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Trade: COMP/USDT/720/HWMA/VWAP/9060

Strategy
COMP/USDT/720/HWMA/VWAP/9060
Pair
COMP_USDT
Interval
12h
Score
541028
Daily Profit
0.441040
Profit Factor
1.766685
Profitability
56.478405
Streak
0.000000
Best Strategy
Training Data Length
1935.000000
Evaluation Time
2025-10-11 19:16
Expiration Time
2025-12-08 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 853411.7045 504230.989 349180.7155 14924430.912 8011877.4906 6912553.4215
Total P&L (%) 853.4117 504.231 349.1807 14924.4309 8011.8775 6912.5534
Avg Daily Profit (%) 0.441 0.2606 0.1805 0.2594 0.2274 0.2199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105392 -112270 -124071 -6739428 -2232214 -5226037
Profit Factor 1.7667 1.8786 1.6476 1.7517 1.8451 1.6663
Total Trades 301 150 151 301 150 151
Winning Trades 170 79 91 170 79 91
Losing Trades 131 71 60 131 71 60
Profitability (%) 56.4784 52.6667 60.2649 56.4784 52.6667 60.2649
Ratio Avg Win / Avg Loss 1.3614 1.6883 1.0863 1.3498 1.6582 1.0987
Largest Winning Trade 87718 87718 39622 2761519 2761519 1674983
Largest Losing Trade -70377 -36940 -70377 -5226037 -1362438 -5226037
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3852 1921 1931 3852 1921 1931
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 541028 467116 407060 484086 454588 435498
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3870,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760199361338,
    "expiration_time": 1765199520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.95229
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            853411.7044777635,
            504230.9889916683,
            349180.7154860953,
            14924430.912049796,
            8011877.4905543085,
            6912553.421495485
        ],
        [
            853.411704,
            504.230989,
            349.180715,
            14924.430912,
            8011.877491,
            6912.553421
        ],
        [
            0.44104,
            0.260584,
            0.180455,
            0.259367,
            0.227437,
            0.219894
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105392,
            -112270,
            -124071,
            -6739428,
            -2232214,
            -5226037
        ],
        [
            1.766685,
            1.878574,
            1.647591,
            1.751679,
            1.845062,
            1.666336
        ],
        [
            301,
            150,
            151,
            301,
            150,
            151
        ],
        [
            170,
            79,
            91,
            170,
            79,
            91
        ],
        [
            131,
            71,
            60,
            131,
            71,
            60
        ],
        [
            56.478405,
            52.666667,
            60.264901,
            56.478405,
            52.666667,
            60.264901
        ],
        [
            1.361387,
            1.688339,
            1.086324,
            1.349823,
            1.658221,
            1.098683
        ],
        [
            87718,
            87718,
            39622,
            2761519,
            2761519,
            1674983
        ],
        [
            -70377,
            -36940,
            -70377,
            -5226037,
            -1362438,
            -5226037
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3852,
            1921,
            1931,
            3852,
            1921,
            1931
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            541028,
            467116,
            407060,
            484086,
            454588,
            435498
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3870,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760199361338,
    "expiration_time": 1765199520000,
    "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": 0.95229
        }
    },
    "second_band": {
        "type": "vwap",
        "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)