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Trade: COMP/USDT/720/KCL/PSAR/5560

Strategy
COMP/USDT/720/KCL/PSAR/5560
Pair
COMP_USDT
Interval
12h
Score
388279
Daily Profit
0.227768
Profit Factor
1.612877
Profitability
55.263158
Streak
0.000000
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 438681.3412 362324.7589 76356.5823 6178.9435 -197254.9187 203433.8621
Total P&L (%) 438.6813 362.3248 76.3566 6.1789 -197.2549 203.4339
Avg Daily Profit (%) 0.2278 0.1881 0.0396 0.0031 0 0.0576
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189694 -176010 -37610 -560359 -548511 -75581
Profit Factor 1.6129 1.6216 1.5747 1.0044 0.8381 2.0221
Total Trades 114 57 57 114 57 57
Winning Trades 63 26 37 63 26 37
Losing Trades 51 31 20 51 31 20
Profitability (%) 55.2632 45.614 64.9123 55.2632 45.614 64.9123
Ratio Avg Win / Avg Loss 1.3057 1.9334 0.8512 0.8131 0.9992 1.093
Largest Winning Trade 294002 294002 39286 222616 222616 108470
Largest Losing Trade -51909 -51909 -23348 -227075 -227075 -65876
Avg Bars in Trades 33 61 5 33 61 5
Avg Bars in Winners 32 69 5 32 69 5
Avg Bars in Losers 35 55 4 35 55 4
Bars Traded 3829 3528 301 3829 3528 301
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 388279 -171171 -317694 -570846 -762539 -291053
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3852,
    "evaluation_days": 1926,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593777600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759426006478,
    "expiration_time": 1764398592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            438681.3411917136,
            362324.758914383,
            76356.5822773305,
            6178.9434812935,
            -197254.918657686,
            203433.8621389798
        ],
        [
            438.681341,
            362.324759,
            76.356582,
            6.178943,
            -197.254919,
            203.433862
        ],
        [
            0.227768,
            0.188123,
            0.039645,
            0.003113,
            0,
            0.057649
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189694,
            -176010,
            -37610,
            -560359,
            -548511,
            -75581
        ],
        [
            1.612877,
            1.621581,
            1.574691,
            1.00436,
            0.838065,
            2.022059
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            63,
            26,
            37,
            63,
            26,
            37
        ],
        [
            51,
            31,
            20,
            51,
            31,
            20
        ],
        [
            55.263158,
            45.614035,
            64.912281,
            55.263158,
            45.614035,
            64.912281
        ],
        [
            1.305662,
            1.933423,
            0.851184,
            0.813053,
            0.999232,
            1.093005
        ],
        [
            294002,
            294002,
            39286,
            222616,
            222616,
            108470
        ],
        [
            -51909,
            -51909,
            -23348,
            -227075,
            -227075,
            -65876
        ],
        [
            33,
            61,
            5,
            33,
            61,
            5
        ],
        [
            32,
            69,
            5,
            32,
            69,
            5
        ],
        [
            35,
            55,
            4,
            35,
            55,
            4
        ],
        [
            3829,
            3528,
            301,
            3829,
            3528,
            301
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388279,
            -171171,
            -317694,
            -570846,
            -762539,
            -291053
        ]
    ]
}
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": 1593777600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759426006478,
    "expiration_time": 1764398592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)