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Trade: COMP/USDT/240/ALMA/MIDPRICE/9196

Strategy
COMP/USDT/240/ALMA/MIDPRICE/9196
Pair
COMP_USDT
Interval
4h
Score
305429
Daily Profit
0.180951
Profit Factor
1.368116
Profitability
48.901099
Streak
0.000000
Best Strategy
Training Data Length
1922.830000
Evaluation Time
2025-09-30 00:39
Expiration Time
2025-11-26 14:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347938.4038 266471.648 81466.7558 59734.3909 -56033.4002 115767.7911
Total P&L (%) 347.9384 266.4716 81.4668 59.7344 -56.0334 115.7678
Avg Daily Profit (%) 0.181 0.1386 0.0424 0.0244 -0.0427 0.04
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139876 -151696 -78391 -301931 -333477 -76347
Profit Factor 1.3681 1.4805 1.2086 1.045 0.9336 1.2387
Total Trades 182 91 91 182 91 91
Winning Trades 89 41 48 89 41 48
Losing Trades 93 50 43 93 50 43
Profitability (%) 48.9011 45.0549 52.7473 48.9011 45.0549 52.7473
Ratio Avg Win / Avg Loss 1.4296 1.8054 1.0827 1.0919 1.1385 1.1097
Largest Winning Trade 106436 106436 52178 99334 99334 77676
Largest Losing Trade -54753 -48330 -54753 -86088 -86088 -76347
Avg Bars in Trades 61 77 46 61 77 46
Avg Bars in Winners 70 83 59 70 83 59
Avg Bars in Losers 53 72 30 53 72 30
Bars Traded 11262 7063 4198 11262 7063 4198
Profit Streak 0 0 119.4027 0 0 119.4027
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305429 -7965 -135393 -331544 -581345 -138362
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11537,
    "evaluation_days": 1922.83,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1595376000000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759181991976,
    "expiration_time": 1764159984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "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": [
        [
            347938.4037724586,
            266471.6480093827,
            81466.755763076,
            59734.3908901063,
            -56033.4002385954,
            115767.7911287016
        ],
        [
            347.938404,
            266.471648,
            81.466756,
            59.734391,
            -56.0334,
            115.767791
        ],
        [
            0.180951,
            0.138583,
            0.042368,
            0.02436,
            -0.042727,
            0.040003
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139876,
            -151696,
            -78391,
            -301931,
            -333477,
            -76347
        ],
        [
            1.368116,
            1.48046,
            1.208585,
            1.044971,
            0.933553,
            1.238688
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            89,
            41,
            48,
            89,
            41,
            48
        ],
        [
            93,
            50,
            43,
            93,
            50,
            43
        ],
        [
            48.901099,
            45.054945,
            52.747253,
            48.901099,
            45.054945,
            52.747253
        ],
        [
            1.429604,
            1.805439,
            1.082691,
            1.091936,
            1.138479,
            1.109658
        ],
        [
            106436,
            106436,
            52178,
            99334,
            99334,
            77676
        ],
        [
            -54753,
            -48330,
            -54753,
            -86088,
            -86088,
            -76347
        ],
        [
            61,
            77,
            46,
            61,
            77,
            46
        ],
        [
            70,
            83,
            59,
            70,
            83,
            59
        ],
        [
            53,
            72,
            30,
            53,
            72,
            30
        ],
        [
            11262,
            7063,
            4198,
            11262,
            7063,
            4198
        ],
        [
            0,
            0,
            119.402685,
            0,
            0,
            119.402685
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305429,
            -7965,
            -135393,
            -331544,
            -581345,
            -138362
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11537,
    "evaluation_days": 1922.83,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1595376000000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759181991976,
    "expiration_time": 1764159984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "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)