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Trade: COMP/USDT/120/MIDPRICE/HILO/8735

Strategy
COMP/USDT/120/MIDPRICE/HILO/8735
Pair
COMP_USDT
Interval
2h
Score
327484
Daily Profit
0.190826
Profit Factor
1.297137
Profitability
45.967742
Streak
0.000000
Best Strategy
Training Data Length
1926.670000
Evaluation Time
2025-10-04 15:20
Expiration Time
2025-12-12 20:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367658.9702 295214.9933 72443.9769 69755.3203 225452.9021 -155697.5817
Total P&L (%) 367.659 295.215 72.444 69.7553 225.4529 -155.6976
Avg Daily Profit (%) 0.1908 0.1532 0.0376 0.0275 0.0613 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141215 -92592 -107627 -1092896 -537521 -720233
Profit Factor 1.2971 1.4856 1.1151 1.0124 1.0765 0.9419
Total Trades 372 186 186 372 186 186
Winning Trades 171 81 90 171 81 90
Losing Trades 201 105 96 201 105 96
Profitability (%) 45.9677 43.5484 48.3871 45.9677 43.5484 48.3871
Ratio Avg Win / Avg Loss 1.5247 1.9258 1.1894 1.19 1.3954 1.0047
Largest Winning Trade 146332 146332 54843 451668 451668 282569
Largest Losing Trade -28516 -28516 -28130 -207928 -207928 -147939
Avg Bars in Trades 60 46 74 60 46 74
Avg Bars in Winners 76 60 92 76 60 92
Avg Bars in Losers 46 36 58 46 36 58
Bars Traded 22597 8733 13863 22597 8733 13863
Profit Streak 0 14.3473 0 0 14.3473 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 327484 289899 -236795 -362715 -249045 -579320
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23120,
    "evaluation_days": 1926.67,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594576800000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759580407760,
    "expiration_time": 1765564704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            367658.9702360781,
            295214.9933330077,
            72443.9769030703,
            69755.3203426674,
            225452.9020659801,
            -155697.581723312
        ],
        [
            367.65897,
            295.214993,
            72.443977,
            69.75532,
            225.452902,
            -155.697582
        ],
        [
            0.190826,
            0.153226,
            0.037601,
            0.02747,
            0.061267,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141215,
            -92592,
            -107627,
            -1092896,
            -537521,
            -720233
        ],
        [
            1.297137,
            1.485594,
            1.115102,
            1.012392,
            1.076451,
            0.941903
        ],
        [
            372,
            186,
            186,
            372,
            186,
            186
        ],
        [
            171,
            81,
            90,
            171,
            81,
            90
        ],
        [
            201,
            105,
            96,
            201,
            105,
            96
        ],
        [
            45.967742,
            43.548387,
            48.387097,
            45.967742,
            43.548387,
            48.387097
        ],
        [
            1.524705,
            1.925771,
            1.189442,
            1.190005,
            1.3954,
            1.004696
        ],
        [
            146332,
            146332,
            54843,
            451668,
            451668,
            282569
        ],
        [
            -28516,
            -28516,
            -28130,
            -207928,
            -207928,
            -147939
        ],
        [
            60,
            46,
            74,
            60,
            46,
            74
        ],
        [
            76,
            60,
            92,
            76,
            60,
            92
        ],
        [
            46,
            36,
            58,
            46,
            36,
            58
        ],
        [
            22597,
            8733,
            13863,
            22597,
            8733,
            13863
        ],
        [
            0,
            14.347312,
            0,
            0,
            14.347312,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327484,
            289899,
            -236795,
            -362715,
            -249045,
            -579320
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23120,
    "evaluation_days": 1926.67,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594576800000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759580407760,
    "expiration_time": 1765564704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)