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Trade: COMP/USDT/360/SSF/SMA/2144

Strategy
COMP/USDT/360/SSF/SMA/2144
Pair
COMP_USDT
Interval
6h
Score
313499
Daily Profit
0.253016
Profit Factor
1.619773
Profitability
39.102564
Streak
46.087720
Best Strategy
Training Data Length
1925.750000
Evaluation Time
2025-10-02 23:06
Expiration Time
2025-11-29 14:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 487245.9327 328557.251 158688.6817 605385.2484 113988.1299 491397.1185
Total P&L (%) 487.2459 328.5573 158.6887 605.3852 113.9881 491.3971
Avg Daily Profit (%) 0.253 0.1706 0.0824 0.1015 0.0395 0.0923
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93293 -60099 -122856 -1101016 -677339 -622950
Profit Factor 1.6198 1.8212 1.411 1.1646 1.0579 1.2875
Total Trades 156 78 78 156 78 78
Winning Trades 61 27 34 61 27 34
Losing Trades 95 51 44 95 51 44
Profitability (%) 39.1026 34.6154 43.5897 39.1026 34.6154 43.5897
Ratio Avg Win / Avg Loss 2.5226 3.44 1.8261 1.8137 1.9982 1.6662
Largest Winning Trade 131462 131462 45737 641657 641657 322089
Largest Losing Trade -38334 -23545 -38334 -232377 -232377 -220322
Avg Bars in Trades 48 44 53 48 44 53
Avg Bars in Winners 78 70 84 78 70 84
Avg Bars in Losers 29 30 29 29 30 29
Bars Traded 7612 3440 4172 7612 3440 4172
Profit Streak 46.0877 46.0877 54.8377 46.0877 46.0877 54.8377
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313499 -29058 -117449 -97888 -335756 -104963
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7703,
    "evaluation_days": 1925.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593604800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759435578979,
    "expiration_time": 1764419544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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": [
        [
            487245.9326797944,
            328557.2510215551,
            158688.6816582396,
            605385.248407927,
            113988.1299093379,
            491397.118498589
        ],
        [
            487.245933,
            328.557251,
            158.688682,
            605.385248,
            113.98813,
            491.397118
        ],
        [
            0.253016,
            0.170613,
            0.082404,
            0.101496,
            0.039512,
            0.092335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93293,
            -60099,
            -122856,
            -1101016,
            -677339,
            -622950
        ],
        [
            1.619773,
            1.821184,
            1.41104,
            1.164565,
            1.057879,
            1.287485
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            95,
            51,
            44,
            95,
            51,
            44
        ],
        [
            39.102564,
            34.615385,
            43.589744,
            39.102564,
            34.615385,
            43.589744
        ],
        [
            2.522598,
            3.440015,
            1.826052,
            1.813666,
            1.998216,
            1.666158
        ],
        [
            131462,
            131462,
            45737,
            641657,
            641657,
            322089
        ],
        [
            -38334,
            -23545,
            -38334,
            -232377,
            -232377,
            -220322
        ],
        [
            48,
            44,
            53,
            48,
            44,
            53
        ],
        [
            78,
            70,
            84,
            78,
            70,
            84
        ],
        [
            29,
            30,
            29,
            29,
            30,
            29
        ],
        [
            7612,
            3440,
            4172,
            7612,
            3440,
            4172
        ],
        [
            46.08772,
            46.08772,
            54.83772,
            46.08772,
            46.08772,
            54.83772
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313499,
            -29058,
            -117449,
            -97888,
            -335756,
            -104963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7703,
    "evaluation_days": 1925.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593604800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759435578979,
    "expiration_time": 1764419544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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)