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Trade: COMP/USDT/120/PWMA/DCM/6717

Strategy
COMP/USDT/120/PWMA/DCM/6717
Pair
COMP_USDT
Interval
2h
Score
321706
Daily Profit
0.172955
Profit Factor
1.212125
Profitability
47.461369
Streak
12.263999
Best Strategy
Training Data Length
1926.670000
Evaluation Time
2025-10-04 15:20
Expiration Time
2025-12-12 20:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333227.0982 265127.0989 68099.9993 -6087.093 90712.2313 -96799.3243
Total P&L (%) 333.2271 265.1271 68.1 -6.0871 90.7122 -96.7993
Avg Daily Profit (%) 0.173 0.1376 0.0353 -0.0033 0.0335 -0.1785
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193260 -113922 -100997 -617813 -362298 -273076
Profit Factor 1.2121 1.2977 1.1001 0.9981 1.0524 0.9319
Total Trades 453 226 227 453 226 227
Winning Trades 215 99 116 215 99 116
Losing Trades 238 127 111 238 127 111
Profitability (%) 47.4614 43.8053 51.1013 47.4614 43.8053 51.1013
Ratio Avg Win / Avg Loss 1.3418 1.6647 1.0527 1.1048 1.35 0.8918
Largest Winning Trade 140848 140848 38836 191107 191107 84590
Largest Losing Trade -31354 -28259 -31354 -84121 -84121 -62380
Avg Bars in Trades 50 56 44 50 56 44
Avg Bars in Winners 63 73 54 63 73 54
Avg Bars in Losers 38 42 34 38 42 34
Bars Traded 22835 12663 10172 22835 12663 10172
Profit Streak 12.264 0 38.4307 12.264 0 38.4307
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321706 -9928 -254010 -577111 -312838 -578571
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23120,
    "evaluation_days": 1926.67,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594137600000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759580409502,
    "expiration_time": 1765564704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 149,
            "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": [
        [
            333227.0982378047,
            265127.0989363358,
            68099.9993014694,
            -6087.0930134898,
            90712.231319021,
            -96799.3243325108
        ],
        [
            333.227098,
            265.127099,
            68.099999,
            -6.087093,
            90.712231,
            -96.799324
        ],
        [
            0.172955,
            0.137609,
            0.035346,
            -0.00326,
            0.033514,
            -0.178481
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193260,
            -113922,
            -100997,
            -617813,
            -362298,
            -273076
        ],
        [
            1.212125,
            1.297692,
            1.100105,
            0.99807,
            1.052356,
            0.93192
        ],
        [
            453,
            226,
            227,
            453,
            226,
            227
        ],
        [
            215,
            99,
            116,
            215,
            99,
            116
        ],
        [
            238,
            127,
            111,
            238,
            127,
            111
        ],
        [
            47.461369,
            43.80531,
            51.101322,
            47.461369,
            43.80531,
            51.101322
        ],
        [
            1.341794,
            1.664715,
            1.052686,
            1.104841,
            1.349992,
            0.891751
        ],
        [
            140848,
            140848,
            38836,
            191107,
            191107,
            84590
        ],
        [
            -31354,
            -28259,
            -31354,
            -84121,
            -84121,
            -62380
        ],
        [
            50,
            56,
            44,
            50,
            56,
            44
        ],
        [
            63,
            73,
            54,
            63,
            73,
            54
        ],
        [
            38,
            42,
            34,
            38,
            42,
            34
        ],
        [
            22835,
            12663,
            10172,
            22835,
            12663,
            10172
        ],
        [
            12.263999,
            0,
            38.430665,
            12.263999,
            0,
            38.430666
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321706,
            -9928,
            -254010,
            -577111,
            -312838,
            -578571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23120,
    "evaluation_days": 1926.67,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594137600000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759580409502,
    "expiration_time": 1765564704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 149,
            "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)