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Trade: COMP/USDT/240/MIDPRICE/BBU/9480

Strategy
COMP/USDT/240/MIDPRICE/BBU/9480
Pair
COMP_USDT
Interval
4h
Score
340274
Daily Profit
0.223844
Profit Factor
2.413475
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
1925.500000
Evaluation Time
2025-10-02 18:02
Expiration Time
2025-11-29 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 584253.7062 431011.8728 153241.8334 527595.6288 83979.0562 443616.5726
Total P&L (%) 584.2537 431.0119 153.2418 527.5956 83.9791 443.6166
Avg Daily Profit (%) 0.3034 0.2238 0.0796 0.0954 0.0317 0.088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89296 -109636 -30078 -831009 -823176 -264027
Profit Factor 2.4004 2.4135 2.3649 1.1647 1.0356 1.523
Total Trades 66 33 33 66 33 33
Winning Trades 35 14 21 35 14 21
Losing Trades 31 19 12 31 19 12
Profitability (%) 53.0303 42.4242 63.6364 53.0303 42.4242 63.6364
Ratio Avg Win / Avg Loss 2.1261 3.2754 1.3513 1.0315 1.4055 0.8703
Largest Winning Trade 427795 427795 48198 557940 557940 247212
Largest Losing Trade -38550 -38550 -30078 -351485 -351485 -190282
Avg Bars in Trades 169 261 78 169 261 78
Avg Bars in Winners 183 336 81 183 336 81
Avg Bars in Losers 154 206 72 154 206 72
Bars Traded 11218 8627 2591 11218 8627 2591
Profit Streak 29.627 0 77.627 29.627 0 77.627
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -114072 340274 -80999 -232119 -334872 -73435
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11553,
    "evaluation_days": 1925.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596499200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759417373364,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 2.14771
        }
    }
}
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": [
        [
            584253.7061950337,
            431011.8728219756,
            153241.8333730584,
            527595.6287553438,
            83979.0561943003,
            443616.5725610435
        ],
        [
            584.253706,
            431.011873,
            153.241833,
            527.595629,
            83.979056,
            443.616573
        ],
        [
            0.30343,
            0.223844,
            0.079585,
            0.095435,
            0.031667,
            0.087968
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89296,
            -109636,
            -30078,
            -831009,
            -823176,
            -264027
        ],
        [
            2.400391,
            2.413475,
            2.364857,
            1.164652,
            1.035645,
            1.522951
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            31,
            19,
            12,
            31,
            19,
            12
        ],
        [
            53.030303,
            42.424242,
            63.636364,
            53.030303,
            42.424242,
            63.636364
        ],
        [
            2.12606,
            3.27543,
            1.351347,
            1.031549,
            1.405518,
            0.870258
        ],
        [
            427795,
            427795,
            48198,
            557940,
            557940,
            247212
        ],
        [
            -38550,
            -38550,
            -30078,
            -351485,
            -351485,
            -190282
        ],
        [
            169,
            261,
            78,
            169,
            261,
            78
        ],
        [
            183,
            336,
            81,
            183,
            336,
            81
        ],
        [
            154,
            206,
            72,
            154,
            206,
            72
        ],
        [
            11218,
            8627,
            2591,
            11218,
            8627,
            2591
        ],
        [
            29.627006,
            0,
            77.627006,
            29.627006,
            0,
            77.627007
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114072,
            340274,
            -80999,
            -232119,
            -334872,
            -73435
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11553,
    "evaluation_days": 1925.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596499200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759417373364,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 2.14771
        }
    }
}

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)