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Trade: COMP/USDT/360/MIDPRICE/BBU/6215

Strategy
COMP/USDT/360/MIDPRICE/BBU/6215
Pair
COMP_USDT
Interval
6h
Score
460691
Daily Profit
0.291229
Profit Factor
2.261610
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 22:39
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 558431.9509 363581.1533 194850.7976 1389906.195 456882.0251 933024.17
Total P&L (%) 558.432 363.5812 194.8508 1389.9062 456.882 933.0242
Avg Daily Profit (%) 0.2912 0.1896 0.1016 0.141 0.0896 0.1219
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61159 -93005 -31300 -639069 -465849 -322836
Profit Factor 2.2616 2.3858 2.0808 1.4121 1.2272 1.685
Total Trades 99 50 49 99 50 49
Winning Trades 48 20 28 48 20 28
Losing Trades 51 30 21 51 30 21
Profitability (%) 48.4848 40 57.1429 48.4848 40 57.1429
Ratio Avg Win / Avg Loss 2.403 3.5787 1.5606 1.5003 1.8408 1.2638
Largest Winning Trade 296550 296550 49069 539933 539933 347367
Largest Losing Trade -22847 -21855 -22847 -369246 -369246 -217436
Avg Bars in Trades 75 93 57 75 93 57
Avg Bars in Winners 71 86 61 71 86 61
Avg Bars in Losers 79 97 52 79 97 52
Bars Traded 7477 4659 2818 7477 4659 2818
Profit Streak 0 0 73.0691 0 0 73.0691
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460691 -171867 -51372 -2868 -256543 -25851

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": 1596780000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915570154,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 1.95635
        }
    }
}
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": [
        [
            558431.9508842457,
            363581.1532718902,
            194850.7976123552,
            1389906.1950490896,
            456882.0250835257,
            933024.1699655636
        ],
        [
            558.431951,
            363.581153,
            194.850798,
            1389.906195,
            456.882025,
            933.02417
        ],
        [
            0.291229,
            0.189612,
            0.101617,
            0.140975,
            0.089593,
            0.121851
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61159,
            -93005,
            -31300,
            -639069,
            -465849,
            -322836
        ],
        [
            2.26161,
            2.38583,
            2.080834,
            1.41207,
            1.227195,
            1.685032
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            51,
            30,
            21,
            51,
            30,
            21
        ],
        [
            48.484848,
            40,
            57.142857,
            48.484848,
            40,
            57.142857
        ],
        [
            2.40296,
            3.578746,
            1.560625,
            1.500324,
            1.840792,
            1.263774
        ],
        [
            296550,
            296550,
            49069,
            539933,
            539933,
            347367
        ],
        [
            -22847,
            -21855,
            -22847,
            -369246,
            -369246,
            -217436
        ],
        [
            75,
            93,
            57,
            75,
            93,
            57
        ],
        [
            71,
            86,
            61,
            71,
            86,
            61
        ],
        [
            79,
            97,
            52,
            79,
            97,
            52
        ],
        [
            7477,
            4659,
            2818,
            7477,
            4659,
            2818
        ],
        [
            0,
            0,
            73.069099,
            0,
            0,
            73.069099
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460691,
            -171867,
            -51372,
            -2868,
            -256543,
            -25851
        ]
    ]
}
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": 1596780000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915570154,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 1.95635
        }
    }
}

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)