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Trade: COMP/USDT/720/WMA/BBU/4007

Strategy
COMP/USDT/720/WMA/BBU/4007
Pair
COMP_USDT
Interval
12h
Score
364819
Daily Profit
0.154940
Profit Factor
1.564704
Profitability
49.514563
Streak
0.000000
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-25 23:34
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 297175.4698 195256.7922 101918.6775 125551.7866 -49805.6223 175357.4089
Total P&L (%) 297.1755 195.2568 101.9187 125.5518 -49.8056 175.3574
Avg Daily Profit (%) 0.1549 0.1018 0.0531 0.0424 -0.0359 0.0528
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131468 -71803 -100231 -901315 -422122 -628104
Profit Factor 1.5647 1.7122 1.4043 1.0436 0.9653 1.1217
Total Trades 103 51 52 103 51 52
Winning Trades 51 22 29 51 22 29
Losing Trades 52 29 23 52 29 23
Profitability (%) 49.5146 43.1373 55.7692 49.5146 43.1373 55.7692
Ratio Avg Win / Avg Loss 1.5954 2.257 1.1137 1.0641 1.2725 0.8896
Largest Winning Trade 206627 206627 37072 276096 276096 206803
Largest Losing Trade -51711 -27354 -51711 -461763 -280756 -461763
Avg Bars in Trades 35 45 25 35 45 25
Avg Bars in Winners 41 60 26 41 60 26
Avg Bars in Losers 29 33 24 29 33 24
Bars Traded 3639 2297 1342 3639 2297 1342
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 364819 -236549 -300264 -308712 -761835 -389779

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758832480844,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 221,
            "offset": 0,
            "std": 3.10451
        }
    }
}
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": [
        [
            297175.469750087,
            195256.7922370685,
            101918.6775130187,
            125551.7866186719,
            -49805.622267819,
            175357.4088864909
        ],
        [
            297.17547,
            195.256792,
            101.918678,
            125.551787,
            -49.805622,
            175.357409
        ],
        [
            0.15494,
            0.101802,
            0.053138,
            0.042417,
            -0.03593,
            0.052824
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131468,
            -71803,
            -100231,
            -901315,
            -422122,
            -628104
        ],
        [
            1.564704,
            1.712211,
            1.404288,
            1.043618,
            0.965341,
            1.121653
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            49.514563,
            43.137255,
            55.769231,
            49.514563,
            43.137255,
            55.769231
        ],
        [
            1.595385,
            2.257006,
            1.113746,
            1.064081,
            1.272495,
            0.889587
        ],
        [
            206627,
            206627,
            37072,
            276096,
            276096,
            206803
        ],
        [
            -51711,
            -27354,
            -51711,
            -461763,
            -280756,
            -461763
        ],
        [
            35,
            45,
            25,
            35,
            45,
            25
        ],
        [
            41,
            60,
            26,
            41,
            60,
            26
        ],
        [
            29,
            33,
            24,
            29,
            33,
            24
        ],
        [
            3639,
            2297,
            1342,
            3639,
            2297,
            1342
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364819,
            -236549,
            -300264,
            -308712,
            -761835,
            -389779
        ]
    ]
}
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": 1600257600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758832480844,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 221,
            "offset": 0,
            "std": 3.10451
        }
    }
}

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)