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Trade: COMP/USDT/720/HWMA/EMA/8792

Strategy
COMP/USDT/720/HWMA/EMA/8792
Pair
COMP_USDT
Interval
12h
Score
300742
Daily Profit
0.155466
Profit Factor
1.225530
Profitability
56.088561
Streak
9.280241
Best Strategy
Training Data Length
1923.000000
Evaluation Time
2025-09-29 21:43
Expiration Time
2025-11-26 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298961.2718 240802.3373 58158.9345 -57297.9547 185069.8687 -242367.8234
Total P&L (%) 298.9613 240.8023 58.1589 -57.298 185.0699 -242.3678
Avg Daily Profit (%) 0.1555 0.1252 0.0302 -0.0442 0.0545 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128957 -143317 -124609 -202227 -77626 -281252
Profit Factor 1.2255 1.4087 1.079 0.9551 1.4421 0.717
Total Trades 271 135 136 271 135 136
Winning Trades 152 73 79 152 73 79
Losing Trades 119 62 57 119 62 57
Profitability (%) 56.0886 54.0741 58.0882 56.0886 54.0741 58.0882
Ratio Avg Win / Avg Loss 0.9595 1.1965 0.7785 0.7477 1.2248 0.5173
Largest Winning Trade 47344 47344 44533 44171 44171 44004
Largest Losing Trade -78347 -36112 -78347 -168562 -35569 -168562
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3649 1818 1831 3649 1818 1831
Profit Streak 9.2802 0 15.7802 9.2802 0 15.7802
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300742 -24485 -286885 -577626 -118590 -579065
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3846,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759171412876,
    "expiration_time": 1764131616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.81991
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 180,
            "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": [
        [
            298961.2717904646,
            240802.3373309252,
            58158.9344595388,
            -57297.954704087,
            185069.8686876607,
            -242367.8233917476
        ],
        [
            298.961272,
            240.802337,
            58.158934,
            -57.297955,
            185.069869,
            -242.367823
        ],
        [
            0.155466,
            0.125222,
            0.030244,
            -0.04424,
            0.05449,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128957,
            -143317,
            -124609,
            -202227,
            -77626,
            -281252
        ],
        [
            1.22553,
            1.408745,
            1.07897,
            0.955056,
            1.442127,
            0.716953
        ],
        [
            271,
            135,
            136,
            271,
            135,
            136
        ],
        [
            152,
            73,
            79,
            152,
            73,
            79
        ],
        [
            119,
            62,
            57,
            119,
            62,
            57
        ],
        [
            56.088561,
            54.074074,
            58.088235,
            56.088561,
            54.074074,
            58.088235
        ],
        [
            0.959461,
            1.196468,
            0.778497,
            0.747708,
            1.22482,
            0.517295
        ],
        [
            47344,
            47344,
            44533,
            44171,
            44171,
            44004
        ],
        [
            -78347,
            -36112,
            -78347,
            -168562,
            -35569,
            -168562
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3649,
            1818,
            1831,
            3649,
            1818,
            1831
        ],
        [
            9.280241,
            0,
            15.780241,
            9.280242,
            0,
            15.780242
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300742,
            -24485,
            -286885,
            -577626,
            -118590,
            -579065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3846,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759171412876,
    "expiration_time": 1764131616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.81991
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 180,
            "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)