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Trade: COMP/USDT/480/HWMA/HILO/3891

Strategy
COMP/USDT/480/HWMA/HILO/3891
Pair
COMP_USDT
Interval
8h
Score
383585
Daily Profit
0.199249
Profit Factor
1.663436
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
1923.670000
Evaluation Time
2025-09-30 17:06
Expiration Time
2025-11-27 03:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383288.5807 238419.3495 144869.2312 364141.7924 140136.8016 224004.9908
Total P&L (%) 383.2886 238.4194 144.8692 364.1418 140.1368 224.005
Avg Daily Profit (%) 0.1992 0.1239 0.0753 0.0798 0.0456 0.0611
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101417 -56114 -68765 -1111430 -482056 -968978
Profit Factor 1.6634 1.862 1.4811 1.0713 1.0611 1.0796
Total Trades 129 65 64 129 65 64
Winning Trades 63 30 33 63 30 33
Losing Trades 66 35 31 66 35 31
Profitability (%) 48.8372 46.1538 51.5625 48.8372 46.1538 51.5625
Ratio Avg Win / Avg Loss 1.7426 2.1723 1.3913 1.1223 1.238 1.0141
Largest Winning Trade 141998 141998 55805 440748 433307 440748
Largest Losing Trade -57922 -28549 -57922 -796590 -263314 -796590
Avg Bars in Trades 43 37 49 43 37 49
Avg Bars in Winners 51 38 63 51 38 63
Avg Bars in Losers 35 36 34 35 36 34
Bars Traded 5592 2420 3172 5592 2420 3172
Profit Streak 0 0 71.2543 0 0 71.2543
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383585 -157472 -229623 -228590 -418825 -382718
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5771,
    "evaluation_days": 1923.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595836800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759241172670,
    "expiration_time": 1764205344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 97,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            383288.5807355504,
            238419.3495297169,
            144869.2312058336,
            364141.7924320744,
            140136.8016099669,
            224004.9908221073
        ],
        [
            383.288581,
            238.41935,
            144.869231,
            364.141792,
            140.136802,
            224.004991
        ],
        [
            0.199249,
            0.12394,
            0.075309,
            0.079828,
            0.04555,
            0.06113
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101417,
            -56114,
            -68765,
            -1111430,
            -482056,
            -968978
        ],
        [
            1.663436,
            1.862009,
            1.481058,
            1.071287,
            1.061117,
            1.079571
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            48.837209,
            46.153846,
            51.5625,
            48.837209,
            46.153846,
            51.5625
        ],
        [
            1.742647,
            2.172344,
            1.391297,
            1.122301,
            1.23797,
            1.014142
        ],
        [
            141998,
            141998,
            55805,
            440748,
            433307,
            440748
        ],
        [
            -57922,
            -28549,
            -57922,
            -796590,
            -263314,
            -796590
        ],
        [
            43,
            37,
            49,
            43,
            37,
            49
        ],
        [
            51,
            38,
            63,
            51,
            38,
            63
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            5592,
            2420,
            3172,
            5592,
            2420,
            3172
        ],
        [
            0,
            0,
            71.254313,
            0,
            0,
            71.254313
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383585,
            -157472,
            -229623,
            -228590,
            -418825,
            -382718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5771,
    "evaluation_days": 1923.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595836800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759241172670,
    "expiration_time": 1764205344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 97,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)