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Trade: COMP/USDT/360/PWMA/ALMA/2938

Strategy
COMP/USDT/360/PWMA/ALMA/2938
Pair
COMP_USDT
Interval
6h
Score
380171
Daily Profit
0.279030
Profit Factor
1.647561
Profitability
44.262295
Streak
0.000000
Best Strategy
Training Data Length
1926.500000
Evaluation Time
2025-10-03 19:32
Expiration Time
2025-11-30 09:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 537550.3548 392393.372 145156.9828 543710.0226 127694.1752 416015.8475
Total P&L (%) 537.5504 392.3934 145.157 543.71 127.6942 416.0158
Avg Daily Profit (%) 0.279 0.2037 0.0753 0.0967 0.0427 0.0852
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128277 -91924 -81205 -2618869 -1607395 -1483321
Profit Factor 1.6476 1.9407 1.3515 1.0549 1.024 1.0907
Total Trades 183 92 91 183 92 91
Winning Trades 81 40 41 81 40 41
Losing Trades 102 52 50 102 52 50
Profitability (%) 44.2623 43.4783 45.0549 44.2623 43.4783 45.0549
Ratio Avg Win / Avg Loss 2.0747 2.5229 1.6481 1.3284 1.3312 1.3301
Largest Winning Trade 208723 208723 50453 1319277 1319277 700669
Largest Losing Trade -30602 -28711 -30602 -581132 -581132 -393022
Avg Bars in Trades 40 36 45 40 36 45
Avg Bars in Winners 57 48 65 57 48 65
Avg Bars in Losers 28 26 29 28 26 29
Bars Traded 7485 3325 4160 7485 3325 4160
Profit Streak 0 0 53.9393 0 0 53.9393
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380171 305773 -92504 -224858 -332797 -201609
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7706,
    "evaluation_days": 1926.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595289600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759509159760,
    "expiration_time": 1764486288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 13,
            "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": [
        [
            537550.3548341293,
            392393.3720220354,
            145156.9828120937,
            543710.0226478603,
            127694.1751636563,
            416015.847484204
        ],
        [
            537.550355,
            392.393372,
            145.156983,
            543.710023,
            127.694175,
            416.015847
        ],
        [
            0.27903,
            0.203682,
            0.075348,
            0.096703,
            0.04272,
            0.085215
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128277,
            -91924,
            -81205,
            -2618869,
            -1607395,
            -1483321
        ],
        [
            1.647561,
            1.940722,
            1.351473,
            1.054904,
            1.024019,
            1.090705
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            102,
            52,
            50,
            102,
            52,
            50
        ],
        [
            44.262295,
            43.478261,
            45.054945,
            44.262295,
            43.478261,
            45.054945
        ],
        [
            2.074706,
            2.522939,
            1.648137,
            1.328398,
            1.331225,
            1.330128
        ],
        [
            208723,
            208723,
            50453,
            1319277,
            1319277,
            700669
        ],
        [
            -30602,
            -28711,
            -30602,
            -581132,
            -581132,
            -393022
        ],
        [
            40,
            36,
            45,
            40,
            36,
            45
        ],
        [
            57,
            48,
            65,
            57,
            48,
            65
        ],
        [
            28,
            26,
            29,
            28,
            26,
            29
        ],
        [
            7485,
            3325,
            4160,
            7485,
            3325,
            4160
        ],
        [
            0,
            0,
            53.939349,
            0,
            0,
            53.939349
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380171,
            305773,
            -92504,
            -224858,
            -332797,
            -201609
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7706,
    "evaluation_days": 1926.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595289600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759509159760,
    "expiration_time": 1764486288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 13,
            "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)