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Trade: COMP/USDT/360/HWMA/VWMA/4523

Strategy
COMP/USDT/360/HWMA/VWMA/4523
Pair
COMP_USDT
Interval
6h
Score
358310
Daily Profit
0.182296
Profit Factor
1.211858
Profitability
49.430524
Streak
4.861962
Best Strategy
Training Data Length
1921.750000
Evaluation Time
2025-09-28 23:41
Expiration Time
2025-11-25 11:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350327.586 257286.4017 93041.1843 47252.0826 -8166.2314 55418.314
Total P&L (%) 350.3276 257.2864 93.0412 47.2521 -8.1662 55.4183
Avg Daily Profit (%) 0.1823 0.1339 0.0484 0.0201 -0.0044 0.0229
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143874 -130209 -119375 -282428 -238280 -227173
Profit Factor 1.2119 1.3153 1.1111 1.0215 0.9929 1.0527
Total Trades 439 219 220 439 219 220
Winning Trades 217 99 118 217 99 118
Losing Trades 222 120 102 222 120 102
Profitability (%) 49.4305 45.2055 53.6364 49.4305 45.2055 53.6364
Ratio Avg Win / Avg Loss 1.2398 1.5943 0.9604 1.0451 1.2035 0.91
Largest Winning Trade 47297 47297 41747 66128 66128 46168
Largest Losing Trade -59456 -40363 -59456 -155320 -95658 -155320
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 7505 3744 3762 7505 3744 3762
Profit Streak 4.862 0 9.112 4.862 0 9.112
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358310 -14005 -226240 -361451 -580107 -325352
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7687,
    "evaluation_days": 1921.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1596607200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759092073543,
    "expiration_time": 1764063576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.40479
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "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": [
        [
            350327.5859621529,
            257286.4016548056,
            93041.184307348,
            47252.0826214475,
            -8166.2313961764,
            55418.3140176237
        ],
        [
            350.327586,
            257.286402,
            93.041184,
            47.252083,
            -8.166231,
            55.418314
        ],
        [
            0.182296,
            0.133881,
            0.048415,
            0.020139,
            -0.004433,
            0.022948
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143874,
            -130209,
            -119375,
            -282428,
            -238280,
            -227173
        ],
        [
            1.211858,
            1.31529,
            1.111085,
            1.021518,
            0.992868,
            1.052736
        ],
        [
            439,
            219,
            220,
            439,
            219,
            220
        ],
        [
            217,
            99,
            118,
            217,
            99,
            118
        ],
        [
            222,
            120,
            102,
            222,
            120,
            102
        ],
        [
            49.430524,
            45.205479,
            53.636364,
            49.430524,
            45.205479,
            53.636364
        ],
        [
            1.239781,
            1.594291,
            0.96043,
            1.045055,
            1.203477,
            0.909992
        ],
        [
            47297,
            47297,
            41747,
            66128,
            66128,
            46168
        ],
        [
            -59456,
            -40363,
            -59456,
            -155320,
            -95658,
            -155320
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            7505,
            3744,
            3762,
            7505,
            3744,
            3762
        ],
        [
            4.861962,
            0,
            9.111962,
            4.861962,
            0,
            9.111962
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358310,
            -14005,
            -226240,
            -361451,
            -580107,
            -325352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7687,
    "evaluation_days": 1921.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1596607200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759092073543,
    "expiration_time": 1764063576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.40479
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "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)