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Trade: COMP/USDT/720/SUPERTREND/SWMA/2696

Strategy
COMP/USDT/720/SUPERTREND/SWMA/2696
Pair
COMP_USDT
Interval
12h
Score
306877
Daily Profit
0.155556
Profit Factor
1.444874
Profitability
63.265306
Streak
0.000000
Best Strategy
Training Data Length
1928.000000
Evaluation Time
2025-10-04 17:41
Expiration Time
2025-12-01 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299911.7374 204786.4831 95125.2543 -13096.995 318127.0016 -331223.9967
Total P&L (%) 299.9117 204.7865 95.1253 -13.097 318.127 -331.224
Avg Daily Profit (%) 0.1556 0.1062 0.0493 -0.0073 0.0742 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160120 -92236 -119768 -443210 -195504 -433087
Profit Factor 1.4449 1.7387 1.2397 0.9899 1.8445 0.6387
Total Trades 98 49 49 98 49 49
Winning Trades 62 29 33 62 29 33
Losing Trades 36 20 16 36 20 16
Profitability (%) 63.2653 59.1837 67.3469 63.2653 59.1837 67.3469
Ratio Avg Win / Avg Loss 0.839 1.1991 0.601 0.5748 1.2721 0.3097
Largest Winning Trade 112116 112116 57429 252328 252328 73967
Largest Losing Trade -73300 -41783 -73300 -349928 -119998 -349928
Avg Bars in Trades 37 31 43 37 31 43
Avg Bars in Winners 32 22 41 32 22 41
Avg Bars in Losers 45 43 48 45 43 48
Bars Traded 3671 1526 2145 3671 1526 2145
Profit Streak 0 0 329.1118 0 0 329.1118
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306877 -47711 -125282 -578797 -90157 -577088
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3856,
    "evaluation_days": 1928,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597147200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759588862364,
    "expiration_time": 1764576576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 34,
            "offset": 0,
            "multiplier": 4.63171
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 96,
            "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": [
        [
            299911.7373517836,
            204786.4830963462,
            95125.2542554378,
            -13096.9950262639,
            318127.0016354694,
            -331223.9966617331
        ],
        [
            299.911737,
            204.786483,
            95.125254,
            -13.096995,
            318.127002,
            -331.223997
        ],
        [
            0.155556,
            0.106217,
            0.049339,
            -0.007281,
            0.07423,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160120,
            -92236,
            -119768,
            -443210,
            -195504,
            -433087
        ],
        [
            1.444874,
            1.738726,
            1.23965,
            0.989874,
            1.84453,
            0.638662
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            63.265306,
            59.183673,
            67.346939,
            63.265306,
            59.183673,
            67.346939
        ],
        [
            0.838959,
            1.199121,
            0.601043,
            0.574765,
            1.272089,
            0.309654
        ],
        [
            112116,
            112116,
            57429,
            252328,
            252328,
            73967
        ],
        [
            -73300,
            -41783,
            -73300,
            -349928,
            -119998,
            -349928
        ],
        [
            37,
            31,
            43,
            37,
            31,
            43
        ],
        [
            32,
            22,
            41,
            32,
            22,
            41
        ],
        [
            45,
            43,
            48,
            45,
            43,
            48
        ],
        [
            3671,
            1526,
            2145,
            3671,
            1526,
            2145
        ],
        [
            0,
            0,
            329.111833,
            0,
            0,
            329.111833
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306877,
            -47711,
            -125282,
            -578797,
            -90157,
            -577088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3856,
    "evaluation_days": 1928,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597147200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759588862364,
    "expiration_time": 1764576576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 34,
            "offset": 0,
            "multiplier": 4.63171
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 96,
            "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)