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Trade: COMP/USDT/120/MIDPOINT/SSF/2561

Strategy
COMP/USDT/120/MIDPOINT/SSF/2561
Pair
COMP_USDT
Interval
2h
Score
346355
Daily Profit
0.195950
Profit Factor
1.298323
Profitability
46.341463
Streak
19.522763
Best Strategy
Training Data Length
1931.750000
Evaluation Time
2025-10-09 15:32
Expiration Time
2025-12-18 03:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378526.6985 292877.6909 85649.0076 135288.2141 181712.909 -46424.6948
Total P&L (%) 378.5267 292.8777 85.649 135.2882 181.7129 -46.4247
Avg Daily Profit (%) 0.196 0.1516 0.0443 0.0443 0.0536 -0.0323
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126796 -139227 -58531 -400108 -308214 -215777
Profit Factor 1.2983 1.4456 1.14 1.0421 1.1132 0.9712
Total Trades 328 164 164 328 164 164
Winning Trades 152 74 78 152 74 78
Losing Trades 176 90 86 176 90 86
Profitability (%) 46.3415 45.122 47.561 46.3415 45.122 47.561
Ratio Avg Win / Avg Loss 1.5033 1.7582 1.257 1.2066 1.3539 1.0708
Largest Winning Trade 94342 94342 44923 239804 239804 130229
Largest Losing Trade -32059 -32059 -28676 -132448 -76088 -132448
Avg Bars in Trades 69 59 78 69 59 78
Avg Bars in Winners 83 65 101 83 65 101
Avg Bars in Losers 56 55 58 56 55 58
Bars Traded 22710 9784 12926 22710 9784 12926
Profit Streak 19.5228 0 20.5228 19.5228 0 20.5228
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346355 277164 -200268 -307152 -218932 -579202
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23181,
    "evaluation_days": 1931.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594116000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760013166758,
    "expiration_time": 1766019715200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            378526.6985395053,
            292877.6909476795,
            85649.0075918261,
            135288.2141176893,
            181712.9089500601,
            -46424.6948323708
        ],
        [
            378.526699,
            292.877691,
            85.649008,
            135.288214,
            181.712909,
            -46.424695
        ],
        [
            0.19595,
            0.151613,
            0.044338,
            0.044303,
            0.05363,
            -0.032301
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126796,
            -139227,
            -58531,
            -400108,
            -308214,
            -215777
        ],
        [
            1.298323,
            1.445628,
            1.140035,
            1.042055,
            1.113171,
            0.971187
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            152,
            74,
            78,
            152,
            74,
            78
        ],
        [
            176,
            90,
            86,
            176,
            90,
            86
        ],
        [
            46.341463,
            45.121951,
            47.560976,
            46.341463,
            45.121951,
            47.560976
        ],
        [
            1.503322,
            1.758197,
            1.256962,
            1.206591,
            1.353856,
            1.070796
        ],
        [
            94342,
            94342,
            44923,
            239804,
            239804,
            130229
        ],
        [
            -32059,
            -32059,
            -28676,
            -132448,
            -76088,
            -132448
        ],
        [
            69,
            59,
            78,
            69,
            59,
            78
        ],
        [
            83,
            65,
            101,
            83,
            65,
            101
        ],
        [
            56,
            55,
            58,
            56,
            55,
            58
        ],
        [
            22710,
            9784,
            12926,
            22710,
            9784,
            12926
        ],
        [
            19.522763,
            0,
            20.522763,
            19.522763,
            0,
            20.522763
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346355,
            277164,
            -200268,
            -307152,
            -218932,
            -579202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23181,
    "evaluation_days": 1931.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594116000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760013166758,
    "expiration_time": 1766019715200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 2
        }
    }
}

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)