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Trade: COMP/USDT/240/VWMA/MIDPRICE/6745

Strategy
COMP/USDT/240/VWMA/MIDPRICE/6745
Pair
COMP_USDT
Interval
4h
Score
395008
Daily Profit
0.162001
Profit Factor
1.354979
Profitability
56.441718
Streak
146.842263
Best Strategy
Training Data Length
1923.330000
Evaluation Time
2025-09-30 15:12
Expiration Time
2025-11-27 02:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311580.8939 222047.8631 89533.0308 26108.9825 4091.699 22017.2835
Total P&L (%) 311.5809 222.0479 89.533 26.109 4.0917 22.0173
Avg Daily Profit (%) 0.162 0.1155 0.0466 0.0121 0.0021 0.0103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152591 -142756 -97510 -122264 -111260 -80880
Profit Factor 1.355 1.5328 1.1942 1.0591 1.0178 1.104
Total Trades 163 81 82 163 81 82
Winning Trades 92 45 47 92 45 47
Losing Trades 71 36 35 71 36 35
Profitability (%) 56.4417 55.5556 57.3171 56.4417 55.5556 57.3171
Ratio Avg Win / Avg Loss 1.0457 1.2263 0.8893 0.8173 0.8142 0.8221
Largest Winning Trade 57095 57095 40458 27680 27680 25850
Largest Losing Trade -63144 -63144 -57024 -46848 -46848 -46384
Avg Bars in Trades 69 82 55 69 82 55
Avg Bars in Winners 69 74 65 69 74 65
Avg Bars in Losers 67 93 41 67 93 41
Bars Traded 11263 6716 4547 11263 6716 4547
Profit Streak 146.8423 147.1756 146.8423 146.8423 147.1756 146.8423
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395008 -47190 -141404 -334120 -568265 -294449
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11540,
    "evaluation_days": 1923.33,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1595275200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759234371562,
    "expiration_time": 1764204480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "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": [
        [
            311580.8938779349,
            222047.8631257626,
            89533.0307521723,
            26108.9824635717,
            4091.6990070183,
            22017.2834565535
        ],
        [
            311.580894,
            222.047863,
            89.533031,
            26.108982,
            4.091699,
            22.017283
        ],
        [
            0.162001,
            0.11545,
            0.046551,
            0.012062,
            0.002085,
            0.010347
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152591,
            -142756,
            -97510,
            -122264,
            -111260,
            -80880
        ],
        [
            1.354979,
            1.532848,
            1.194204,
            1.059089,
            1.017779,
            1.103996
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            56.441718,
            55.555556,
            57.317073,
            56.441718,
            55.555556,
            57.317073
        ],
        [
            1.04569,
            1.226279,
            0.889301,
            0.817341,
            0.814223,
            0.822124
        ],
        [
            57095,
            57095,
            40458,
            27680,
            27680,
            25850
        ],
        [
            -63144,
            -63144,
            -57024,
            -46848,
            -46848,
            -46384
        ],
        [
            69,
            82,
            55,
            69,
            82,
            55
        ],
        [
            69,
            74,
            65,
            69,
            74,
            65
        ],
        [
            67,
            93,
            41,
            67,
            93,
            41
        ],
        [
            11263,
            6716,
            4547,
            11263,
            6716,
            4547
        ],
        [
            146.842263,
            147.175597,
            146.842263,
            146.842263,
            147.175597,
            146.842263
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395008,
            -47190,
            -141404,
            -334120,
            -568265,
            -294449
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11540,
    "evaluation_days": 1923.33,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1595275200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759234371562,
    "expiration_time": 1764204480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "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)