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Trade: COMP/USDT/720/HMA/SWMA/8229

Strategy
COMP/USDT/720/HMA/SWMA/8229
Pair
COMP_USDT
Interval
12h
Score
388419
Daily Profit
0.231854
Profit Factor
1.650418
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1923.500000
Evaluation Time
2025-09-30 12:45
Expiration Time
2025-11-26 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445970.283 309834.0916 136136.1914 174468.8163 -9244.3828 183713.1991
Total P&L (%) 445.9703 309.8341 136.1362 174.4688 -9.2444 183.7132
Avg Daily Profit (%) 0.2319 0.1611 0.0708 0.0525 -0.005 0.0542
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103757 -74703 -131632 -588423 -466800 -226949
Profit Factor 1.6504 1.8952 1.4009 1.1276 0.9882 1.3163
Total Trades 110 55 55 110 55 55
Winning Trades 60 28 32 60 28 32
Losing Trades 50 27 23 50 27 23
Profitability (%) 54.5455 50.9091 58.1818 54.5455 50.9091 58.1818
Ratio Avg Win / Avg Loss 1.3753 1.8275 1.0069 0.9397 0.953 0.9461
Largest Winning Trade 139967 139967 48355 360198 360198 180853
Largest Losing Trade -75085 -47465 -75085 -239227 -239227 -140922
Avg Bars in Trades 33 38 29 33 38 29
Avg Bars in Winners 32 32 33 32 32 33
Avg Bars in Losers 34 44 23 34 44 23
Bars Traded 3721 2108 1613 3721 2108 1613
Profit Streak 0 0 48.4065 0 0 48.4065
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388419 -169051 -275894 -203773 -760715 -300141
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3847,
    "evaluation_days": 1923.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598097600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759225518619,
    "expiration_time": 1764176112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 21,
            "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": [
        [
            445970.2829550627,
            309834.0915789663,
            136136.1913760962,
            174468.8163363503,
            -9244.382770345,
            183713.1991066951
        ],
        [
            445.970283,
            309.834092,
            136.136191,
            174.468816,
            -9.244383,
            183.713199
        ],
        [
            0.231854,
            0.161078,
            0.070775,
            0.052505,
            -0.005043,
            0.054228
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103757,
            -74703,
            -131632,
            -588423,
            -466800,
            -226949
        ],
        [
            1.650418,
            1.895225,
            1.400907,
            1.12758,
            0.988248,
            1.316251
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            54.545455,
            50.909091,
            58.181818,
            54.545455,
            50.909091,
            58.181818
        ],
        [
            1.375348,
            1.827538,
            1.006902,
            0.93965,
            0.952953,
            0.946055
        ],
        [
            139967,
            139967,
            48355,
            360198,
            360198,
            180853
        ],
        [
            -75085,
            -47465,
            -75085,
            -239227,
            -239227,
            -140922
        ],
        [
            33,
            38,
            29,
            33,
            38,
            29
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            34,
            44,
            23,
            34,
            44,
            23
        ],
        [
            3721,
            2108,
            1613,
            3721,
            2108,
            1613
        ],
        [
            0,
            0,
            48.406465,
            0,
            0,
            48.406465
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388419,
            -169051,
            -275894,
            -203773,
            -760715,
            -300141
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3847,
    "evaluation_days": 1923.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598097600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759225518619,
    "expiration_time": 1764176112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 21,
            "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)