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Trade: COMP/USDT/120/SSF/BBU/4800

Strategy
COMP/USDT/120/SSF/BBU/4800
Pair
COMP_USDT
Interval
2h
Score
311479
Daily Profit
0.162523
Profit Factor
1.443519
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1924.750000
Evaluation Time
2025-10-02 15:33
Expiration Time
2025-12-10 20:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312815.874 250613.1874 62202.6865 -22927.606 -137836.3615 114908.7555
Total P&L (%) 312.8159 250.6132 62.2027 -22.9276 -137.8364 114.9088
Avg Daily Profit (%) 0.1625 0.1302 0.0323 -0.0135 0 0.0398
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166656 -108727 -105421 -674846 -525891 -455461
Profit Factor 1.4435 1.6423 1.1974 0.9898 0.8878 1.1139
Total Trades 114 57 57 114 57 57
Winning Trades 54 23 31 54 23 31
Losing Trades 60 34 26 60 34 26
Profitability (%) 47.3684 40.3509 54.386 47.3684 40.3509 54.386
Ratio Avg Win / Avg Loss 1.6039 2.4278 1.0043 1.0997 1.3124 0.9343
Largest Winning Trade 286861 286861 41145 377991 377991 186296
Largest Losing Trade -58042 -40074 -58042 -374939 -164223 -374939
Avg Bars in Trades 200 299 100 200 299 100
Avg Bars in Winners 225 397 97 225 397 97
Avg Bars in Losers 177 233 104 177 233 104
Bars Traded 22838 17092 5746 22838 17092 5746
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 311479 -199896 -333126 -579831 -762919 -416153
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23097,
    "evaluation_days": 1924.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594519200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759408403394,
    "expiration_time": 1765393142400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "offset": 201,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 2.28216
        }
    }
}
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": [
        [
            312815.8739813029,
            250613.1874449938,
            62202.6865363089,
            -22927.6059927461,
            -137836.3615407103,
            114908.7555479647
        ],
        [
            312.815874,
            250.613187,
            62.202687,
            -22.927606,
            -137.836362,
            114.908756
        ],
        [
            0.162523,
            0.130206,
            0.032317,
            -0.013529,
            0,
            0.039756
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166656,
            -108727,
            -105421,
            -674846,
            -525891,
            -455461
        ],
        [
            1.443519,
            1.642314,
            1.197386,
            0.989753,
            0.88783,
            1.113932
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            47.368421,
            40.350877,
            54.385965,
            47.368421,
            40.350877,
            54.385965
        ],
        [
            1.603909,
            2.427769,
            1.004259,
            1.099725,
            1.312444,
            0.934265
        ],
        [
            286861,
            286861,
            41145,
            377991,
            377991,
            186296
        ],
        [
            -58042,
            -40074,
            -58042,
            -374939,
            -164223,
            -374939
        ],
        [
            200,
            299,
            100,
            200,
            299,
            100
        ],
        [
            225,
            397,
            97,
            225,
            397,
            97
        ],
        [
            177,
            233,
            104,
            177,
            233,
            104
        ],
        [
            22838,
            17092,
            5746,
            22838,
            17092,
            5746
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311479,
            -199896,
            -333126,
            -579831,
            -762919,
            -416153
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23097,
    "evaluation_days": 1924.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594519200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759408403394,
    "expiration_time": 1765393142400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "offset": 201,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 142,
            "offset": 0,
            "std": 2.28216
        }
    }
}

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)