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Trade: COMP/USDT/720/LINREG/MIDPRICE/1602

Strategy
COMP/USDT/720/LINREG/MIDPRICE/1602
Pair
COMP_USDT
Interval
12h
Score
365240
Daily Profit
0.167268
Profit Factor
2.007468
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-27 05:29
Expiration Time
2025-11-21 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430101.7176 320820.9507 109280.7669 328360.6703 128377.1783 199983.492
Total P&L (%) 430.1017 320.821 109.2808 328.3607 128.3772 199.9835
Avg Daily Profit (%) 0.2242 0.1673 0.057 0.0759 0.0431 0.0573
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80408 -105227 -98146 -263202 -228282 -128411
Profit Factor 1.798 2.0075 1.4955 1.2741 1.1757 1.4281
Total Trades 77 38 39 77 38 39
Winning Trades 34 18 16 34 18 16
Losing Trades 43 20 23 43 20 23
Profitability (%) 44.1558 47.3684 41.0256 44.1558 47.3684 41.0256
Ratio Avg Win / Avg Loss 2.2739 2.2305 2.1497 1.6114 1.3063 2.0528
Largest Winning Trade 155594 155594 49495 217672 217672 165293
Largest Losing Trade -54387 -54387 -37730 -104424 -104424 -97030
Avg Bars in Trades 47 62 31 47 62 31
Avg Bars in Winners 47 47 47 47 47 47
Avg Bars in Losers 46 76 20 46 76 20
Bars Traded 3626 2392 1234 3626 2392 1234
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 -37311 365240 -117918 -139149 -163661 -117907
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940191578,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 64,
            "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": [
        [
            430101.717585356,
            320820.9506736347,
            109280.766911721,
            328360.6702636681,
            128377.178270366,
            199983.4919933022
        ],
        [
            430.101718,
            320.820951,
            109.280767,
            328.36067,
            128.377178,
            199.983492
        ],
        [
            0.224245,
            0.167268,
            0.056976,
            0.075878,
            0.043066,
            0.057293
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80408,
            -105227,
            -98146,
            -263202,
            -228282,
            -128411
        ],
        [
            1.797959,
            2.007468,
            1.495471,
            1.274119,
            1.175692,
            1.428065
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            44.155844,
            47.368421,
            41.025641,
            44.155844,
            47.368421,
            41.025641
        ],
        [
            2.273889,
            2.23052,
            2.149739,
            1.611386,
            1.306324,
            2.052843
        ],
        [
            155594,
            155594,
            49495,
            217672,
            217672,
            165293
        ],
        [
            -54387,
            -54387,
            -37730,
            -104424,
            -104424,
            -97030
        ],
        [
            47,
            62,
            31,
            47,
            62,
            31
        ],
        [
            47,
            47,
            47,
            47,
            47,
            47
        ],
        [
            46,
            76,
            20,
            46,
            76,
            20
        ],
        [
            3626,
            2392,
            1234,
            3626,
            2392,
            1234
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37311,
            365240,
            -117918,
            -139149,
            -163661,
            -117907
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940191578,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 64,
            "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)