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Trade: COMP/USDT/720/HMA/SUPERTREND/2846

Strategy
COMP/USDT/720/HMA/SUPERTREND/2846
Pair
COMP_USDT
Interval
12h
Score
479430
Daily Profit
0.238404
Profit Factor
1.765857
Profitability
52.941176
Streak
81.199729
Best Strategy
Training Data Length
1926.500000
Evaluation Time
2025-10-03 07:47
Expiration Time
2025-11-29 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459284.9797 313687.0588 145597.9209 678404.5486 281757.0207 396647.5279
Total P&L (%) 459.285 313.6871 145.5979 678.4045 281.757 396.6475
Avg Daily Profit (%) 0.2384 0.1628 0.0756 0.1066 0.0696 0.0832
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146343 -142256 -79181 -532367 -394455 -429515
Profit Factor 1.7659 2.027 1.4948 1.3671 1.2935 1.4466
Total Trades 102 51 51 102 51 51
Winning Trades 54 27 27 54 27 27
Losing Trades 48 24 24 48 24 24
Profitability (%) 52.9412 52.9412 52.9412 52.9412 52.9412 52.9412
Ratio Avg Win / Avg Loss 1.5697 1.8018 1.3287 1.2152 1.1498 1.2859
Largest Winning Trade 138647 138647 44228 275615 275615 157036
Largest Losing Trade -62428 -62428 -28236 -292805 -292805 -148329
Avg Bars in Trades 34 43 26 34 43 26
Avg Bars in Winners 38 42 34 38 42 34
Avg Bars in Losers 30 45 16 30 45 16
Bars Traded 3565 2220 1345 3565 2220 1345
Profit Streak 81.1997 81.1997 115.1997 81.1997 81.1997 115.1997
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479430 -167960 -269202 -47776 -279131 -259295
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3853,
    "evaluation_days": 1926.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466856575,
    "expiration_time": 1764443088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 164,
            "offset": 0,
            "multiplier": 3.41567
        }
    }
}
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": [
        [
            459284.9796956476,
            313687.0587795624,
            145597.9209160852,
            678404.5486339831,
            281757.0206871989,
            396647.5279467839
        ],
        [
            459.28498,
            313.687059,
            145.597921,
            678.404549,
            281.757021,
            396.647528
        ],
        [
            0.238404,
            0.162827,
            0.075576,
            0.106575,
            0.06956,
            0.083227
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146343,
            -142256,
            -79181,
            -532367,
            -394455,
            -429515
        ],
        [
            1.765857,
            2.027049,
            1.494768,
            1.367058,
            1.29347,
            1.446609
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            52.941176,
            52.941176,
            52.941176,
            52.941176,
            52.941176,
            52.941176
        ],
        [
            1.56965,
            1.801821,
            1.328682,
            1.215163,
            1.149751,
            1.285875
        ],
        [
            138647,
            138647,
            44228,
            275615,
            275615,
            157036
        ],
        [
            -62428,
            -62428,
            -28236,
            -292805,
            -292805,
            -148329
        ],
        [
            34,
            43,
            26,
            34,
            43,
            26
        ],
        [
            38,
            42,
            34,
            38,
            42,
            34
        ],
        [
            30,
            45,
            16,
            30,
            45,
            16
        ],
        [
            3565,
            2220,
            1345,
            3565,
            2220,
            1345
        ],
        [
            81.199729,
            81.199729,
            115.199729,
            81.199729,
            81.199729,
            115.199729
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479430,
            -167960,
            -269202,
            -47776,
            -279131,
            -259295
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3853,
    "evaluation_days": 1926.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759466856575,
    "expiration_time": 1764443088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 164,
            "offset": 0,
            "multiplier": 3.41567
        }
    }
}

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)