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

Trade: COMP/USDT/120/WMA/KCB/9702

Strategy
COMP/USDT/120/WMA/KCB/9702
Pair
COMP_USDT
Interval
2h
Score
318291
Daily Profit
0.163030
Profit Factor
1.335551
Profitability
45.625000
Streak
41.984739
Best Strategy
Training Data Length
1916.830000
Evaluation Time
2025-09-27 20:38
Expiration Time
2025-12-02 16:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312500.537 246591.4459 65909.0911 31346.8581 17341.5757 14005.2824
Total P&L (%) 312.5005 246.5914 65.9091 31.3469 17.3416 14.0053
Avg Daily Profit (%) 0.163 0.1286 0.0344 0.0142 0.0083 0.0068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100375 -96989 -137769 -163250 -140323 -136075
Profit Factor 1.3356 1.5073 1.148 1.0278 1.0288 1.0267
Total Trades 160 80 80 160 80 80
Winning Trades 73 33 40 73 33 40
Losing Trades 87 47 40 87 47 40
Profitability (%) 45.625 41.25 50 45.625 41.25 50
Ratio Avg Win / Avg Loss 1.5917 2.1467 1.148 1.2249 1.4653 1.0267
Largest Winning Trade 114804 114804 48684 106047 106047 75263
Largest Losing Trade -42827 -28091 -42827 -55178 -40881 -55178
Avg Bars in Trades 141 142 139 141 142 139
Avg Bars in Winners 200 206 194 200 206 194
Avg Bars in Losers 91 98 83 91 98 83
Bars Traded 22562 11427 11135 22562 11427 11135
Profit Streak 41.9847 41.9847 50.9014 41.9847 41.9847 50.9014
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318291 -41128 -223807 -366633 -401503 -434915
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23002,
    "evaluation_days": 1916.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594533600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758994681445,
    "expiration_time": 1764684518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            312500.5369770999,
            246591.445909678,
            65909.0910674222,
            31346.8580933082,
            17341.5756760746,
            14005.2824172336
        ],
        [
            312.500537,
            246.591446,
            65.909091,
            31.346858,
            17.341576,
            14.005282
        ],
        [
            0.16303,
            0.128645,
            0.034384,
            0.014226,
            0.008343,
            0.006838
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100375,
            -96989,
            -137769,
            -163250,
            -140323,
            -136075
        ],
        [
            1.335551,
            1.507282,
            1.148043,
            1.027818,
            1.028798,
            1.026694
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            87,
            47,
            40,
            87,
            47,
            40
        ],
        [
            45.625,
            41.25,
            50,
            45.625,
            41.25,
            50
        ],
        [
            1.591684,
            2.146735,
            1.148043,
            1.224934,
            1.465258,
            1.026694
        ],
        [
            114804,
            114804,
            48684,
            106047,
            106047,
            75263
        ],
        [
            -42827,
            -28091,
            -42827,
            -55178,
            -40881,
            -55178
        ],
        [
            141,
            142,
            139,
            141,
            142,
            139
        ],
        [
            200,
            206,
            194,
            200,
            206,
            194
        ],
        [
            91,
            98,
            83,
            91,
            98,
            83
        ],
        [
            22562,
            11427,
            11135,
            22562,
            11427,
            11135
        ],
        [
            41.984739,
            41.984739,
            50.901405,
            41.984739,
            41.984739,
            50.901406
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318291,
            -41128,
            -223807,
            -366633,
            -401503,
            -434915
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23002,
    "evaluation_days": 1916.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594533600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758994681445,
    "expiration_time": 1764684518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)