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Trade: COMP/USDT/720/SUPERTREND/SSF/7574

Strategy
COMP/USDT/720/SUPERTREND/SSF/7574
Pair
COMP_USDT
Interval
12h
Score
338213
Daily Profit
0.245575
Profit Factor
1.617664
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1933.500000
Evaluation Time
2025-10-10 08:36
Expiration Time
2025-12-07 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 474820.1523 405675.1954 69144.9569 146638.5931 326849.038 -180210.4449
Total P&L (%) 474.8202 405.6752 69.145 146.6386 326.849 -180.2104
Avg Daily Profit (%) 0.2456 0.2098 0.0358 0.0467 0.0751 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146655 -69133 -96566 -428519 -180821 -292290
Profit Factor 1.6177 2.1852 1.1621 1.0835 1.4123 0.8131
Total Trades 100 50 50 100 50 50
Winning Trades 45 21 24 45 21 24
Losing Trades 55 29 26 55 29 26
Profitability (%) 45 42 48 45 42 48
Ratio Avg Win / Avg Loss 1.9771 3.0177 1.259 1.3242 1.9503 0.8809
Largest Winning Trade 289644 289644 61387 221052 221052 89066
Largest Losing Trade -35404 -27423 -35404 -121719 -88733 -121719
Avg Bars in Trades 36 26 46 36 26 46
Avg Bars in Winners 46 27 63 46 27 63
Avg Bars in Losers 28 26 31 28 26 31
Bars Traded 3679 1349 2331 3679 1349 2331
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338213 -171026 -368187 -260943 -273697 -761611
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3867,
    "evaluation_days": 1933.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594512000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760074611928,
    "expiration_time": 1765066032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 34,
            "offset": 0,
            "multiplier": 3.41368
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 21,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            474820.1522833016,
            405675.1953630364,
            69144.9569202651,
            146638.5931031071,
            326849.037956792,
            -180210.4448536849
        ],
        [
            474.820152,
            405.675195,
            69.144957,
            146.638593,
            326.849038,
            -180.210445
        ],
        [
            0.245575,
            0.209814,
            0.035762,
            0.046701,
            0.075087,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146655,
            -69133,
            -96566,
            -428519,
            -180821,
            -292290
        ],
        [
            1.617664,
            2.185202,
            1.16214,
            1.083455,
            1.412277,
            0.813118
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            45,
            42,
            48,
            45,
            42,
            48
        ],
        [
            1.977145,
            3.01766,
            1.258985,
            1.324223,
            1.950287,
            0.880878
        ],
        [
            289644,
            289644,
            61387,
            221052,
            221052,
            89066
        ],
        [
            -35404,
            -27423,
            -35404,
            -121719,
            -88733,
            -121719
        ],
        [
            36,
            26,
            46,
            36,
            26,
            46
        ],
        [
            46,
            27,
            63,
            46,
            27,
            63
        ],
        [
            28,
            26,
            31,
            28,
            26,
            31
        ],
        [
            3679,
            1349,
            2331,
            3679,
            1349,
            2331
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338213,
            -171026,
            -368187,
            -260943,
            -273697,
            -761611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3867,
    "evaluation_days": 1933.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594512000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760074611928,
    "expiration_time": 1765066032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 34,
            "offset": 0,
            "multiplier": 3.41368
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 21,
            "offset": 0,
            "poles": 3
        }
    }
}

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)