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Trade: COMP/USDT/480/HILO/KCU/9813

Strategy
COMP/USDT/480/HILO/KCU/9813
Pair
COMP_USDT
Interval
8h
Score
363608
Daily Profit
0.214953
Profit Factor
1.646521
Profitability
45.528455
Streak
10.778431
Best Strategy
Training Data Length
1922.000000
Evaluation Time
2025-09-28 21:40
Expiration Time
2025-11-25 09:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413139.5913 283465.5672 129674.0241 260403.9026 213266.6707 47137.232
Total P&L (%) 413.1396 283.4656 129.674 260.4039 213.2667 47.1372
Avg Daily Profit (%) 0.215 0.1475 0.0675 0.0667 0.0594 0.0201
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150718 -160796 -77442 -1672387 -896552 -870495
Profit Factor 1.6465 1.6946 1.5615 1.0609 1.0861 1.0262
Total Trades 123 61 62 123 61 62
Winning Trades 56 24 32 56 24 32
Losing Trades 67 37 30 67 37 30
Profitability (%) 45.5285 39.3443 51.6129 45.5285 39.3443 51.6129
Ratio Avg Win / Avg Loss 1.9699 2.6126 1.4639 1.2693 1.6744 0.9621
Largest Winning Trade 156436 156436 38109 752778 752778 433211
Largest Losing Trade -50106 -50106 -35043 -571420 -344306 -571420
Avg Bars in Trades 44 67 22 44 67 22
Avg Bars in Winners 47 73 28 47 73 28
Avg Bars in Losers 42 64 15 42 64 15
Bars Traded 5505 4136 1369 5505 4136 1369
Profit Streak 10.7784 0 14.7784 10.7784 0 14.7784
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363608 -159050 -254272 -258135 -404351 -514079
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5766,
    "evaluation_days": 1922,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759084856448,
    "expiration_time": 1764057024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 220,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            413139.5913026266,
            283465.5671790947,
            129674.0241235314,
            260403.902639538,
            213266.670676885,
            47137.2319626532
        ],
        [
            413.139591,
            283.465567,
            129.674024,
            260.403903,
            213.266671,
            47.137232
        ],
        [
            0.214953,
            0.147485,
            0.067468,
            0.066726,
            0.059429,
            0.020095
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150718,
            -160796,
            -77442,
            -1672387,
            -896552,
            -870495
        ],
        [
            1.646521,
            1.694635,
            1.561503,
            1.060906,
            1.086122,
            1.0262
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            56,
            24,
            32,
            56,
            24,
            32
        ],
        [
            67,
            37,
            30,
            67,
            37,
            30
        ],
        [
            45.528455,
            39.344262,
            51.612903,
            45.528455,
            39.344262,
            51.612903
        ],
        [
            1.969945,
            2.612563,
            1.463909,
            1.269299,
            1.674437,
            0.962063
        ],
        [
            156436,
            156436,
            38109,
            752778,
            752778,
            433211
        ],
        [
            -50106,
            -50106,
            -35043,
            -571420,
            -344306,
            -571420
        ],
        [
            44,
            67,
            22,
            44,
            67,
            22
        ],
        [
            47,
            73,
            28,
            47,
            73,
            28
        ],
        [
            42,
            64,
            15,
            42,
            64,
            15
        ],
        [
            5505,
            4136,
            1369,
            5505,
            4136,
            1369
        ],
        [
            10.778431,
            0,
            14.778431,
            10.778431,
            0,
            14.778431
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363608,
            -159050,
            -254272,
            -258135,
            -404351,
            -514079
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5766,
    "evaluation_days": 1922,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759084856448,
    "expiration_time": 1764057024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 220,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)