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Trade: COMP/USDT/120/SMA/SSF/4005

Strategy
COMP/USDT/120/SMA/SSF/4005
Pair
COMP_USDT
Interval
2h
Score
316822
Daily Profit
0.214802
Profit Factor
1.613756
Profitability
44.000000
Streak
0.000000
Best Strategy
Training Data Length
1924.750000
Evaluation Time
2025-10-02 15:33
Expiration Time
2025-12-10 20:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413439.4032 294066.6489 119372.7543 293952.9634 131927.4147 162025.5488
Total P&L (%) 413.4394 294.0666 119.3728 293.953 131.9274 162.0255
Avg Daily Profit (%) 0.2148 0.1528 0.062 0.0713 0.0437 0.0501
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136839 -92351 -82296 -1346351 -1039484 -611208
Profit Factor 1.6138 1.8789 1.3521 1.0618 1.0523 1.0725
Total Trades 125 63 62 125 63 62
Winning Trades 55 28 27 55 28 27
Losing Trades 70 35 35 70 35 35
Profitability (%) 44 44.4444 43.5484 44 44.4444 43.5484
Ratio Avg Win / Avg Loss 2.0539 2.3487 1.7527 1.3513 1.3153 1.3903
Largest Winning Trade 176835 176835 56158 581875 581875 436922
Largest Losing Trade -34096 -26739 -34096 -293803 -293803 -230573
Avg Bars in Trades 179 155 203 179 155 203
Avg Bars in Winners 250 222 278 250 222 278
Avg Bars in Losers 123 102 145 123 102 145
Bars Traded 22438 9813 12625 22438 9813 12625
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316822 -138334 -265566 -252379 -446683 -423787
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23097,
    "evaluation_days": 1924.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594512000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759408404114,
    "expiration_time": 1765393142400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "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": [
        [
            413439.403152113,
            294066.6488851685,
            119372.7542669442,
            293952.9634304107,
            131927.4146555905,
            162025.5487748199
        ],
        [
            413.439403,
            294.066649,
            119.372754,
            293.952963,
            131.927415,
            162.025549
        ],
        [
            0.214802,
            0.152782,
            0.06202,
            0.071259,
            0.043717,
            0.050059
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136839,
            -92351,
            -82296,
            -1346351,
            -1039484,
            -611208
        ],
        [
            1.613756,
            1.878934,
            1.35208,
            1.061767,
            1.052254,
            1.072516
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            44,
            44.444444,
            43.548387,
            44,
            44.444444,
            43.548387
        ],
        [
            2.053871,
            2.348668,
            1.752696,
            1.35134,
            1.315317,
            1.390299
        ],
        [
            176835,
            176835,
            56158,
            581875,
            581875,
            436922
        ],
        [
            -34096,
            -26739,
            -34096,
            -293803,
            -293803,
            -230573
        ],
        [
            179,
            155,
            203,
            179,
            155,
            203
        ],
        [
            250,
            222,
            278,
            250,
            222,
            278
        ],
        [
            123,
            102,
            145,
            123,
            102,
            145
        ],
        [
            22438,
            9813,
            12625,
            22438,
            9813,
            12625
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316822,
            -138334,
            -265566,
            -252379,
            -446683,
            -423787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23097,
    "evaluation_days": 1924.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594512000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759408404114,
    "expiration_time": 1765393142400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "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)