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Trade: COMP/USDT/120/SSF/DCM/1392

Strategy
COMP/USDT/120/SSF/DCM/1392
Pair
COMP_USDT
Interval
2h
Score
350607
Daily Profit
0.259626
Profit Factor
1.391912
Profitability
44.886364
Streak
0.000000
Best Strategy
Training Data Length
1916.830000
Evaluation Time
2025-09-26 06:17
Expiration Time
2025-12-02 16:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 497659.3437 356801.7009 140857.6429 364848.6775 259579.1091 105269.5684
Total P&L (%) 497.6593 356.8017 140.8576 364.8487 259.5791 105.2696
Avg Daily Profit (%) 0.2596 0.1861 0.0735 0.0802 0.0668 0.0375
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142195 -111337 -76425 -935220 -611847 -483696
Profit Factor 1.3919 1.4618 1.2833 1.0618 1.0767 1.0418
Total Trades 352 176 176 352 176 176
Winning Trades 158 65 93 158 65 93
Losing Trades 194 111 83 194 111 83
Profitability (%) 44.8864 36.9318 52.8409 44.8864 36.9318 52.8409
Ratio Avg Win / Avg Loss 1.7091 2.4962 1.1453 1.3037 1.8387 0.9298
Largest Winning Trade 129593 129593 39132 419807 419807 161346
Largest Losing Trade -30124 -30124 -30115 -186656 -177875 -186656
Avg Bars in Trades 64 71 57 64 71 57
Avg Bars in Winners 83 103 69 83 103 69
Avg Bars in Losers 49 52 44 49 52 44
Bars Traded 22752 12620 10132 22752 12620 10132
Profit Streak 0 0 41.2204 0 0 41.2204
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350607 178931 -93122 -238572 -243496 -317289

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23002,
    "evaluation_days": 1916.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594202400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758856645723,
    "expiration_time": 1764684518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 38,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 158,
            "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": [
        [
            497659.3437446125,
            356801.7008749912,
            140857.6428696203,
            364848.6774921999,
            259579.1090646823,
            105269.5684275175
        ],
        [
            497.659344,
            356.801701,
            140.857643,
            364.848677,
            259.579109,
            105.269568
        ],
        [
            0.259626,
            0.186142,
            0.073485,
            0.080193,
            0.066787,
            0.037525
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142195,
            -111337,
            -76425,
            -935220,
            -611847,
            -483696
        ],
        [
            1.391912,
            1.461765,
            1.283339,
            1.061805,
            1.07672,
            1.041778
        ],
        [
            352,
            176,
            176,
            352,
            176,
            176
        ],
        [
            158,
            65,
            93,
            158,
            65,
            93
        ],
        [
            194,
            111,
            83,
            194,
            111,
            83
        ],
        [
            44.886364,
            36.931818,
            52.840909,
            44.886364,
            36.931818,
            52.840909
        ],
        [
            1.709056,
            2.496245,
            1.145346,
            1.303735,
            1.838706,
            0.929759
        ],
        [
            129593,
            129593,
            39132,
            419807,
            419807,
            161346
        ],
        [
            -30124,
            -30124,
            -30115,
            -186656,
            -177875,
            -186656
        ],
        [
            64,
            71,
            57,
            64,
            71,
            57
        ],
        [
            83,
            103,
            69,
            83,
            103,
            69
        ],
        [
            49,
            52,
            44,
            49,
            52,
            44
        ],
        [
            22752,
            12620,
            10132,
            22752,
            12620,
            10132
        ],
        [
            0,
            0,
            41.220437,
            0,
            0,
            41.220437
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350607,
            178931,
            -93122,
            -238572,
            -243496,
            -317289
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23002,
    "evaluation_days": 1916.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594202400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758856645723,
    "expiration_time": 1764684518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 38,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 158,
            "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)