← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: COMP/USDT/720/SSF/MIDPOINT/8978

Strategy
COMP/USDT/720/SSF/MIDPOINT/8978
Pair
COMP_USDT
Interval
12h
Score
446766
Daily Profit
0.162862
Profit Factor
2.066244
Profitability
54.838710
Streak
223.051268
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-26 04:13
Expiration Time
2025-11-21 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 425005.0133 312369.6262 112635.3871 228809.3782 225918.4373 2890.9409
Total P&L (%) 425.005 312.3696 112.6354 228.8094 225.9184 2.8909
Avg Daily Profit (%) 0.2216 0.1629 0.0587 0.0621 0.0616 0.0015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114000 -148811 -62592 -431080 -379581 -283319
Profit Factor 1.8803 2.0662 1.5934 1.1273 1.2174 1.0038
Total Trades 63 31 32 63 31 32
Winning Trades 36 17 19 36 17 19
Losing Trades 27 14 13 27 14 13
Profitability (%) 57.1429 54.8387 59.375 57.1429 54.8387 59.375
Ratio Avg Win / Avg Loss 1.4102 1.7016 1.0902 0.8455 1.0026 0.6868
Largest Winning Trade 285487 285487 40577 397938 397938 104133
Largest Losing Trade -38782 -38782 -32790 -169071 -169071 -151917
Avg Bars in Trades 57 77 38 57 77 38
Avg Bars in Winners 75 105 48 75 105 48
Avg Bars in Losers 33 42 23 33 42 23
Bars Traded 3623 2398 1225 3623 2398 1225
Profit Streak 223.0513 223.0513 227.0513 223.0513 223.0513 227.0513
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138453 446766 -110473 -340930 -109891 -572447

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598961600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849229585,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 138,
            "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": [
        [
            425005.0132992889,
            312369.6261888781,
            112635.3871104106,
            228809.378180142,
            225918.4373026234,
            2890.9408775189
        ],
        [
            425.005013,
            312.369626,
            112.635387,
            228.809378,
            225.918437,
            2.890941
        ],
        [
            0.221588,
            0.162862,
            0.058725,
            0.062079,
            0.061618,
            0.001486
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114000,
            -148811,
            -62592,
            -431080,
            -379581,
            -283319
        ],
        [
            1.880327,
            2.066244,
            1.593385,
            1.127286,
            1.217386,
            1.003812
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            57.142857,
            54.83871,
            59.375,
            57.142857,
            54.83871,
            59.375
        ],
        [
            1.410245,
            1.701613,
            1.090211,
            0.845465,
            1.002553,
            0.686819
        ],
        [
            285487,
            285487,
            40577,
            397938,
            397938,
            104133
        ],
        [
            -38782,
            -38782,
            -32790,
            -169071,
            -169071,
            -151917
        ],
        [
            57,
            77,
            38,
            57,
            77,
            38
        ],
        [
            75,
            105,
            48,
            75,
            105,
            48
        ],
        [
            33,
            42,
            23,
            33,
            42,
            23
        ],
        [
            3623,
            2398,
            1225,
            3623,
            2398,
            1225
        ],
        [
            223.051268,
            223.051268,
            227.051268,
            223.051268,
            223.051268,
            227.051268
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138453,
            446766,
            -110473,
            -340930,
            -109891,
            -572447
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598961600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849229585,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 138,
            "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)