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Trade: COMP/USDT/240/HWMA/BBU/8374

Strategy
COMP/USDT/240/HWMA/BBU/8374
Pair
COMP_USDT
Interval
4h
Score
339740
Daily Profit
0.155494
Profit Factor
1.358892
Profitability
68.341709
Streak
0.000000
Best Strategy
Training Data Length
1922.830000
Evaluation Time
2025-09-30 00:39
Expiration Time
2025-11-26 14:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298988.1447 251842.7948 47145.3499 -19770.0249 -107284.8507 87514.8258
Total P&L (%) 298.9881 251.8428 47.1454 -19.77 -107.2849 87.5148
Avg Daily Profit (%) 0.1555 0.131 0.0245 -0.0115 0 0.0327
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164103 -173182 -26251 -1392883 -1433644 -113939
Profit Factor 1.3589 1.3638 1.3347 0.9932 0.9584 1.2588
Total Trades 199 99 100 199 99 100
Winning Trades 136 69 67 136 69 67
Losing Trades 63 30 33 63 30 33
Profitability (%) 68.3417 69.697 67 68.3417 69.697 67
Ratio Avg Win / Avg Loss 0.6295 0.593 0.6574 0.4601 0.4167 0.62
Largest Winning Trade 47923 47923 8597 367296 367296 43720
Largest Losing Trade -67142 -67142 -21585 -940123 -940123 -68976
Avg Bars in Trades 56 110 2 56 110 2
Avg Bars in Winners 23 44 1 23 44 1
Avg Bars in Losers 127 261 4 127 261 4
Bars Traded 11180 10907 273 11180 10907 273
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 339740 -16824 -160600 -577358 -578237 -148568
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11537,
    "evaluation_days": 1922.83,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1593864000000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759181987096,
    "expiration_time": 1764159984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.83094,
            "nb": 0.19996,
            "nc": 0.01711
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 2.89211
        }
    }
}
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": [
        [
            298988.1447025271,
            251842.7947679179,
            47145.3499346093,
            -19770.0248852294,
            -107284.8506890908,
            87514.8258038612
        ],
        [
            298.988145,
            251.842795,
            47.14535,
            -19.770025,
            -107.284851,
            87.514826
        ],
        [
            0.155494,
            0.130975,
            0.024519,
            -0.011455,
            0,
            0.032701
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164103,
            -173182,
            -26251,
            -1392883,
            -1433644,
            -113939
        ],
        [
            1.358892,
            1.363818,
            1.334685,
            0.993229,
            0.95844,
            1.258773
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            136,
            69,
            67,
            136,
            69,
            67
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            68.341709,
            69.69697,
            67,
            68.341709,
            69.69697,
            67
        ],
        [
            0.629487,
            0.592964,
            0.657382,
            0.460099,
            0.416713,
            0.619993
        ],
        [
            47923,
            47923,
            8597,
            367296,
            367296,
            43720
        ],
        [
            -67142,
            -67142,
            -21585,
            -940123,
            -940123,
            -68976
        ],
        [
            56,
            110,
            2,
            56,
            110,
            2
        ],
        [
            23,
            44,
            1,
            23,
            44,
            1
        ],
        [
            127,
            261,
            4,
            127,
            261,
            4
        ],
        [
            11180,
            10907,
            273,
            11180,
            10907,
            273
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339740,
            -16824,
            -160600,
            -577358,
            -578237,
            -148568
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11537,
    "evaluation_days": 1922.83,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1593864000000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759181987096,
    "expiration_time": 1764159984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.83094,
            "nb": 0.19996,
            "nc": 0.01711
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 2.89211
        }
    }
}

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)