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Trade: COMP/USDT/720/SWMA/JMA/4285

Strategy
COMP/USDT/720/SWMA/JMA/4285
Pair
COMP_USDT
Interval
12h
Score
307498
Daily Profit
0.154942
Profit Factor
1.988452
Profitability
43.589744
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 423190.1772 298031.2093 125158.9679 224637.835 -64254.886 288892.721
Total P&L (%) 423.1902 298.0312 125.159 224.6378 -64.2549 288.8927
Avg Daily Profit (%) 0.22 0.1549 0.0651 0.0612 -0.0535 0.0706
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147555 -147942 -97524 -1097793 -924982 -270857
Profit Factor 1.8234 1.9885 1.5892 1.1135 0.9491 1.4028
Total Trades 79 39 40 79 39 40
Winning Trades 39 17 22 39 17 22
Losing Trades 40 22 18 40 22 18
Profitability (%) 49.3671 43.5897 55 49.3671 43.5897 55
Ratio Avg Win / Avg Loss 1.8702 2.5733 1.3003 1.142 1.2283 1.1477
Largest Winning Trade 248466 248466 52639 347225 347225 158500
Largest Losing Trade -47715 -41237 -47715 -257192 -257192 -196782
Avg Bars in Trades 46 48 44 46 48 44
Avg Bars in Winners 52 58 47 52 58 47
Avg Bars in Losers 41 41 41 41 41 41
Bars Traded 3696 1900 1796 3696 1900 1796
Profit Streak 12.4065 0 93.4065 12.4065 0 93.4065
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19655 307498 -102162 -237785 -581583 -95882
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": 1596801600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759225517856,
    "expiration_time": 1764176112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 88,
            "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": [
        [
            423190.1772127093,
            298031.2093391451,
            125158.9678735643,
            224637.835002114,
            -64254.8860132498,
            288892.7210153638
        ],
        [
            423.190177,
            298.031209,
            125.158968,
            224.637835,
            -64.254886,
            288.892721
        ],
        [
            0.22001,
            0.154942,
            0.065068,
            0.061237,
            -0.053469,
            0.070632
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147555,
            -147942,
            -97524,
            -1097793,
            -924982,
            -270857
        ],
        [
            1.823433,
            1.988452,
            1.589202,
            1.113459,
            0.94911,
            1.402755
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            49.367089,
            43.589744,
            55,
            49.367089,
            43.589744,
            55
        ],
        [
            1.870187,
            2.57329,
            1.300256,
            1.142009,
            1.22826,
            1.147709
        ],
        [
            248466,
            248466,
            52639,
            347225,
            347225,
            158500
        ],
        [
            -47715,
            -41237,
            -47715,
            -257192,
            -257192,
            -196782
        ],
        [
            46,
            48,
            44,
            46,
            48,
            44
        ],
        [
            52,
            58,
            47,
            52,
            58,
            47
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            3696,
            1900,
            1796,
            3696,
            1900,
            1796
        ],
        [
            12.406457,
            0,
            93.406457,
            12.406457,
            0,
            93.406457
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19655,
            307498,
            -102162,
            -237785,
            -581583,
            -95882
        ]
    ]
}
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": 1596801600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759225517856,
    "expiration_time": 1764176112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 88,
            "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)