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Trade: COMP/USDT/360/MIDPRICE/SUPERTREND/1013

Strategy
COMP/USDT/360/MIDPRICE/SUPERTREND/1013
Pair
COMP_USDT
Interval
6h
Score
398493
Daily Profit
0.200248
Profit Factor
1.598763
Profitability
61.538462
Streak
106.122665
Best Strategy
Training Data Length
1923.000000
Evaluation Time
2025-09-30 05:56
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 385077.6305 216183.9654 168893.6651 443169.0301 -23314.3819 466483.4119
Total P&L (%) 385.0776 216.184 168.8937 443.169 -23.3144 466.4834
Avg Daily Profit (%) 0.2002 0.1124 0.0878 0.088 -0.0138 0.0902
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115480 -134518 -69800 -372417 -544664 -111517
Profit Factor 1.5988 1.5831 1.6201 1.2934 0.9766 1.9043
Total Trades 104 52 52 104 52 52
Winning Trades 64 32 32 64 32 32
Losing Trades 40 20 20 40 20 20
Profitability (%) 61.5385 61.5385 61.5385 61.5385 61.5385 61.5385
Ratio Avg Win / Avg Loss 0.9992 0.9894 1.0126 0.8084 0.6103 1.1902
Largest Winning Trade 70699 70699 26434 113598 113598 92745
Largest Losing Trade -48610 -48610 -39035 -206441 -206441 -111517
Avg Bars in Trades 70 93 47 70 93 47
Avg Bars in Winners 50 54 46 50 54 46
Avg Bars in Losers 102 156 48 102 156 48
Bars Traded 7317 4858 2459 7317 4858 2459
Profit Streak 106.1227 106.1227 111.6227 106.1227 106.1227 111.6227
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398493 -220367 -250952 -73840 -758379 -247205
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7692,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1596304800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759200998307,
    "expiration_time": 1764174816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 242,
            "offset": 0,
            "multiplier": 4.94818
        }
    }
}
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": [
        [
            385077.6305021466,
            216183.9653959455,
            168893.6651062013,
            443169.0300534596,
            -23314.381874958,
            466483.4119284179
        ],
        [
            385.077631,
            216.183965,
            168.893665,
            443.16903,
            -23.314382,
            466.483412
        ],
        [
            0.200248,
            0.11242,
            0.087828,
            0.088039,
            -0.013803,
            0.090227
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115480,
            -134518,
            -69800,
            -372417,
            -544664,
            -111517
        ],
        [
            1.598763,
            1.58309,
            1.620097,
            1.293411,
            0.976558,
            1.904319
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            61.538462,
            61.538462,
            61.538462,
            61.538462,
            61.538462,
            61.538462
        ],
        [
            0.999227,
            0.989431,
            1.01256,
            0.808382,
            0.610349,
            1.190199
        ],
        [
            70699,
            70699,
            26434,
            113598,
            113598,
            92745
        ],
        [
            -48610,
            -48610,
            -39035,
            -206441,
            -206441,
            -111517
        ],
        [
            70,
            93,
            47,
            70,
            93,
            47
        ],
        [
            50,
            54,
            46,
            50,
            54,
            46
        ],
        [
            102,
            156,
            48,
            102,
            156,
            48
        ],
        [
            7317,
            4858,
            2459,
            7317,
            4858,
            2459
        ],
        [
            106.122665,
            106.122666,
            111.622666,
            106.122666,
            106.122666,
            111.622666
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398493,
            -220367,
            -250952,
            -73840,
            -758379,
            -247205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7692,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1596304800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759200998307,
    "expiration_time": 1764174816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 242,
            "offset": 0,
            "multiplier": 4.94818
        }
    }
}

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)