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Trade: COMP/USDT/120/OHLC4/KCU/2653

Strategy
COMP/USDT/120/OHLC4/KCU/2653
Pair
COMP_USDT
Interval
2h
Score
496846
Daily Profit
0.153548
Profit Factor
1.303722
Profitability
84.175824
Streak
26.795843
Best Strategy
Training Data Length
1932.170000
Evaluation Time
2025-10-10 02:06
Expiration Time
2025-12-18 13:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296681.4684 216549.7557 80131.7127 -43625.6847 284673.3835 -328299.0682
Total P&L (%) 296.6815 216.5498 80.1317 -43.6257 284.6734 -328.2991
Avg Daily Profit (%) 0.1535 0.1121 0.0415 -0.0297 0.0698 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152943 -157248 -86172 -713841 -344553 -627917
Profit Factor 1.3037 1.3613 1.2123 0.9731 1.3886 0.6299
Total Trades 455 227 228 455 227 228
Winning Trades 383 196 187 383 196 187
Losing Trades 72 31 41 72 31 41
Profitability (%) 84.1758 86.3436 82.0175 84.1758 86.3436 82.0175
Ratio Avg Win / Avg Loss 0.2451 0.2153 0.2658 0.1829 0.2196 0.1381
Largest Winning Trade 19133 19133 12016 67630 67630 51242
Largest Losing Trade -84614 -66622 -84614 -625795 -189196 -625795
Avg Bars in Trades 49 85 12 49 85 12
Avg Bars in Winners 14 23 5 14 23 5
Avg Bars in Losers 230 477 44 230 477 44
Bars Traded 22332 19459 2873 22332 19459 2873
Profit Streak 26.7958 26.7958 59.4625 26.7958 26.7958 59.4625
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 496846 -38622 -133175 -572640 -94890 -574324
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23186,
    "evaluation_days": 1932.17,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594483200000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760051160853,
    "expiration_time": 1766057011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 197,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            296681.4683770239,
            216549.7556542126,
            80131.7127228118,
            -43625.68468299,
            284673.3834913885,
            -328299.0681743787
        ],
        [
            296.681468,
            216.549756,
            80.131713,
            -43.625685,
            284.673383,
            -328.299068
        ],
        [
            0.153548,
            0.112076,
            0.041472,
            -0.029659,
            0.06975,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152943,
            -157248,
            -86172,
            -713841,
            -344553,
            -627917
        ],
        [
            1.303722,
            1.361318,
            1.212277,
            0.973065,
            1.38855,
            0.62987
        ],
        [
            455,
            227,
            228,
            455,
            227,
            228
        ],
        [
            383,
            196,
            187,
            383,
            196,
            187
        ],
        [
            72,
            31,
            41,
            72,
            31,
            41
        ],
        [
            84.175824,
            86.343612,
            82.017544,
            84.175824,
            86.343612,
            82.017544
        ],
        [
            0.245086,
            0.215311,
            0.265793,
            0.182926,
            0.219618,
            0.1381
        ],
        [
            19133,
            19133,
            12016,
            67630,
            67630,
            51242
        ],
        [
            -84614,
            -66622,
            -84614,
            -625795,
            -189196,
            -625795
        ],
        [
            49,
            85,
            12,
            49,
            85,
            12
        ],
        [
            14,
            23,
            5,
            14,
            23,
            5
        ],
        [
            230,
            477,
            44,
            230,
            477,
            44
        ],
        [
            22332,
            19459,
            2873,
            22332,
            19459,
            2873
        ],
        [
            26.795843,
            26.795843,
            59.46251,
            26.795843,
            26.795843,
            59.46251
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            496846,
            -38622,
            -133175,
            -572640,
            -94890,
            -574324
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23186,
    "evaluation_days": 1932.17,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594483200000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760051160853,
    "expiration_time": 1766057011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 197,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)