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Trade: COMP/USDT/240/WMA/PSAR/6287

Strategy
COMP/USDT/240/WMA/PSAR/6287
Pair
COMP_USDT
Interval
4h
Score
382137
Daily Profit
0.196509
Profit Factor
1.258670
Profitability
51.644101
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-27 10:42
Expiration Time
2025-11-21 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 376806.005 262358.0169 114447.9882 204350.8626 109279.7068 95071.1558
Total P&L (%) 376.806 262.358 114.448 204.3509 109.2797 95.0712
Avg Daily Profit (%) 0.1965 0.1368 0.0597 0.0581 0.0385 0.0349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116833 -147856 -82043 -432454 -425033 -269581
Profit Factor 1.2587 1.3542 1.1598 1.0455 1.0486 1.0425
Total Trades 517 259 258 517 259 258
Winning Trades 267 134 133 267 134 133
Losing Trades 250 125 125 250 125 125
Profitability (%) 51.6441 51.7375 51.5504 51.6441 51.7375 51.5504
Ratio Avg Win / Avg Loss 1.1785 1.2633 1.0901 0.979 0.9781 0.9798
Largest Winning Trade 111187 111187 45940 227888 227888 99109
Largest Losing Trade -23373 -23373 -20254 -106695 -67613 -106695
Avg Bars in Trades 21 19 24 21 19 24
Avg Bars in Winners 25 22 29 25 22 29
Avg Bars in Losers 17 16 19 17 16 19
Bars Traded 11351 5046 6305 11351 5046 6305
Profit Streak 0 0 8.4876 0 0 8.4876
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382137 -8657 -155998 -284296 -308930 -319823
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594944000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758958927723,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            376806.0050189928,
            262358.0168683158,
            114447.9881506776,
            204350.86261115,
            109279.7068340615,
            95071.1557770881
        ],
        [
            376.806005,
            262.358017,
            114.447988,
            204.350863,
            109.279707,
            95.071156
        ],
        [
            0.196509,
            0.136823,
            0.059686,
            0.058062,
            0.038521,
            0.034853
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116833,
            -147856,
            -82043,
            -432454,
            -425033,
            -269581
        ],
        [
            1.25867,
            1.354234,
            1.159827,
            1.045541,
            1.048551,
            1.042511
        ],
        [
            517,
            259,
            258,
            517,
            259,
            258
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            51.644101,
            51.737452,
            51.550388,
            51.644101,
            51.737452,
            51.550388
        ],
        [
            1.17853,
            1.263278,
            1.090063,
            0.978971,
            0.978126,
            0.979803
        ],
        [
            111187,
            111187,
            45940,
            227888,
            227888,
            99109
        ],
        [
            -23373,
            -23373,
            -20254,
            -106695,
            -67613,
            -106695
        ],
        [
            21,
            19,
            24,
            21,
            19,
            24
        ],
        [
            25,
            22,
            29,
            25,
            22,
            29
        ],
        [
            17,
            16,
            19,
            17,
            16,
            19
        ],
        [
            11351,
            5046,
            6305,
            11351,
            5046,
            6305
        ],
        [
            0,
            0,
            8.487589,
            0,
            0,
            8.487589
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382137,
            -8657,
            -155998,
            -284296,
            -308930,
            -319823
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594944000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758958927723,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)