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Trade: COMP/USDT/120/ALMA/ALMA/9564

Strategy
COMP/USDT/120/ALMA/ALMA/9564
Pair
COMP_USDT
Interval
2h
Score
338873
Daily Profit
0.159513
Profit Factor
1.331654
Profitability
53.179191
Streak
35.278804
Best Strategy
Training Data Length
1916.830000
Evaluation Time
2025-09-27 07:41
Expiration Time
2025-12-02 16:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305759.256 230362.2758 75396.9802 -11758.7553 37038.0152 -48796.7704
Total P&L (%) 305.7593 230.3623 75.397 -11.7588 37.038 -48.7968
Avg Daily Profit (%) 0.1595 0.1202 0.0393 -0.0065 0.0164 -0.0349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140472 -103861 -176463 -272460 -106857 -182887
Profit Factor 1.3317 1.5665 1.1463 0.9817 1.1451 0.8743
Total Trades 173 86 87 173 86 87
Winning Trades 92 47 45 92 47 45
Losing Trades 81 39 42 81 39 42
Profitability (%) 53.1792 54.6512 51.7241 53.1792 54.6512 51.7241
Ratio Avg Win / Avg Loss 1.1724 1.2998 1.0699 0.8643 0.9502 0.816
Largest Winning Trade 101117 101117 50794 89927 89927 57320
Largest Losing Trade -69087 -42185 -69087 -111897 -32483 -111897
Avg Bars in Trades 131 115 146 131 115 146
Avg Bars in Winners 147 129 165 147 129 165
Avg Bars in Losers 112 99 125 112 99 125
Bars Traded 22679 9974 12706 22679 9974 12706
Profit Streak 35.2788 0 44.0288 35.2788 0 44.0288
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338873 -30576 -199469 -578917 -235624 -580322
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23002,
    "evaluation_days": 1916.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594533600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758948088697,
    "expiration_time": 1764684518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "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": [
        [
            305759.2560027856,
            230362.2758369856,
            75396.9801657999,
            -11758.7552516334,
            37038.0151646146,
            -48796.7704162481
        ],
        [
            305.759256,
            230.362276,
            75.39698,
            -11.758755,
            37.038015,
            -48.79677
        ],
        [
            0.159513,
            0.120179,
            0.039334,
            -0.006526,
            0.016439,
            -0.034914
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140472,
            -103861,
            -176463,
            -272460,
            -106857,
            -182887
        ],
        [
            1.331654,
            1.566461,
            1.14633,
            0.981725,
            1.145149,
            0.874315
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            92,
            47,
            45,
            92,
            47,
            45
        ],
        [
            81,
            39,
            42,
            81,
            39,
            42
        ],
        [
            53.179191,
            54.651163,
            51.724138,
            53.179191,
            54.651163,
            51.724138
        ],
        [
            1.172434,
            1.299829,
            1.069908,
            0.864344,
            0.95023,
            0.816027
        ],
        [
            101117,
            101117,
            50794,
            89927,
            89927,
            57320
        ],
        [
            -69087,
            -42185,
            -69087,
            -111897,
            -32483,
            -111897
        ],
        [
            131,
            115,
            146,
            131,
            115,
            146
        ],
        [
            147,
            129,
            165,
            147,
            129,
            165
        ],
        [
            112,
            99,
            125,
            112,
            99,
            125
        ],
        [
            22679,
            9974,
            12706,
            22679,
            9974,
            12706
        ],
        [
            35.278804,
            0,
            44.028804,
            35.278804,
            0,
            44.028804
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338873,
            -30576,
            -199469,
            -578917,
            -235624,
            -580322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23002,
    "evaluation_days": 1916.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594533600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758948088697,
    "expiration_time": 1764684518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "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)