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Trade: COMP/USDT/720/BBM/SINWMA/7468

Strategy
COMP/USDT/720/BBM/SINWMA/7468
Pair
COMP_USDT
Interval
12h
Score
342572
Daily Profit
0.151669
Profit Factor
1.443049
Profitability
58.620690
Streak
0.000000
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-26 09:40
Expiration Time
2025-11-21 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290900.3411 233364.8992 57535.4419 -143145.7135 -117419.1848 -25726.5286
Total P&L (%) 290.9003 233.3649 57.5354 -143.1457 -117.4192 -25.7265
Avg Daily Profit (%) 0.1517 0.1217 0.03 0 0 -0.0155
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143990 -122829 -147493 -962305 -865741 -521817
Profit Factor 1.443 1.9746 1.1379 0.9383 0.895 0.9786
Total Trades 87 44 43 87 44 43
Winning Trades 51 24 27 42 21 21
Losing Trades 36 20 16 45 23 22
Profitability (%) 58.6207 54.5455 62.7907 48.2759 47.7273 48.8372
Ratio Avg Win / Avg Loss 1.0186 1.6455 0.6743 1.0053 0.9803 1.0252
Largest Winning Trade 166466 166466 52553 358127 358127 206658
Largest Losing Trade -112856 -44929 -112856 -410282 -410282 -312292
Avg Bars in Trades 42 37 47 42 37 47
Avg Bars in Winners 42 32 51 43 35 51
Avg Bars in Losers 42 43 39 41 39 42
Bars Traded 3681 1657 2024 3681 1657 2024
Profit Streak 0 0 60.7781 31.2781 43.7781 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342572 -26179 -221847 -579009 -581049 -579512

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596196800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868826669,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 242,
            "offset": 0,
            "std": 4.42511
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 61,
            "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": [
        [
            290900.3411355031,
            233364.8992327095,
            57535.4419027933,
            -143145.7134881762,
            -117419.1848472923,
            -25726.5286408836
        ],
        [
            290.900341,
            233.364899,
            57.535442,
            -143.145713,
            -117.419185,
            -25.726529
        ],
        [
            0.151669,
            0.121671,
            0.029998,
            0,
            0,
            -0.015505
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143990,
            -122829,
            -147493,
            -962305,
            -865741,
            -521817
        ],
        [
            1.443049,
            1.974645,
            1.137925,
            0.938283,
            0.895027,
            0.978576
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            51,
            24,
            27,
            42,
            21,
            21
        ],
        [
            36,
            20,
            16,
            45,
            23,
            22
        ],
        [
            58.62069,
            54.545455,
            62.790698,
            48.275862,
            47.727273,
            48.837209
        ],
        [
            1.018623,
            1.645537,
            0.674326,
            1.005303,
            0.980267,
            1.025175
        ],
        [
            166466,
            166466,
            52553,
            358127,
            358127,
            206658
        ],
        [
            -112856,
            -44929,
            -112856,
            -410282,
            -410282,
            -312292
        ],
        [
            42,
            37,
            47,
            42,
            37,
            47
        ],
        [
            42,
            32,
            51,
            43,
            35,
            51
        ],
        [
            42,
            43,
            39,
            41,
            39,
            42
        ],
        [
            3681,
            1657,
            2024,
            3681,
            1657,
            2024
        ],
        [
            0,
            0,
            60.778086,
            31.278086,
            43.778086,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342572,
            -26179,
            -221847,
            -579009,
            -581049,
            -579512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596196800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868826669,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 242,
            "offset": 0,
            "std": 4.42511
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 61,
            "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)