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Trade: COMP/USDT/360/BBM/HILO/2032

Strategy
COMP/USDT/360/BBM/HILO/2032
Pair
COMP_USDT
Interval
6h
Score
326884
Daily Profit
0.185251
Profit Factor
1.303736
Profitability
49.146758
Streak
0.000000
Best Strategy
Training Data Length
1934.500000
Evaluation Time
2025-10-11 19:59
Expiration Time
2025-12-08 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358368.1921 256003.3908 102364.8013 77134.9024 -19442.2744 96577.1768
Total P&L (%) 358.3682 256.0034 102.3648 77.1349 -19.4423 96.5772
Avg Daily Profit (%) 0.1853 0.1323 0.0529 0.0296 -0.0112 0.0349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129512 -82021 -163978 -558177 -345367 -271672
Profit Factor 1.3037 1.4426 1.1702 1.0309 0.985 1.0804
Total Trades 293 147 146 293 147 146
Winning Trades 144 65 79 144 65 79
Losing Trades 149 82 67 149 82 67
Profitability (%) 49.1468 44.2177 54.1096 49.1468 44.2177 54.1096
Ratio Avg Win / Avg Loss 1.349 1.82 0.9924 1.0667 1.2427 0.9163
Largest Winning Trade 113660 113660 48298 254367 254367 117538
Largest Losing Trade -38728 -22579 -38728 -115292 -63588 -115292
Avg Bars in Trades 25 20 31 25 20 31
Avg Bars in Winners 31 23 37 31 23 37
Avg Bars in Losers 20 17 23 20 17 23
Bars Traded 7555 2998 4557 7555 2998 4557
Profit Streak 0 0 7.2079 0 0 7.2079
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326884 -16427 -156205 -338498 -581247 -278870
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7738,
    "evaluation_days": 1934.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594252800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760201963781,
    "expiration_time": 1765198224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 4.40909
        }
    },
    "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": [
        [
            358368.1921000952,
            256003.3907825206,
            102364.8013175744,
            77134.9024482226,
            -19442.274397789,
            96577.1768460117
        ],
        [
            358.368192,
            256.003391,
            102.364801,
            77.134902,
            -19.442274,
            96.577177
        ],
        [
            0.185251,
            0.132336,
            0.052915,
            0.029559,
            -0.011175,
            0.034945
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129512,
            -82021,
            -163978,
            -558177,
            -345367,
            -271672
        ],
        [
            1.303736,
            1.442646,
            1.170177,
            1.030859,
            0.985033,
            1.080445
        ],
        [
            293,
            147,
            146,
            293,
            147,
            146
        ],
        [
            144,
            65,
            79,
            144,
            65,
            79
        ],
        [
            149,
            82,
            67,
            149,
            82,
            67
        ],
        [
            49.146758,
            44.217687,
            54.109589,
            49.146758,
            44.217687,
            54.109589
        ],
        [
            1.349004,
            1.819953,
            0.992428,
            1.066653,
            1.242657,
            0.916327
        ],
        [
            113660,
            113660,
            48298,
            254367,
            254367,
            117538
        ],
        [
            -38728,
            -22579,
            -38728,
            -115292,
            -63588,
            -115292
        ],
        [
            25,
            20,
            31,
            25,
            20,
            31
        ],
        [
            31,
            23,
            37,
            31,
            23,
            37
        ],
        [
            20,
            17,
            23,
            20,
            17,
            23
        ],
        [
            7555,
            2998,
            4557,
            7555,
            2998,
            4557
        ],
        [
            0,
            0,
            7.207914,
            0,
            0,
            7.207914
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326884,
            -16427,
            -156205,
            -338498,
            -581247,
            -278870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7738,
    "evaluation_days": 1934.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594252800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760201963781,
    "expiration_time": 1765198224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 4.40909
        }
    },
    "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)