← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: COMP/USDT/120/SMA/ZLMA/9577

Strategy
COMP/USDT/120/SMA/ZLMA/9577
Pair
COMP_USDT
Interval
2h
Score
366946
Daily Profit
0.294032
Profit Factor
1.868346
Profitability
40.816327
Streak
45.462223
Best Strategy
Training Data Length
1924.000000
Evaluation Time
2025-10-01 22:05
Expiration Time
2025-12-10 02:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 565716.7314 408717.5087 156999.2227 1024409.7939 635823.902 388585.892
Total P&L (%) 565.7167 408.7175 156.9992 1024.4098 635.8239 388.5859
Avg Daily Profit (%) 0.294 0.2124 0.0816 0.1259 0.1038 0.0825
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83421 -77057 -72667 -1444878 -1362430 -506601
Profit Factor 1.8683 2.2415 1.4872 1.1879 1.2098 1.1605
Total Trades 147 74 73 147 74 73
Winning Trades 60 28 32 60 28 32
Losing Trades 87 46 41 87 46 41
Profitability (%) 40.8163 37.8378 43.8356 40.8163 37.8378 43.8356
Ratio Avg Win / Avg Loss 2.7091 3.6824 1.9054 1.7224 1.9875 1.4869
Largest Winning Trade 212670 212670 67376 1305045 1305045 354804
Largest Losing Trade -32882 -19168 -32882 -390910 -390910 -315496
Avg Bars in Trades 152 131 174 152 131 174
Avg Bars in Winners 255 219 286 255 219 286
Avg Bars in Losers 81 77 86 81 77 86
Bars Traded 22425 9697 12728 22425 9697 12728
Profit Streak 45.4622 45.4622 53.8789 45.4622 45.4622 53.8789
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366946 -56637 -155460 -39526 -121994 -200607
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23088,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594216800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759345536119,
    "expiration_time": 1765326009600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 160,
            "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": [
        [
            565716.7313608514,
            408717.5086825996,
            156999.2226782516,
            1024409.793939712,
            635823.9019838412,
            388585.8919558709
        ],
        [
            565.716731,
            408.717509,
            156.999223,
            1024.409794,
            635.823902,
            388.585892
        ],
        [
            0.294032,
            0.212431,
            0.0816,
            0.125851,
            0.103787,
            0.082484
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83421,
            -77057,
            -72667,
            -1444878,
            -1362430,
            -506601
        ],
        [
            1.868346,
            2.24149,
            1.487163,
            1.187884,
            1.209765,
            1.160491
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            40.816327,
            37.837838,
            43.835616,
            40.816327,
            37.837838,
            43.835616
        ],
        [
            2.709102,
            3.682447,
            1.905428,
            1.722431,
            1.98747,
            1.486879
        ],
        [
            212670,
            212670,
            67376,
            1305045,
            1305045,
            354804
        ],
        [
            -32882,
            -19168,
            -32882,
            -390910,
            -390910,
            -315496
        ],
        [
            152,
            131,
            174,
            152,
            131,
            174
        ],
        [
            255,
            219,
            286,
            255,
            219,
            286
        ],
        [
            81,
            77,
            86,
            81,
            77,
            86
        ],
        [
            22425,
            9697,
            12728,
            22425,
            9697,
            12728
        ],
        [
            45.462223,
            45.462224,
            53.87889,
            45.462224,
            45.462224,
            53.87889
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366946,
            -56637,
            -155460,
            -39526,
            -121994,
            -200607
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23088,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594216800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759345536119,
    "expiration_time": 1765326009600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 160,
            "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)