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Trade: COMP/USDT/360/BBL/SMA/7681

Strategy
COMP/USDT/360/BBL/SMA/7681
Pair
COMP_USDT
Interval
6h
Score
364059
Daily Profit
0.150640
Profit Factor
1.381674
Profitability
65.326633
Streak
69.448548
Best Strategy
Training Data Length
1922.750000
Evaluation Time
2025-09-30 01:45
Expiration Time
2025-11-26 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289643.7938 179096.6433 110547.1505 121130.3704 30899.3313 90231.0391
Total P&L (%) 289.6438 179.0966 110.5472 121.1304 30.8993 90.231
Avg Daily Profit (%) 0.1506 0.0931 0.0575 0.0413 0.014 0.0335
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83178 -118024 -67992 -250504 -285208 -117855
Profit Factor 1.3817 1.4266 1.326 1.0904 1.0391 1.1641
Total Trades 199 99 100 199 99 100
Winning Trades 130 64 66 130 64 66
Losing Trades 69 35 34 69 35 34
Profitability (%) 65.3266 64.6465 66 65.3266 64.6465 66
Ratio Avg Win / Avg Loss 0.7334 0.7802 0.6831 0.5787 0.5682 0.5997
Largest Winning Trade 45746 45746 26238 48822 48822 44524
Largest Losing Trade -61093 -61093 -32017 -119748 -119748 -57862
Avg Bars in Trades 36 62 10 36 62 10
Avg Bars in Winners 22 34 11 22 34 11
Avg Bars in Losers 62 113 9 62 113 9
Bars Traded 7291 6211 1080 7291 6211 1080
Profit Streak 69.4485 156.1985 69.4485 69.4485 156.1985 69.4485
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364059 -66370 -114671 -256564 -353323 -186974
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7691,
    "evaluation_days": 1922.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1596412800000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759185954532,
    "expiration_time": 1764152568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 10,
            "offset": 0,
            "std": 4.67601
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 156,
            "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": [
        [
            289643.7938178913,
            179096.6432857467,
            110547.1505321444,
            121130.3704336972,
            30899.3313123168,
            90231.0391213802
        ],
        [
            289.643794,
            179.096643,
            110.547151,
            121.13037,
            30.899331,
            90.231039
        ],
        [
            0.15064,
            0.093146,
            0.057494,
            0.041282,
            0.014005,
            0.033451
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83178,
            -118024,
            -67992,
            -250504,
            -285208,
            -117855
        ],
        [
            1.381674,
            1.426625,
            1.326021,
            1.09036,
            1.039077,
            1.164113
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            130,
            64,
            66,
            130,
            64,
            66
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            65.326633,
            64.646465,
            66,
            65.326633,
            64.646465,
            66
        ],
        [
            0.73335,
            0.780186,
            0.683102,
            0.578729,
            0.568245,
            0.599695
        ],
        [
            45746,
            45746,
            26238,
            48822,
            48822,
            44524
        ],
        [
            -61093,
            -61093,
            -32017,
            -119748,
            -119748,
            -57862
        ],
        [
            36,
            62,
            10,
            36,
            62,
            10
        ],
        [
            22,
            34,
            11,
            22,
            34,
            11
        ],
        [
            62,
            113,
            9,
            62,
            113,
            9
        ],
        [
            7291,
            6211,
            1080,
            7291,
            6211,
            1080
        ],
        [
            69.448548,
            156.198548,
            69.448548,
            69.448548,
            156.198548,
            69.448548
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364059,
            -66370,
            -114671,
            -256564,
            -353323,
            -186974
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7691,
    "evaluation_days": 1922.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1596412800000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759185954532,
    "expiration_time": 1764152568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 10,
            "offset": 0,
            "std": 4.67601
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 156,
            "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)