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Trade: COMP/USDT/720/BBM/MIDPOINT/9639

Strategy
COMP/USDT/720/BBM/MIDPOINT/9639
Pair
COMP_USDT
Interval
12h
Score
351639
Daily Profit
0.200632
Profit Factor
1.415168
Profitability
48.704663
Streak
134.612934
Best Strategy
Training Data Length
1925.500000
Evaluation Time
2025-10-02 05:42
Expiration Time
2025-11-28 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386317.4439 290770.4723 95546.9716 139352.5446 48507.5322 90845.0124
Total P&L (%) 386.3174 290.7705 95.547 139.3525 48.5075 90.845
Avg Daily Profit (%) 0.2006 0.151 0.0496 0.0453 0.0205 0.0336
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164464 -150955 -102323 -542214 -379472 -234728
Profit Factor 1.4152 1.5518 1.2368 1.0821 1.0503 1.124
Total Trades 193 96 97 193 96 97
Winning Trades 94 44 50 94 44 50
Losing Trades 99 52 47 99 52 47
Profitability (%) 48.7047 45.8333 51.5464 48.7047 45.8333 51.5464
Ratio Avg Win / Avg Loss 1.4904 1.834 1.1625 1.1397 1.2413 1.0566
Largest Winning Trade 136262 136262 47918 302826 302826 85898
Largest Losing Trade -33945 -33945 -25318 -151003 -151003 -128556
Avg Bars in Trades 18 23 13 18 23 13
Avg Bars in Winners 21 26 17 21 26 17
Avg Bars in Losers 15 20 9 15 20 9
Bars Traded 3540 2226 1314 3540 2226 1314
Profit Streak 134.6129 0 146.1129 134.6129 0 146.1129
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351639 298641 -126190 -261175 -333705 -231388
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3851,
    "evaluation_days": 1925.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595505600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759372957509,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 169,
            "offset": 0,
            "std": 3.65375
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 55,
            "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": [
        [
            386317.4439297839,
            290770.4723001022,
            95546.9716296818,
            139352.5445689425,
            48507.5321901189,
            90845.0123788233
        ],
        [
            386.317444,
            290.770472,
            95.546972,
            139.352545,
            48.507532,
            90.845012
        ],
        [
            0.200632,
            0.15101,
            0.049622,
            0.045337,
            0.02054,
            0.03357
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164464,
            -150955,
            -102323,
            -542214,
            -379472,
            -234728
        ],
        [
            1.415168,
            1.551814,
            1.236753,
            1.082141,
            1.050316,
            1.124027
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            94,
            44,
            50,
            94,
            44,
            50
        ],
        [
            99,
            52,
            47,
            99,
            52,
            47
        ],
        [
            48.704663,
            45.833333,
            51.546392,
            48.704663,
            45.833333,
            51.546392
        ],
        [
            1.490443,
            1.833962,
            1.162548,
            1.139701,
            1.241283,
            1.056585
        ],
        [
            136262,
            136262,
            47918,
            302826,
            302826,
            85898
        ],
        [
            -33945,
            -33945,
            -25318,
            -151003,
            -151003,
            -128556
        ],
        [
            18,
            23,
            13,
            18,
            23,
            13
        ],
        [
            21,
            26,
            17,
            21,
            26,
            17
        ],
        [
            15,
            20,
            9,
            15,
            20,
            9
        ],
        [
            3540,
            2226,
            1314,
            3540,
            2226,
            1314
        ],
        [
            134.612934,
            0,
            146.112934,
            134.612934,
            0,
            146.112934
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351639,
            298641,
            -126190,
            -261175,
            -333705,
            -231388
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3851,
    "evaluation_days": 1925.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595505600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759372957509,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 169,
            "offset": 0,
            "std": 3.65375
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 55,
            "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)