            -82870.6607076063,
            -103913.9732285272
        ],
        [
            287.70112,
            207.632434,
            80.068686,
            -186.784634,
            -82.870661,
            -103.913973
        ],
        [
            0.149378,
            0.107805,
            0.041573,
            0,
            -0.091566,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214133,
            -58981,
            -187125,
            -208214,
            -94340,
            -113874
        ],
        [
            1.425977,
            1.79013,
            1.194055,
            0.416064,
            0.438181,
            0.397137
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            86,
            42,
            44,
            51,
            26,
            25
        ],
        [
            52,
            27,
            25,
            87,
            43,
            44
        ],
        [
            62.318841,
            60.869565,
            63.768116,
            36.956522,
            37.681159,
            36.231884
        ],
        [
            0.862219,
            1.150798,
            0.67844,
            0.709756,
            0.724683,
            0.698961
        ],
        [
            75402,
            75402,
            55411,
            20131,
            16233,
            20131
        ],
        [
            -114849,
            -35177,
            -114849,
            -68090,
            -36734,
            -68090
        ],
        [
            27,
            30,
            24,
            27,
            30,
            24
        ],
        [
            26,
            26,
            25,
            22,
            28,
            16
        ],
        [
            29,
            36,
            22,
            30,
            31,
            29
        ],
        [
            3799,
            2102,
            1697,
            3799,
            2102,
            1697
        ],
        [
            15.727031,
            30.227031,
            15.727031,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333956,
            -146051,
            -245146,
            -585207,
            -687526,
            -687812
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3852,
    "evaluation_days": 1926,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759426015479,
    "expiration_time": 1764398592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)