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Trade: COMP/USDT/120/JMA/BBU/6484

Strategy
COMP/USDT/120/JMA/BBU/6484
Pair
COMP_USDT
Interval
2h
Score
332231
Daily Profit
0.181982
Profit Factor
1.442037
Profitability
48.251748
Streak
0.000000
Best Strategy
Training Data Length
1932.250000
Evaluation Time
2025-10-10 04:32
Expiration Time
2025-12-18 15:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 351635.4624 312606.7297 39028.7327 -33253.8435 55530.8229 -88784.6664
Total P&L (%) 351.6355 312.6067 39.0287 -33.2538 55.5308 -88.7847
Avg Daily Profit (%) 0.182 0.1618 0.0202 -0.0209 0.0229 -0.1132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -251484 -219462 -81012 -317884 -233903 -146462
Profit Factor 1.442 1.5262 1.1938 0.957 1.1009 0.6036
Total Trades 143 71 72 143 71 72
Winning Trades 69 35 34 69 35 34
Losing Trades 74 36 38 74 36 38
Profitability (%) 48.2517 49.2958 47.2222 48.2517 49.2958 47.2222
Ratio Avg Win / Avg Loss 1.5465 1.5698 1.3343 1.0264 1.1324 0.6746
Largest Winning Trade 252405 252405 27370 234466 234466 34333
Largest Losing Trade -60967 -60967 -15698 -119363 -119363 -50751
Avg Bars in Trades 156 282 32 156 282 32
Avg Bars in Winners 139 238 39 139 238 39
Avg Bars in Losers 171 325 25 171 325 25
Bars Traded 22344 20032 2312 22344 20032 2312
Profit Streak 0 66.7312 0 0 66.7312 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332231 -76801 -256038 -579412 -359452 -661316
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23187,
    "evaluation_days": 1932.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594778400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760059971358,
    "expiration_time": 1766064470400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 1.99046
        }
    }
}
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": [
        [
            351635.4623843368,
            312606.7297102064,
            39028.7326741304,
            -33253.8435257959,
            55530.8228545348,
            -88784.6663803306
        ],
        [
            351.635462,
            312.60673,
            39.028733,
            -33.253844,
            55.530823,
            -88.784666
        ],
        [
            0.181982,
            0.161784,
            0.020199,
            -0.02092,
            0.022861,
            -0.113166
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -251484,
            -219462,
            -81012,
            -317884,
            -233903,
            -146462
        ],
        [
            1.442037,
            1.526158,
            1.193827,
            0.957041,
            1.100943,
            0.60357
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            48.251748,
            49.295775,
            47.222222,
            48.251748,
            49.295775,
            47.222222
        ],
        [
            1.546532,
            1.569763,
            1.334278,
            1.026392,
            1.132399,
            0.674579
        ],
        [
            252405,
            252405,
            27370,
            234466,
            234466,
            34333
        ],
        [
            -60967,
            -60967,
            -15698,
            -119363,
            -119363,
            -50751
        ],
        [
            156,
            282,
            32,
            156,
            282,
            32
        ],
        [
            139,
            238,
            39,
            139,
            238,
            39
        ],
        [
            171,
            325,
            25,
            171,
            325,
            25
        ],
        [
            22344,
            20032,
            2312,
            22344,
            20032,
            2312
        ],
        [
            0,
            66.73115,
            0,
            0,
            66.73115,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332231,
            -76801,
            -256038,
            -579412,
            -359452,
            -661316
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23187,
    "evaluation_days": 1932.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594778400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760059971358,
    "expiration_time": 1766064470400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 1.99046
        }
    }
}

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)