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Trade: COMP/USDT/480/HILO/DCU/1499

Strategy
COMP/USDT/480/HILO/DCU/1499
Pair
COMP_USDT
Interval
8h
Score
355474
Daily Profit
0.236769
Profit Factor
1.969535
Profitability
44.660194
Streak
0.000000
Best Strategy
Training Data Length
1924.330000
Evaluation Time
2025-10-01 08:15
Expiration Time
2025-11-27 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455621.2847 318788.9695 136832.3152 391905.845 192779.9273 199125.9177
Total P&L (%) 455.6213 318.789 136.8323 391.9058 192.7799 199.1259
Avg Daily Profit (%) 0.2368 0.1657 0.0711 0.0828 0.0558 0.057
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91177 -100477 -49799 -778790 -441295 -466896
Profit Factor 1.9695 2.1857 1.6805 1.1351 1.1204 1.1533
Total Trades 103 52 51 103 52 51
Winning Trades 46 20 26 46 20 26
Losing Trades 57 32 25 57 32 25
Profitability (%) 44.6602 38.4615 50.9804 44.6602 38.4615 50.9804
Ratio Avg Win / Avg Loss 2.4405 3.4971 1.6159 1.4066 1.7926 1.1089
Largest Winning Trade 329723 329723 50160 459114 459114 340524
Largest Losing Trade -27092 -24859 -27092 -332340 -222331 -332340
Avg Bars in Trades 54 63 45 54 63 45
Avg Bars in Winners 76 95 61 76 95 61
Avg Bars in Losers 36 42 28 36 42 28
Bars Traded 5611 3285 2326 5611 3285 2326
Profit Streak 0 0 26.219 0 0 26.219
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355474 -173056 -274201 -156082 -389893 -348178
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5773,
    "evaluation_days": 1924.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596384000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759295717498,
    "expiration_time": 1764264672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 95
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 17,
            "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": [
        [
            455621.2847366114,
            318788.9694895985,
            136832.315247013,
            391905.845014825,
            192779.9273085133,
            199125.9177063117
        ],
        [
            455.621285,
            318.788969,
            136.832315,
            391.905845,
            192.779927,
            199.125918
        ],
        [
            0.236769,
            0.165662,
            0.071106,
            0.082822,
            0.05584,
            0.056955
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91177,
            -100477,
            -49799,
            -778790,
            -441295,
            -466896
        ],
        [
            1.969535,
            2.185674,
            1.680519,
            1.135113,
            1.12038,
            1.153274
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            44.660194,
            38.461538,
            50.980392,
            44.660194,
            38.461538,
            50.980392
        ],
        [
            2.440511,
            3.497078,
            1.615884,
            1.406553,
            1.792609,
            1.108917
        ],
        [
            329723,
            329723,
            50160,
            459114,
            459114,
            340524
        ],
        [
            -27092,
            -24859,
            -27092,
            -332340,
            -222331,
            -332340
        ],
        [
            54,
            63,
            45,
            54,
            63,
            45
        ],
        [
            76,
            95,
            61,
            76,
            95,
            61
        ],
        [
            36,
            42,
            28,
            36,
            42,
            28
        ],
        [
            5611,
            3285,
            2326,
            5611,
            3285,
            2326
        ],
        [
            0,
            0,
            26.218952,
            0,
            0,
            26.218952
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355474,
            -173056,
            -274201,
            -156082,
            -389893,
            -348178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5773,
    "evaluation_days": 1924.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596384000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759295717498,
    "expiration_time": 1764264672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 95
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 17,
            "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)