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Trade: COMP/USDT/360/BBM/LINREG/6213

Strategy
COMP/USDT/360/BBM/LINREG/6213
Pair
COMP_USDT
Interval
6h
Score
419154
Daily Profit
0.183847
Profit Factor
1.557275
Profitability
65.957447
Streak
210.939261
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 13:32
Expiration Time
2025-11-21 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352526.9109 240996.2846 111530.6263 -228895.6368 -38851.9438 -190043.693
Total P&L (%) 352.5269 240.9963 111.5306 -228.8956 -38.8519 -190.0437
Avg Daily Profit (%) 0.1838 0.1257 0.0582 0 -0.0256 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126052 -131754 -137652 -250639 -109625 -250311
Profit Factor 1.5573 1.7325 1.3674 0.6241 0.846 0.4673
Total Trades 94 47 47 94 47 47
Winning Trades 62 29 33 33 19 14
Losing Trades 32 18 14 61 28 33
Profitability (%) 65.9574 61.7021 70.2128 35.1064 40.4255 29.7872
Ratio Avg Win / Avg Loss 0.8038 1.0753 0.5801 1.1537 1.2467 1.1016
Largest Winning Trade 110208 110208 25665 84786 39189 84786
Largest Losing Trade -117732 -59791 -117732 -141239 -41474 -141239
Avg Bars in Trades 79 82 75 79 82 75
Avg Bars in Winners 60 61 60 96 99 92
Avg Bars in Losers 114 116 112 69 70 68
Bars Traded 7446 3875 3570 7446 3875 3570
Profit Streak 210.9393 210.9393 273.6893 0 0 0
Trades During Streak 12 6 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419154 -20023 -112284 -584652 -582753 -587745

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1596801600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882752199,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 217,
            "offset": 0,
            "std": 1.13575
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 91,
            "offset": 83
        }
    }
}
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": [
        [
            352526.9108890539,
            240996.2846155004,
            111530.6262735535,
            -228895.6367992456,
            -38851.9438419575,
            -190043.6929572881
        ],
        [
            352.526911,
            240.996285,
            111.530626,
            -228.895637,
            -38.851944,
            -190.043693
        ],
        [
            0.183847,
            0.125683,
            0.058165,
            0,
            -0.025648,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126052,
            -131754,
            -137652,
            -250639,
            -109625,
            -250311
        ],
        [
            1.557275,
            1.732504,
            1.367375,
            0.624146,
            0.845955,
            0.467349
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            62,
            29,
            33,
            33,
            19,
            14
        ],
        [
            32,
            18,
            14,
            61,
            28,
            33
        ],
        [
            65.957447,
            61.702128,
            70.212766,
            35.106383,
            40.425532,
            29.787234
        ],
        [
            0.803755,
            1.075348,
            0.580098,
            1.153724,
            1.246671,
            1.101609
        ],
        [
            110208,
            110208,
            25665,
            84786,
            39189,
            84786
        ],
        [
            -117732,
            -59791,
            -117732,
            -141239,
            -41474,
            -141239
        ],
        [
            79,
            82,
            75,
            79,
            82,
            75
        ],
        [
            60,
            61,
            60,
            96,
            99,
            92
        ],
        [
            114,
            116,
            112,
            69,
            70,
            68
        ],
        [
            7446,
            3875,
            3570,
            7446,
            3875,
            3570
        ],
        [
            210.939261,
            210.939262,
            273.689262,
            0,
            0,
            0
        ],
        [
            12,
            6,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419154,
            -20023,
            -112284,
            -584652,
            -582753,
            -587745
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1596801600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882752199,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 217,
            "offset": 0,
            "std": 1.13575
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 91,
            "offset": 83
        }
    }
}

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)