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Trade: COMP/USDT/120/HWMA/HILO/8252

Strategy
COMP/USDT/120/HWMA/HILO/8252
Pair
COMP_USDT
Interval
2h
Score
339884
Daily Profit
0.211052
Profit Factor
1.346410
Profitability
44.748858
Streak
0.000000
Best Strategy
Training Data Length
1926.420000
Evaluation Time
2025-10-04 08:02
Expiration Time
2025-12-12 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 406575.4488 300341.803 106233.6458 172615.7851 -51324.0543 223939.8394
Total P&L (%) 406.5754 300.3418 106.2336 172.6158 -51.3241 223.9398
Avg Daily Profit (%) 0.2111 0.1559 0.0551 0.0521 -0.0374 0.061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117031 -76296 -91727 -705584 -345598 -363035
Profit Factor 1.3464 1.504 1.1839 1.0571 0.9671 1.1529
Total Trades 438 219 219 438 219 219
Winning Trades 196 90 106 196 90 106
Losing Trades 242 129 113 242 129 113
Profitability (%) 44.7489 41.0959 48.4018 44.7489 41.0959 48.4018
Ratio Avg Win / Avg Loss 1.6624 2.1557 1.2621 1.3051 1.3862 1.2291
Largest Winning Trade 148552 148552 45860 254662 254662 138934
Largest Losing Trade -29573 -29573 -22187 -149398 -149398 -123721
Avg Bars in Trades 51 45 57 51 45 57
Avg Bars in Winners 68 57 76 68 57 76
Avg Bars in Losers 38 36 39 38 36 39
Bars Traded 22566 9911 12655 22566 9911 12655
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 339884 245287 -137560 -280892 -581983 -163776
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23117,
    "evaluation_days": 1926.42,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594281600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759554174722,
    "expiration_time": 1765542326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 168,
            "na": 0.19424,
            "nb": 0.2758,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            406575.4487620541,
            300341.8029621284,
            106233.6457999257,
            172615.7851159298,
            -51324.054265897,
            223939.8393818272
        ],
        [
            406.575449,
            300.341803,
            106.233646,
            172.615785,
            -51.324054,
            223.939839
        ],
        [
            0.211052,
            0.155907,
            0.055146,
            0.052074,
            -0.037367,
            0.061033
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117031,
            -76296,
            -91727,
            -705584,
            -345598,
            -363035
        ],
        [
            1.34641,
            1.503953,
            1.183887,
            1.057056,
            0.96712,
            1.152919
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            196,
            90,
            106,
            196,
            90,
            106
        ],
        [
            242,
            129,
            113,
            242,
            129,
            113
        ],
        [
            44.748858,
            41.09589,
            48.401826,
            44.748858,
            41.09589,
            48.401826
        ],
        [
            1.662404,
            2.155665,
            1.262068,
            1.30514,
            1.386205,
            1.229055
        ],
        [
            148552,
            148552,
            45860,
            254662,
            254662,
            138934
        ],
        [
            -29573,
            -29573,
            -22187,
            -149398,
            -149398,
            -123721
        ],
        [
            51,
            45,
            57,
            51,
            45,
            57
        ],
        [
            68,
            57,
            76,
            68,
            57,
            76
        ],
        [
            38,
            36,
            39,
            38,
            36,
            39
        ],
        [
            22566,
            9911,
            12655,
            22566,
            9911,
            12655
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339884,
            245287,
            -137560,
            -280892,
            -581983,
            -163776
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23117,
    "evaluation_days": 1926.42,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594281600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759554174722,
    "expiration_time": 1765542326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 168,
            "na": 0.19424,
            "nb": 0.2758,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)