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Trade: COMP/USDT/480/BBL/HWMA/5234

Strategy
COMP/USDT/480/BBL/HWMA/5234
Pair
COMP_USDT
Interval
8h
Score
474194
Daily Profit
0.165411
Profit Factor
2.309154
Profitability
56.756757
Streak
132.577271
Best Strategy
Training Data Length
1934.000000
Evaluation Time
2025-10-11 00:51
Expiration Time
2025-12-07 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455468.8872 319904.5365 135564.3506 674673.786 244169.3687 430504.4173
Total P&L (%) 455.4689 319.9045 135.5644 674.6738 244.1694 430.5044
Avg Daily Profit (%) 0.2355 0.1654 0.0701 0.1059 0.0639 0.0863
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123107 -148319 -30711 -1226084 -1107640 -284421
Profit Factor 2.1407 2.3092 1.875 1.3272 1.155 1.8831
Total Trades 75 37 38 75 37 38
Winning Trades 44 21 23 44 21 23
Losing Trades 31 16 15 31 16 15
Profitability (%) 58.6667 56.7568 60.5263 58.6667 56.7568 60.5263
Ratio Avg Win / Avg Loss 1.5082 1.7594 1.2228 0.935 0.88 1.2281
Largest Winning Trade 151676 151676 51360 1055932 1055932 248650
Largest Losing Trade -55595 -55595 -35146 -1107640 -1107640 -143608
Avg Bars in Trades 65 105 25 65 105 25
Avg Bars in Winners 56 80 35 56 80 35
Avg Bars in Losers 77 138 11 77 138 11
Bars Traded 4894 3912 982 4894 3912 982
Profit Streak 0 132.5773 0 0 132.5773 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47880 474194 -95243 -112465 -157759 -73598
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5802,
    "evaluation_days": 1934,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597708800000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760133076179,
    "expiration_time": 1765124928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 2.87417
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 162,
            "na": 0.12722,
            "nb": 0.44312,
            "nc": 0.08267
        }
    }
}
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": [
        [
            455468.8871582689,
            319904.5365403219,
            135564.350617947,
            674673.7859714717,
            244169.3686646133,
            430504.4173068581
        ],
        [
            455.468887,
            319.904537,
            135.564351,
            674.673786,
            244.169369,
            430.504417
        ],
        [
            0.235506,
            0.165411,
            0.070095,
            0.105913,
            0.063928,
            0.086317
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123107,
            -148319,
            -30711,
            -1226084,
            -1107640,
            -284421
        ],
        [
            2.140683,
            2.309154,
            1.874974,
            1.327153,
            1.155049,
            1.883138
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            58.666667,
            56.756757,
            60.526316,
            58.666667,
            56.756757,
            60.526316
        ],
        [
            1.508208,
            1.759356,
            1.222809,
            0.93504,
            0.880038,
            1.228134
        ],
        [
            151676,
            151676,
            51360,
            1055932,
            1055932,
            248650
        ],
        [
            -55595,
            -55595,
            -35146,
            -1107640,
            -1107640,
            -143608
        ],
        [
            65,
            105,
            25,
            65,
            105,
            25
        ],
        [
            56,
            80,
            35,
            56,
            80,
            35
        ],
        [
            77,
            138,
            11,
            77,
            138,
            11
        ],
        [
            4894,
            3912,
            982,
            4894,
            3912,
            982
        ],
        [
            0,
            132.577271,
            0,
            0,
            132.577271,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47880,
            474194,
            -95243,
            -112465,
            -157759,
            -73598
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5802,
    "evaluation_days": 1934,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597708800000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760133076179,
    "expiration_time": 1765124928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 2.87417
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 162,
            "na": 0.12722,
            "nb": 0.44312,
            "nc": 0.08267
        }
    }
}

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)