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Trade: COMP/USDT/720/VWMA/MIDPRICE/5133

Strategy
COMP/USDT/720/VWMA/MIDPRICE/5133
Pair
COMP_USDT
Interval
12h
Score
344715
Daily Profit
0.210195
Profit Factor
1.342584
Profitability
49.624060
Streak
0.000000
Best Strategy
Training Data Length
1923.500000
Evaluation Time
2025-09-30 10:22
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 404310.0262 363673.08 40636.9462 -63783.1948 423253.0127 -487036.2075
Total P&L (%) 404.31 363.6731 40.6369 -63.7832 423.253 -487.0362
Avg Daily Profit (%) 0.2102 0.1891 0.0211 -0.0528 0.0861 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -253956 -89207 -166883 -1175535 -392349 -1002212
Profit Factor 1.3426 1.6027 1.0705 0.9806 1.2956 0.7372
Total Trades 266 133 133 266 133 133
Winning Trades 132 59 73 132 59 73
Losing Trades 134 74 60 134 74 60
Profitability (%) 49.6241 44.3609 54.8872 49.6241 44.3609 54.8872
Ratio Avg Win / Avg Loss 1.3629 2.0102 0.8798 0.9954 1.625 0.6059
Largest Winning Trade 275597 275597 56808 408702 408702 145572
Largest Losing Trade -80395 -41949 -80395 -764684 -332805 -764684
Avg Bars in Trades 14 15 12 14 15 12
Avg Bars in Winners 14 15 14 14 15 14
Avg Bars in Losers 13 15 10 13 15 10
Bars Traded 3764 2108 1656 3764 2108 1656
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 344715 304001 -310783 -579254 -78990 -580068
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": 1595116800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759216928752,
    "expiration_time": 1764176112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "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": [
        [
            404310.026217063,
            363673.0800186599,
            40636.9461984029,
            -63783.1948410759,
            423253.0127073514,
            -487036.2075484272
        ],
        [
            404.310026,
            363.67308,
            40.636946,
            -63.783195,
            423.253013,
            -487.036208
        ],
        [
            0.210195,
            0.189068,
            0.021127,
            -0.052788,
            0.086073,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -253956,
            -89207,
            -166883,
            -1175535,
            -392349,
            -1002212
        ],
        [
            1.342584,
            1.602688,
            1.070457,
            0.980585,
            1.295639,
            0.737238
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            132,
            59,
            73,
            132,
            59,
            73
        ],
        [
            134,
            74,
            60,
            134,
            74,
            60
        ],
        [
            49.62406,
            44.360902,
            54.887218,
            49.62406,
            44.360902,
            54.887218
        ],
        [
            1.362926,
            2.010151,
            0.879828,
            0.995442,
            1.625039,
            0.605949
        ],
        [
            275597,
            275597,
            56808,
            408702,
            408702,
            145572
        ],
        [
            -80395,
            -41949,
            -80395,
            -764684,
            -332805,
            -764684
        ],
        [
            14,
            15,
            12,
            14,
            15,
            12
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            13,
            15,
            10,
            13,
            15,
            10
        ],
        [
            3764,
            2108,
            1656,
            3764,
            2108,
            1656
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344715,
            304001,
            -310783,
            -579254,
            -78990,
            -580068
        ]
    ]
}
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": 1595116800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759216928752,
    "expiration_time": 1764176112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "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)