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Trade: COMP/USDT/240/BBL/SMA/4141

Strategy
COMP/USDT/240/BBL/SMA/4141
Pair
COMP_USDT
Interval
4h
Score
395922
Daily Profit
0.154909
Profit Factor
1.355086
Profitability
68.527919
Streak
72.825797
Best Strategy
Training Data Length
1923.000000
Evaluation Time
2025-09-30 06:49
Expiration Time
2025-11-26 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297889.7149 204731.7266 93157.9882 -49012.9457 25509.2187 -74522.1644
Total P&L (%) 297.8897 204.7317 93.158 -49.0129 25.5092 -74.5222
Avg Daily Profit (%) 0.1549 0.1065 0.0484 -0.035 0.0118 -0.0711
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151688 -107609 -115248 -621189 -609326 -359650
Profit Factor 1.3551 1.4716 1.2302 0.9799 1.0193 0.933
Total Trades 197 98 99 197 98 99
Winning Trades 135 68 67 135 68 67
Losing Trades 62 30 32 62 30 32
Profitability (%) 68.5279 69.3878 67.6768 68.5279 69.3878 67.6768
Ratio Avg Win / Avg Loss 0.6223 0.6492 0.5875 0.45 0.4497 0.4456
Largest Winning Trade 33271 33271 25238 114562 114562 70715
Largest Losing Trade -89654 -64106 -89654 -359640 -359640 -260667
Avg Bars in Trades 55 88 22 55 88 22
Avg Bars in Winners 32 45 18 32 45 18
Avg Bars in Losers 106 186 31 106 186 31
Bars Traded 10959 8720 2239 10959 8720 2239
Profit Streak 72.8258 72.8258 73.9925 72.8258 72.8258 73.9925
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395922 -47514 -126243 -575769 -377687 -576798
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11538,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596182400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759204148851,
    "expiration_time": 1764174816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 14,
            "offset": 0,
            "std": 3.52296
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 218,
            "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": [
        [
            297889.7148513664,
            204731.7266208096,
            93157.9882305567,
            -49012.9456936106,
            25509.2187013204,
            -74522.1643949312
        ],
        [
            297.889715,
            204.731727,
            93.157988,
            -49.012946,
            25.509219,
            -74.522164
        ],
        [
            0.154909,
            0.106465,
            0.048444,
            -0.035022,
            0.011816,
            -0.07108
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151688,
            -107609,
            -115248,
            -621189,
            -609326,
            -359650
        ],
        [
            1.355086,
            1.471557,
            1.230156,
            0.979877,
            1.019268,
            0.932967
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            68.527919,
            69.387755,
            67.676768,
            68.527919,
            69.387755,
            67.676768
        ],
        [
            0.622336,
            0.649216,
            0.587537,
            0.450018,
            0.449677,
            0.445596
        ],
        [
            33271,
            33271,
            25238,
            114562,
            114562,
            70715
        ],
        [
            -89654,
            -64106,
            -89654,
            -359640,
            -359640,
            -260667
        ],
        [
            55,
            88,
            22,
            55,
            88,
            22
        ],
        [
            32,
            45,
            18,
            32,
            45,
            18
        ],
        [
            106,
            186,
            31,
            106,
            186,
            31
        ],
        [
            10959,
            8720,
            2239,
            10959,
            8720,
            2239
        ],
        [
            72.825797,
            72.825797,
            73.992463,
            72.825797,
            72.825797,
            73.992464
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395922,
            -47514,
            -126243,
            -575769,
            -377687,
            -576798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11538,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596182400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759204148851,
    "expiration_time": 1764174816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 14,
            "offset": 0,
            "std": 3.52296
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 218,
            "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)