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Trade: COMP/USDT/120/SMA/ALMA/1336

Strategy
COMP/USDT/120/SMA/ALMA/1336
Pair
COMP_USDT
Interval
2h
Score
322438
Daily Profit
0.171776
Profit Factor
1.302928
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1935.000000
Evaluation Time
2025-10-12 23:31
Expiration Time
2025-12-21 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332386.6962 247554.499 84832.1972 39957.8752 32945.587 7012.2883
Total P&L (%) 332.3867 247.5545 84.8322 39.9579 32.9456 7.0123
Avg Daily Profit (%) 0.1718 0.1279 0.0438 0.0174 0.0147 0.0035
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127074 -98242 -86560 -714383 -406070 -352292
Profit Factor 1.3029 1.3966 1.1793 1.0131 1.0183 1.0056
Total Trades 282 141 141 282 141 141
Winning Trades 141 69 72 141 69 72
Losing Trades 141 72 69 141 72 69
Profitability (%) 50 48.9362 51.0638 50 48.9362 51.0638
Ratio Avg Win / Avg Loss 1.3029 1.4573 1.1302 1.0131 1.0626 0.9637
Largest Winning Trade 118096 118096 49697 273173 273173 118474
Largest Losing Trade -55570 -33325 -55570 -133064 -115655 -133064
Avg Bars in Trades 80 72 88 80 72 88
Avg Bars in Winners 89 77 100 89 77 100
Avg Bars in Losers 70 66 75 70 66 75
Bars Traded 22573 10164 12409 22573 10164 12409
Profit Streak 0 19.1882 0 0 19.1882 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 322438 -21587 -157662 -376510 -376470 -569977
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23220,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594346400000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760301062606,
    "expiration_time": 1766310624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 54,
            "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": [
        [
            332386.6962143524,
            247554.4989767149,
            84832.197237637,
            39957.8752256686,
            32945.5869510873,
            7012.2882745809
        ],
        [
            332.386696,
            247.554499,
            84.832197,
            39.957875,
            32.945587,
            7.012288
        ],
        [
            0.171776,
            0.127935,
            0.043841,
            0.017375,
            0.014718,
            0.003503
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127074,
            -98242,
            -86560,
            -714383,
            -406070,
            -352292
        ],
        [
            1.302928,
            1.396604,
            1.179326,
            1.013098,
            1.018294,
            1.005611
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            141,
            69,
            72,
            141,
            69,
            72
        ],
        [
            141,
            72,
            69,
            141,
            72,
            69
        ],
        [
            50,
            48.93617,
            51.06383,
            50,
            48.93617,
            51.06383
        ],
        [
            1.302928,
            1.457326,
            1.130187,
            1.013098,
            1.062568,
            0.96371
        ],
        [
            118096,
            118096,
            49697,
            273173,
            273173,
            118474
        ],
        [
            -55570,
            -33325,
            -55570,
            -133064,
            -115655,
            -133064
        ],
        [
            80,
            72,
            88,
            80,
            72,
            88
        ],
        [
            89,
            77,
            100,
            89,
            77,
            100
        ],
        [
            70,
            66,
            75,
            70,
            66,
            75
        ],
        [
            22573,
            10164,
            12409,
            22573,
            10164,
            12409
        ],
        [
            0,
            19.188224,
            0,
            0,
            19.188225,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322438,
            -21587,
            -157662,
            -376510,
            -376470,
            -569977
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23220,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594346400000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760301062606,
    "expiration_time": 1766310624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 54,
            "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)