COMPUSDT
Crypto market · BinanceCOMP · COMP: Quantitative Analysis of a 15-Minute Algorithmic Strategy
An analytical review of the algorithmic strategy COMP 215000 +89935.50% 1TRAD-OZB2 for the COMP asset. Based on historical execution data of 484 closed trades, a DevioLab Score of 66.01, and key performance and risk metrics.
Analysis as of 14.08.2026. Strategy data is updated separately.Read full analysis
Strategy profile
The COMP 215000 +89935.50% 1TRAD-OZB2 trading strategy operates on the 15-minute timeframe for the COMP crypto asset. It ranks 1st among evaluated strategies for this specific ticker, achieving a DevioLab Score of 66.01. Across its record of 484 completed trades, the strategy accumulated a total historical return of 84132.67% with a profit factor of 5.0. The benchmark annualized return stands at 924.94%, reflecting strong historical statistical metrics within the evaluated sample.
Trading rhythm and position duration
Executed on a 15-minute chart, the strategy relies on frequent updates of market price action. Specific metrics regarding holding duration, such as average holding hours, median holding hours, or trades per active month, are not recorded in the available dataset. Consequently, quantitative evaluation relies on the total sample of 484 closed transactions rather than intra-trade time parameters.
Quality of historical results
Out of 484 closed trades, 345 were profitable, establishing a win rate of 71.28%, while 139 trades ended in losses. A profit factor of 5.0 demonstrates that gross profits exceeded gross losses by five times. The average trade return was 1.78%, with a median trade return of 2.51%. The single best trade delivered a gain of 51.08%. The top 3 winning trades generated only 6.91% of total gross profits, proving that overall performance was driven by consistent performance across many positions rather than an over-reliance on a few extreme winners.
Risk, drawdown and losing behavior
Alongside high historical profitability, the strategy experienced significant equity fluctuations. The maximum peak-to-trough drawdown reached 47.62%, pointing to substantial historical volatility during unfavorable market conditions. The single worst trade resulted in a loss of -31.93%. Regarding trade distribution, the maximum consecutive losing streak was limited to 4 trades, whereas the longest winning streak reached 16 consecutive profitable trades.
Behavior through time and yearly stability
The dataset does not contain a yearly breakdown of trades, and the initial start date of recording is not specified, with the dataset history extending through August 2026. Without calendar-based annual segments, consistency must be interpreted from the overall dataset of 484 completed trades rather than period-by-period comparisons.
Strengths and limitations
Key strengths include a high historical win rate of 71.28%, a robust profit factor of 5.0, a 1st place ranking for the COMP ticker, and low dependency on outlier trades (top 3 winners account for 6.91% of gross profit). Major limitations include a maximum drawdown of 47.62%, a worst single trade loss of -31.93%, and zero trades logged since mid-2024.
DevioLab analytical conclusion
With a DevioLab Score of 66.01, the COMP 215000 +89935.50% 1TRAD-OZB2 strategy demonstrates clear historical edge for the COMP asset on the 15m chart. Its win rate and high profit factor distinguish it from other configurations, though its 47.62% maximum drawdown highlights the necessity of strict risk management.
Data scope and methodology
All percentage metrics and historical performance values describe simulated results from closed trades. They do not represent real-time account performance and do not constitute investment advice or guarantees of future results.