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Trade: COMP/USDT/720/MIDPRICE/BBU/9586

Strategy
COMP/USDT/720/MIDPRICE/BBU/9586
Pair
COMP_USDT
Interval
12h
Score
399989
Daily Profit
0.185628
Profit Factor
1.666547
Profitability
51.764706
Streak
0.000000
Best Strategy
Training Data Length
1928.000000
Evaluation Time
2025-10-04 17:41
Expiration Time
2025-12-01 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357891.3392 278770.0859 79121.2533 29923.8129 -39993.7432 69917.5561
Total P&L (%) 357.8913 278.7701 79.1213 29.9238 -39.9937 69.9176
Avg Daily Profit (%) 0.1856 0.1446 0.041 0.0136 -0.0265 0.0275
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155562 -181011 -19505 -320720 -347962 -29010
Profit Factor 1.6665 1.5945 2.163 1.0331 0.9505 1.7255
Total Trades 85 42 43 85 42 43
Winning Trades 44 18 26 44 18 26
Losing Trades 41 24 17 41 24 17
Profitability (%) 51.7647 42.8571 60.4651 51.7647 42.8571 60.4651
Ratio Avg Win / Avg Loss 1.5529 2.126 1.4142 0.9626 1.2673 1.1282
Largest Winning Trade 188510 188510 18875 237782 237782 27461
Largest Losing Trade -51553 -51553 -14476 -187756 -187756 -22821
Avg Bars in Trades 44 85 4 44 85 4
Avg Bars in Winners 34 77 4 34 77 4
Avg Bars in Losers 54 91 3 54 91 3
Bars Traded 3767 3586 181 3767 3586 181
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 399989 8666 -133400 -363165 -581845 -152299
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3856,
    "evaluation_days": 1928,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594382400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759588867006,
    "expiration_time": 1764576576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 1.19344
        }
    }
}
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": [
        [
            357891.3391845517,
            278770.0859028135,
            79121.2532817381,
            29923.8129150685,
            -39993.7431862789,
            69917.5561013475
        ],
        [
            357.891339,
            278.770086,
            79.121253,
            29.923813,
            -39.993743,
            69.917556
        ],
        [
            0.185628,
            0.14459,
            0.041038,
            0.013579,
            -0.026486,
            0.027501
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155562,
            -181011,
            -19505,
            -320720,
            -347962,
            -29010
        ],
        [
            1.666547,
            1.594521,
            2.162952,
            1.033083,
            0.950511,
            1.72546
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            44,
            18,
            26,
            44,
            18,
            26
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            51.764706,
            42.857143,
            60.465116,
            51.764706,
            42.857143,
            60.465116
        ],
        [
            1.552919,
            2.126028,
            1.414238,
            0.962645,
            1.267349,
            1.128186
        ],
        [
            188510,
            188510,
            18875,
            237782,
            237782,
            27461
        ],
        [
            -51553,
            -51553,
            -14476,
            -187756,
            -187756,
            -22821
        ],
        [
            44,
            85,
            4,
            44,
            85,
            4
        ],
        [
            34,
            77,
            4,
            34,
            77,
            4
        ],
        [
            54,
            91,
            3,
            54,
            91,
            3
        ],
        [
            3767,
            3586,
            181,
            3767,
            3586,
            181
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399989,
            8666,
            -133400,
            -363165,
            -581845,
            -152299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3856,
    "evaluation_days": 1928,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594382400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759588867006,
    "expiration_time": 1764576576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 1.19344
        }
    }
}

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)