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Trade: COMP/USDT/720/PWMA/HMA/3472

Strategy
COMP/USDT/720/PWMA/HMA/3472
Pair
COMP_USDT
Interval
12h
Score
317854
Daily Profit
0.215221
Profit Factor
1.751553
Profitability
42.222222
Streak
34.420951
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-26 13:06
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 412793.2713 292234.0233 120559.248 201392.6689 116539.2305 84853.4385
Total P&L (%) 412.7933 292.234 120.5592 201.3927 116.5392 84.8534
Avg Daily Profit (%) 0.2152 0.1524 0.0629 0.0575 0.0403 0.032
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172013 -130796 -87301 -636977 -384857 -354402
Profit Factor 1.7516 1.9302 1.5128 1.1478 1.1553 1.1385
Total Trades 90 45 45 90 45 45
Winning Trades 38 15 23 38 15 23
Losing Trades 52 30 22 52 30 22
Profitability (%) 42.2222 33.3333 51.1111 42.2222 33.3333 51.1111
Ratio Avg Win / Avg Loss 2.3969 3.8604 1.447 1.5706 2.3105 1.089
Largest Winning Trade 205423 205423 43096 233409 233409 215036
Largest Losing Trade -63680 -31715 -63680 -322096 -208205 -322096
Avg Bars in Trades 38 32 43 38 32 43
Avg Bars in Winners 49 35 58 49 35 58
Avg Bars in Losers 30 31 28 30 31 28
Bars Traded 3448 1477 1970 3448 1477 1970
Profit Streak 34.421 0 44.921 34.421 0 44.921
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317854 160702 -106847 -175220 -194120 -217454

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758881170198,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 239,
            "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": [
        [
            412793.2712936196,
            292234.0232514156,
            120559.2480422039,
            201392.6689285823,
            116539.2304590393,
            84853.4384695429
        ],
        [
            412.793271,
            292.234023,
            120.559248,
            201.392669,
            116.53923,
            84.853438
        ],
        [
            0.215221,
            0.152364,
            0.062857,
            0.057537,
            0.04029,
            0.032038
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172013,
            -130796,
            -87301,
            -636977,
            -384857,
            -354402
        ],
        [
            1.751553,
            1.930204,
            1.512815,
            1.147753,
            1.15527,
            1.138542
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            38,
            15,
            23,
            38,
            15,
            23
        ],
        [
            52,
            30,
            22,
            52,
            30,
            22
        ],
        [
            42.222222,
            33.333333,
            51.111111,
            42.222222,
            33.333333,
            51.111111
        ],
        [
            2.396862,
            3.860409,
            1.447041,
            1.57061,
            2.310539,
            1.08904
        ],
        [
            205423,
            205423,
            43096,
            233409,
            233409,
            215036
        ],
        [
            -63680,
            -31715,
            -63680,
            -322096,
            -208205,
            -322096
        ],
        [
            38,
            32,
            43,
            38,
            32,
            43
        ],
        [
            49,
            35,
            58,
            49,
            35,
            58
        ],
        [
            30,
            31,
            28,
            30,
            31,
            28
        ],
        [
            3448,
            1477,
            1970,
            3448,
            1477,
            1970
        ],
        [
            34.420951,
            0,
            44.920951,
            34.420951,
            0,
            44.920951
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317854,
            160702,
            -106847,
            -175220,
            -194120,
            -217454
        ]
    ]
}
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": 1603929600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758881170198,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 239,
            "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)