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Trade: COMP/USDT/480/JMA/HILO/3115

Strategy
COMP/USDT/480/JMA/HILO/3115
Pair
COMP_USDT
Interval
8h
Score
329100
Daily Profit
0.174730
Profit Factor
1.495830
Profitability
46.153846
Streak
51.467899
Best Strategy
Training Data Length
1932.670000
Evaluation Time
2025-10-09 14:13
Expiration Time
2025-12-06 09:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 337694.6396 263487.7584 74206.8813 94884.8385 -29428.1315 124312.97
Total P&L (%) 337.6946 263.4878 74.2069 94.8848 -29.4281 124.313
Avg Daily Profit (%) 0.1747 0.1363 0.0384 0.0345 -0.018 0.0418
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155825 -123261 -75512 -914668 -486202 -428465
Profit Factor 1.4958 1.741 1.228 1.0371 0.9791 1.1083
Total Trades 104 52 52 104 52 52
Winning Trades 48 23 25 48 23 25
Losing Trades 56 29 27 56 29 27
Profitability (%) 46.1538 44.2308 48.0769 46.1538 44.2308 48.0769
Ratio Avg Win / Avg Loss 1.7451 2.1951 1.3262 1.21 1.2345 1.197
Largest Winning Trade 123420 123420 57795 407742 407742 350430
Largest Losing Trade -38286 -29516 -38286 -323135 -323135 -304919
Avg Bars in Trades 51 46 56 51 46 56
Avg Bars in Winners 60 48 71 60 48 71
Avg Bars in Losers 43 45 41 43 45 41
Bars Traded 5356 2436 2920 5356 2436 2920
Profit Streak 51.4679 0 59.8012 51.4679 0 59.8012
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329100 -190026 -322210 -327097 -761410 -418667
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5798,
    "evaluation_days": 1932.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599811200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760008426479,
    "expiration_time": 1765006272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "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": [
        [
            337694.6396333902,
            263487.7583822254,
            74206.881251165,
            94884.8384881099,
            -29428.1315131296,
            124312.9700012392
        ],
        [
            337.69464,
            263.487758,
            74.206881,
            94.884838,
            -29.428132,
            124.31297
        ],
        [
            0.17473,
            0.136334,
            0.038396,
            0.03453,
            -0.018032,
            0.04181
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155825,
            -123261,
            -75512,
            -914668,
            -486202,
            -428465
        ],
        [
            1.49583,
            1.740958,
            1.228002,
            1.037137,
            0.979091,
            1.108329
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            46.153846,
            44.230769,
            48.076923,
            46.153846,
            44.230769,
            48.076923
        ],
        [
            1.745135,
            2.195121,
            1.326243,
            1.209993,
            1.234506,
            1.196995
        ],
        [
            123420,
            123420,
            57795,
            407742,
            407742,
            350430
        ],
        [
            -38286,
            -29516,
            -38286,
            -323135,
            -323135,
            -304919
        ],
        [
            51,
            46,
            56,
            51,
            46,
            56
        ],
        [
            60,
            48,
            71,
            60,
            48,
            71
        ],
        [
            43,
            45,
            41,
            43,
            45,
            41
        ],
        [
            5356,
            2436,
            2920,
            5356,
            2436,
            2920
        ],
        [
            51.467899,
            0,
            59.801232,
            51.467899,
            0,
            59.801232
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329100,
            -190026,
            -322210,
            -327097,
            -761410,
            -418667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5798,
    "evaluation_days": 1932.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599811200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760008426479,
    "expiration_time": 1765006272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "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)