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Trade: COMP/USDT/720/SUPERTREND/HILO/5865

Strategy
COMP/USDT/720/SUPERTREND/HILO/5865
Pair
COMP_USDT
Interval
12h
Score
398756
Daily Profit
0.223196
Profit Factor
1.578600
Profitability
59.090909
Streak
0.000000
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-26 15:46
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 428090.3812 293817.2337 134273.1475 334585.9806 723793.5705 -389207.5899
Total P&L (%) 428.0904 293.8172 134.2731 334.586 723.7936 -389.2076
Avg Daily Profit (%) 0.2232 0.1532 0.07 0.0766 0.11 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162948 -47597 -116998 -1011728 -431629 -898507
Profit Factor 1.5786 1.9478 1.3123 1.086 1.4739 0.8353
Total Trades 110 55 55 110 55 55
Winning Trades 65 33 32 65 33 32
Losing Trades 45 22 23 45 22 23
Profitability (%) 59.0909 60 58.1818 59.0909 60 58.1818
Ratio Avg Win / Avg Loss 1.0929 1.2986 0.9433 0.7518 0.9826 0.6004
Largest Winning Trade 100672 100672 58393 394822 394822 243467
Largest Losing Trade -62563 -28756 -62563 -547786 -170512 -547786
Avg Bars in Trades 33 20 45 33 20 45
Avg Bars in Winners 34 15 54 34 15 54
Avg Bars in Losers 31 28 33 31 28 33
Bars Traded 3668 1146 2522 3668 1146 2522
Profit Streak 0 0 48.5323 0 0 48.5323
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398756 -168671 -279403 -216765 -224716 -759210

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595376000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890794819,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 54,
            "offset": 0,
            "multiplier": 3.48376
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            428090.3812063534,
            293817.2337075336,
            134273.1474988198,
            334585.9805922872,
            723793.5705269761,
            -389207.5899346888
        ],
        [
            428.090381,
            293.817234,
            134.273147,
            334.585981,
            723.793571,
            -389.20759
        ],
        [
            0.223196,
            0.153189,
            0.070007,
            0.076631,
            0.110006,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162948,
            -47597,
            -116998,
            -1011728,
            -431629,
            -898507
        ],
        [
            1.5786,
            1.947834,
            1.312347,
            1.08599,
            1.473855,
            0.835328
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            59.090909,
            60,
            58.181818,
            59.090909,
            60,
            58.181818
        ],
        [
            1.092877,
            1.298556,
            0.94325,
            0.751839,
            0.98257,
            0.600392
        ],
        [
            100672,
            100672,
            58393,
            394822,
            394822,
            243467
        ],
        [
            -62563,
            -28756,
            -62563,
            -547786,
            -170512,
            -547786
        ],
        [
            33,
            20,
            45,
            33,
            20,
            45
        ],
        [
            34,
            15,
            54,
            34,
            15,
            54
        ],
        [
            31,
            28,
            33,
            31,
            28,
            33
        ],
        [
            3668,
            1146,
            2522,
            3668,
            1146,
            2522
        ],
        [
            0,
            0,
            48.532347,
            0,
            0,
            48.532347
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398756,
            -168671,
            -279403,
            -216765,
            -224716,
            -759210
        ]
    ]
}
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": 1595376000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890794819,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 54,
            "offset": 0,
            "multiplier": 3.48376
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)