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Trade: COMP/USDT/360/SSF/SSF/2789

Strategy
COMP/USDT/360/SSF/SSF/2789
Pair
COMP_USDT
Interval
6h
Score
366851
Daily Profit
0.301219
Profit Factor
1.876338
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
1921.750000
Evaluation Time
2025-09-28 22:16
Expiration Time
2025-11-25 11:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 578867.0814 406032.4127 172834.6686 874753.2669 365086.8228 509666.4441
Total P&L (%) 578.8671 406.0324 172.8347 874.7533 365.0868 509.6664
Avg Daily Profit (%) 0.3012 0.2113 0.0899 0.1186 0.08 0.0941
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93405 -57615 -87484 -1086681 -655834 -603681
Profit Factor 1.8763 2.2655 1.5088 1.2517 1.2064 1.2987
Total Trades 120 60 60 120 60 60
Winning Trades 52 24 28 52 24 28
Losing Trades 68 36 32 68 36 32
Profitability (%) 43.3333 40 46.6667 43.3333 40 46.6667
Ratio Avg Win / Avg Loss 2.4537 3.3982 1.7243 1.6368 1.8096 1.4842
Largest Winning Trade 232019 232019 50846 696613 696613 337536
Largest Losing Trade -55422 -33871 -55422 -319227 -218530 -319227
Avg Bars in Trades 63 57 69 63 57 69
Avg Bars in Winners 89 83 95 89 83 95
Avg Bars in Losers 42 39 46 42 39 46
Bars Traded 7582 3421 4161 7582 3421 4161
Profit Streak 0 0 49.0529 0 0 49.0529
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366851 -161317 -240334 -35687 -258845 -236744
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7687,
    "evaluation_days": 1921.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593064800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086968059,
    "expiration_time": 1764063576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 120,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 141,
            "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": [
        [
            578867.0813827503,
            406032.4127476796,
            172834.66863507,
            874753.2669092752,
            365086.8228215252,
            509666.4440877498
        ],
        [
            578.867081,
            406.032413,
            172.834669,
            874.753267,
            365.086823,
            509.666444
        ],
        [
            0.301219,
            0.211283,
            0.089936,
            0.118557,
            0.080014,
            0.094112
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93405,
            -57615,
            -87484,
            -1086681,
            -655834,
            -603681
        ],
        [
            1.876338,
            2.26546,
            1.508794,
            1.251699,
            1.206372,
            1.298694
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            43.333333,
            40,
            46.666667,
            43.333333,
            40,
            46.666667
        ],
        [
            2.453673,
            3.398191,
            1.724336,
            1.636838,
            1.809558,
            1.484222
        ],
        [
            232019,
            232019,
            50846,
            696613,
            696613,
            337536
        ],
        [
            -55422,
            -33871,
            -55422,
            -319227,
            -218530,
            -319227
        ],
        [
            63,
            57,
            69,
            63,
            57,
            69
        ],
        [
            89,
            83,
            95,
            89,
            83,
            95
        ],
        [
            42,
            39,
            46,
            42,
            39,
            46
        ],
        [
            7582,
            3421,
            4161,
            7582,
            3421,
            4161
        ],
        [
            0,
            0,
            49.052871,
            0,
            0,
            49.052871
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366851,
            -161317,
            -240334,
            -35687,
            -258845,
            -236744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7687,
    "evaluation_days": 1921.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593064800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086968059,
    "expiration_time": 1764063576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 120,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 141,
            "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)