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Trade: COMP/USDT/240/BBM/SINWMA/4919

Strategy
COMP/USDT/240/BBM/SINWMA/4919
Pair
COMP_USDT
Interval
4h
Score
326223
Daily Profit
0.228249
Profit Factor
1.525641
Profitability
44.242424
Streak
0.000000
Best Strategy
Training Data Length
1924.000000
Evaluation Time
2025-10-01 06:34
Expiration Time
2025-11-27 19:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439150.9002 312940.9459 126209.9542 330484.7799 132689.7598 197795.0201
Total P&L (%) 439.1509 312.9409 126.21 330.4848 132.6898 197.795
Avg Daily Profit (%) 0.2282 0.1627 0.0656 0.0759 0.0439 0.0567
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97515 -85836 -69446 -792585 -511798 -380616
Profit Factor 1.5256 1.7214 1.3142 1.0764 1.058 1.0971
Total Trades 165 83 82 165 83 82
Winning Trades 73 34 39 73 34 39
Losing Trades 92 49 43 92 49 43
Profitability (%) 44.2424 40.9639 47.561 44.2424 40.9639 47.561
Ratio Avg Win / Avg Loss 1.9227 2.4808 1.449 1.3566 1.5247 1.2097
Largest Winning Trade 126066 126066 44715 489030 489030 204999
Largest Losing Trade -27431 -27431 -26485 -193615 -193615 -185410
Avg Bars in Trades 68 61 74 68 61 74
Avg Bars in Winners 98 90 105 98 90 105
Avg Bars in Losers 43 41 46 43 41 46
Bars Traded 11226 5107 6119 11226 5107 6119
Profit Streak 0 0 52.316 0 0 52.316
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326223 241862 -110014 -229462 -293762 -235691
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11544,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594238400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759289698951,
    "expiration_time": 1764263808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 83,
            "offset": 0,
            "std": 4.58974
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 33,
            "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": [
        [
            439150.9001525228,
            312940.9459402792,
            126209.9542122438,
            330484.7798993797,
            132689.7598036801,
            197795.0200957003
        ],
        [
            439.1509,
            312.940946,
            126.209954,
            330.48478,
            132.68976,
            197.79502
        ],
        [
            0.228249,
            0.162651,
            0.065598,
            0.075899,
            0.043904,
            0.056733
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97515,
            -85836,
            -69446,
            -792585,
            -511798,
            -380616
        ],
        [
            1.525641,
            1.721388,
            1.314225,
            1.076406,
            1.05797,
            1.097128
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            92,
            49,
            43,
            92,
            49,
            43
        ],
        [
            44.242424,
            40.963855,
            47.560976,
            44.242424,
            40.963855,
            47.560976
        ],
        [
            1.922725,
            2.480824,
            1.449018,
            1.356566,
            1.524721,
            1.209654
        ],
        [
            126066,
            126066,
            44715,
            489030,
            489030,
            204999
        ],
        [
            -27431,
            -27431,
            -26485,
            -193615,
            -193615,
            -185410
        ],
        [
            68,
            61,
            74,
            68,
            61,
            74
        ],
        [
            98,
            90,
            105,
            98,
            90,
            105
        ],
        [
            43,
            41,
            46,
            43,
            41,
            46
        ],
        [
            11226,
            5107,
            6119,
            11226,
            5107,
            6119
        ],
        [
            0,
            0,
            52.31596,
            0,
            0,
            52.31596
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326223,
            241862,
            -110014,
            -229462,
            -293762,
            -235691
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11544,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594238400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759289698951,
    "expiration_time": 1764263808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 83,
            "offset": 0,
            "std": 4.58974
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 33,
            "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)