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Trade: COMP/USDT/480/DCM/HWMA/2482

Strategy
COMP/USDT/480/DCM/HWMA/2482
Pair
COMP_USDT
Interval
8h
Score
314868
Daily Profit
0.236402
Profit Factor
1.818225
Profitability
40.000000
Streak
62.532100
Best Strategy
Training Data Length
1919.330000
Evaluation Time
2025-09-26 07:46
Expiration Time
2025-11-22 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453733.0581 340811.1597 112921.8983 431181.2876 333598.6853 97582.6023
Total P&L (%) 453.7331 340.8112 112.9219 431.1813 333.5987 97.5826
Avg Daily Profit (%) 0.2364 0.1776 0.0588 0.087 0.0765 0.0355
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138853 -61523 -79421 -520899 -214734 -306165
Profit Factor 1.8182 2.4216 1.3587 1.2648 1.4519 1.1097
Total Trades 105 53 52 105 53 52
Winning Trades 42 23 19 42 23 19
Losing Trades 63 30 33 63 30 33
Profitability (%) 40 43.3962 36.5385 40 43.3962 36.5385
Ratio Avg Win / Avg Loss 2.7273 3.1586 2.3599 1.8972 1.8938 1.9273
Largest Winning Trade 198700 198700 64866 269536 269536 167982
Largest Losing Trade -26608 -26608 -26118 -81128 -81128 -65161
Avg Bars in Trades 52 39 65 52 39 65
Avg Bars in Winners 88 57 127 88 57 127
Avg Bars in Losers 27 26 29 27 26 29
Bars Traded 5499 2108 3391 5499 2108 3391
Profit Streak 62.5321 62.5321 136.8654 62.5321 62.5321 136.8654
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314868 -170020 -296746 -78402 -270801 -428227

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5758,
    "evaluation_days": 1919.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596585600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758861973472,
    "expiration_time": 1763819712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13536,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            453733.0580604214,
            340811.1597238427,
            112921.8983365787,
            431181.2875865308,
            333598.6852893876,
            97582.6022971431
        ],
        [
            453.733058,
            340.81116,
            112.921898,
            431.181288,
            333.598685,
            97.582602
        ],
        [
            0.236402,
            0.177568,
            0.058834,
            0.087044,
            0.076459,
            0.035487
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138853,
            -61523,
            -79421,
            -520899,
            -214734,
            -306165
        ],
        [
            1.818225,
            2.42159,
            1.358717,
            1.264825,
            1.451877,
            1.109653
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            40,
            43.396226,
            36.538462,
            40,
            43.396226,
            36.538462
        ],
        [
            2.727338,
            3.158596,
            2.359877,
            1.897238,
            1.893753,
            1.927292
        ],
        [
            198700,
            198700,
            64866,
            269536,
            269536,
            167982
        ],
        [
            -26608,
            -26608,
            -26118,
            -81128,
            -81128,
            -65161
        ],
        [
            52,
            39,
            65,
            52,
            39,
            65
        ],
        [
            88,
            57,
            127,
            88,
            57,
            127
        ],
        [
            27,
            26,
            29,
            27,
            26,
            29
        ],
        [
            5499,
            2108,
            3391,
            5499,
            2108,
            3391
        ],
        [
            62.5321,
            62.5321,
            136.865434,
            62.5321,
            62.5321,
            136.865434
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314868,
            -170020,
            -296746,
            -78402,
            -270801,
            -428227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5758,
    "evaluation_days": 1919.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596585600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758861973472,
    "expiration_time": 1763819712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13536,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)