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Trade: COMP/USDT/120/PWMA/SUPERTREND/1039

Strategy
COMP/USDT/120/PWMA/SUPERTREND/1039
Pair
COMP_USDT
Interval
2h
Score
302964
Daily Profit
0.178067
Profit Factor
1.230318
Profitability
46.498054
Streak
0.000000
Best Strategy
Training Data Length
1931.000000
Evaluation Time
2025-10-08 21:39
Expiration Time
2025-12-17 08:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343847.894 247041.1073 96806.7867 83480.4509 311201.9311 -227721.4802
Total P&L (%) 343.8479 247.0411 96.8068 83.4805 311.2019 -227.7215
Avg Daily Profit (%) 0.1781 0.1279 0.0501 0.0314 0.0732 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133561 -108108 -138420 -717650 -350497 -474152
Profit Factor 1.2303 1.3221 1.1334 1.0205 1.158 0.8921
Total Trades 514 257 257 514 257 257
Winning Trades 239 116 123 239 116 123
Losing Trades 275 141 134 275 141 134
Profitability (%) 46.4981 45.1362 47.8599 46.4981 45.1362 47.8599
Ratio Avg Win / Avg Loss 1.4156 1.607 1.2347 1.1742 1.4076 0.9719
Largest Winning Trade 134465 134465 47263 270036 270036 114004
Largest Losing Trade -30115 -22222 -30115 -145707 -118332 -145707
Avg Bars in Trades 44 42 46 44 42 46
Avg Bars in Winners 58 56 61 58 56 61
Avg Bars in Losers 32 30 33 32 30 33
Bars Traded 22934 10910 12024 22934 10910 12024
Profit Streak 0 16.5277 0 0 16.5277 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302964 -21426 -199833 -347585 -142396 -580821
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23172,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594159200000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759948794408,
    "expiration_time": 1765952582400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 73,
            "offset": 0,
            "multiplier": 2.82275
        }
    }
}
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": [
        [
            343847.8939857711,
            247041.1072961803,
            96806.7866895908,
            83480.4509386368,
            311201.9311221453,
            -227721.4801835091
        ],
        [
            343.847894,
            247.041107,
            96.806787,
            83.480451,
            311.201931,
            -227.72148
        ],
        [
            0.178067,
            0.127934,
            0.050133,
            0.031436,
            0.073249,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133561,
            -108108,
            -138420,
            -717650,
            -350497,
            -474152
        ],
        [
            1.230318,
            1.322073,
            1.133363,
            1.020463,
            1.158,
            0.892076
        ],
        [
            514,
            257,
            257,
            514,
            257,
            257
        ],
        [
            239,
            116,
            123,
            239,
            116,
            123
        ],
        [
            275,
            141,
            134,
            275,
            141,
            134
        ],
        [
            46.498054,
            45.136187,
            47.859922,
            46.498054,
            45.136187,
            47.859922
        ],
        [
            1.415638,
            1.607002,
            1.234721,
            1.174172,
            1.407569,
            0.971856
        ],
        [
            134465,
            134465,
            47263,
            270036,
            270036,
            114004
        ],
        [
            -30115,
            -22222,
            -30115,
            -145707,
            -118332,
            -145707
        ],
        [
            44,
            42,
            46,
            44,
            42,
            46
        ],
        [
            58,
            56,
            61,
            58,
            56,
            61
        ],
        [
            32,
            30,
            33,
            32,
            30,
            33
        ],
        [
            22934,
            10910,
            12024,
            22934,
            10910,
            12024
        ],
        [
            0,
            16.527713,
            0,
            0,
            16.527713,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302964,
            -21426,
            -199833,
            -347585,
            -142396,
            -580821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23172,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594159200000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759948794408,
    "expiration_time": 1765952582400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 73,
            "offset": 0,
            "multiplier": 2.82275
        }
    }
}

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)