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Trade: COMP/USDT/120/BBL/PWMA/1294

Strategy
COMP/USDT/120/BBL/PWMA/1294
Pair
COMP_USDT
Interval
2h
Score
347950
Daily Profit
0.166947
Profit Factor
1.607080
Profitability
63.917526
Streak
0.000000
Best Strategy
Training Data Length
1922.670000
Evaluation Time
2025-09-30 15:23
Expiration Time
2025-12-08 17:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320983.797 226453.6395 94530.1575 66394.8346 -63712.5724 130107.407
Total P&L (%) 320.9838 226.4536 94.5302 66.3948 -63.7126 130.1074
Avg Daily Profit (%) 0.1669 0.1178 0.0492 0.0265 -0.0527 0.0434
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110721 -152995 -30708 -421495 -485597 -68824
Profit Factor 1.6071 1.5111 2.1034 1.058 0.9352 1.8046
Total Trades 97 48 49 97 48 49
Winning Trades 62 28 34 62 28 34
Losing Trades 35 20 15 35 20 15
Profitability (%) 63.9175 58.3333 69.3878 63.9175 58.3333 69.3878
Ratio Avg Win / Avg Loss 0.9072 1.0794 0.928 0.5973 0.668 0.7961
Largest Winning Trade 166222 166222 16862 182997 182997 24013
Largest Losing Trade -64180 -64180 -19746 -181365 -181365 -46267
Avg Bars in Trades 202 386 23 202 386 23
Avg Bars in Winners 110 218 21 110 218 21
Avg Bars in Losers 365 619 26 365 619 26
Bars Traded 19678 18530 1148 19678 18530 1148
Profit Streak 0 154.8499 0 0 154.8499 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347950 -32257 -123142 -314040 -578644 -131468
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23072,
    "evaluation_days": 1922.67,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594476000000,
    "last_datapoint_time": 1759226400000,
    "evaluation_time": 1759235031648,
    "expiration_time": 1765206662400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 156,
            "offset": 0,
            "std": 3.66796
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 162,
            "offset": 34
        }
    }
}
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": [
        [
            320983.7970021799,
            226453.6394693612,
            94530.1575328189,
            66394.8346115568,
            -63712.5723893402,
            130107.407000897
        ],
        [
            320.983797,
            226.453639,
            94.530158,
            66.394835,
            -63.712572,
            130.107407
        ],
        [
            0.166947,
            0.117781,
            0.049166,
            0.026487,
            -0.05271,
            0.043354
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110721,
            -152995,
            -30708,
            -421495,
            -485597,
            -68824
        ],
        [
            1.60708,
            1.511113,
            2.103364,
            1.05802,
            0.935161,
            1.80455
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            63.917526,
            58.333333,
            69.387755,
            63.917526,
            58.333333,
            69.387755
        ],
        [
            0.907222,
            1.079366,
            0.927955,
            0.597269,
            0.667972,
            0.796125
        ],
        [
            166222,
            166222,
            16862,
            182997,
            182997,
            24013
        ],
        [
            -64180,
            -64180,
            -19746,
            -181365,
            -181365,
            -46267
        ],
        [
            202,
            386,
            23,
            202,
            386,
            23
        ],
        [
            110,
            218,
            21,
            110,
            218,
            21
        ],
        [
            365,
            619,
            26,
            365,
            619,
            26
        ],
        [
            19678,
            18530,
            1148,
            19678,
            18530,
            1148
        ],
        [
            0,
            154.849903,
            0,
            0,
            154.849903,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347950,
            -32257,
            -123142,
            -314040,
            -578644,
            -131468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23072,
    "evaluation_days": 1922.67,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594476000000,
    "last_datapoint_time": 1759226400000,
    "evaluation_time": 1759235031648,
    "expiration_time": 1765206662400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 156,
            "offset": 0,
            "std": 3.66796
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 162,
            "offset": 34
        }
    }
}

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)