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Trade: COMP/USDT/720/BBM/SUPERTREND/2478

Strategy
COMP/USDT/720/BBM/SUPERTREND/2478
Pair
COMP_USDT
Interval
12h
Score
400588
Daily Profit
0.203274
Profit Factor
1.545133
Profitability
51.886792
Streak
77.780173
Best Strategy
Training Data Length
1923.000000
Evaluation Time
2025-09-29 21:43
Expiration Time
2025-11-26 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390896.7619 289073.7336 101823.0283 200027.78 88482.3903 111545.3897
Total P&L (%) 390.8968 289.0737 101.823 200.0278 88.4824 111.5454
Avg Daily Profit (%) 0.2033 0.1503 0.053 0.0572 0.033 0.039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137769 -138528 -66131 -208981 -155373 -118788
Profit Factor 1.5451 1.7242 1.3203 1.1915 1.1503 1.2446
Total Trades 106 53 53 106 53 53
Winning Trades 55 26 29 55 26 29
Losing Trades 51 27 24 51 27 24
Profitability (%) 51.8868 49.0566 54.717 51.8868 49.0566 54.717
Ratio Avg Win / Avg Loss 1.4328 1.7905 1.0927 1.1048 1.1945 1.03
Largest Winning Trade 145693 145693 26455 113256 113256 57655
Largest Losing Trade -62428 -62428 -26463 -113962 -113962 -55329
Avg Bars in Trades 33 43 23 33 43 23
Avg Bars in Winners 34 38 30 34 38 30
Avg Bars in Losers 33 48 15 33 48 15
Bars Traded 3565 2316 1249 3565 2316 1249
Profit Streak 77.7802 77.7802 111.7802 77.7802 77.7802 111.7802
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400588 -169400 -300206 -124620 -383922 -319307
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3846,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759171406950,
    "expiration_time": 1764131616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 32,
            "offset": 0,
            "std": 1.76006
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 197,
            "offset": 0,
            "multiplier": 3.48977
        }
    }
}
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": [
        [
            390896.7618648874,
            289073.7335970075,
            101823.0282678798,
            200027.7799949062,
            88482.3902702492,
            111545.389724657
        ],
        [
            390.896762,
            289.073734,
            101.823028,
            200.02778,
            88.48239,
            111.54539
        ],
        [
            0.203274,
            0.150324,
            0.05295,
            0.057151,
            0.032966,
            0.038971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137769,
            -138528,
            -66131,
            -208981,
            -155373,
            -118788
        ],
        [
            1.545133,
            1.724153,
            1.320322,
            1.191468,
            1.150292,
            1.244634
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            51.886792,
            49.056604,
            54.716981,
            51.886792,
            49.056604,
            54.716981
        ],
        [
            1.43276,
            1.790466,
            1.09268,
            1.104816,
            1.194534,
            1.030042
        ],
        [
            145693,
            145693,
            26455,
            113256,
            113256,
            57655
        ],
        [
            -62428,
            -62428,
            -26463,
            -113962,
            -113962,
            -55329
        ],
        [
            33,
            43,
            23,
            33,
            43,
            23
        ],
        [
            34,
            38,
            30,
            34,
            38,
            30
        ],
        [
            33,
            48,
            15,
            33,
            48,
            15
        ],
        [
            3565,
            2316,
            1249,
            3565,
            2316,
            1249
        ],
        [
            77.780173,
            77.780173,
            111.780173,
            77.780173,
            77.780173,
            111.780173
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400588,
            -169400,
            -300206,
            -124620,
            -383922,
            -319307
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3846,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759171406950,
    "expiration_time": 1764131616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 32,
            "offset": 0,
            "std": 1.76006
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 197,
            "offset": 0,
            "multiplier": 3.48977
        }
    }
}

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)