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Trade: COMP/USDT/120/ZLMA/WMA/5429

Strategy
COMP/USDT/120/ZLMA/WMA/5429
Pair
COMP_USDT
Interval
2h
Score
371606
Daily Profit
0.188774
Profit Factor
1.314706
Profitability
49.794239
Streak
38.055359
Best Strategy
Training Data Length
1926.920000
Evaluation Time
2025-10-04 20:19
Expiration Time
2025-12-13 02:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363752.5185 268583.8775 95168.641 45535.9108 75836.0387 -30300.1279
Total P&L (%) 363.7525 268.5839 95.1686 45.5359 75.836 -30.3001
Avg Daily Profit (%) 0.1888 0.1394 0.0494 0.0195 0.0293 -0.0187
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166530 -128421 -101613 -427078 -164267 -312452
Profit Factor 1.3147 1.4138 1.1878 1.0234 1.0732 0.9666
Total Trades 243 121 122 243 121 122
Winning Trades 121 58 63 121 58 63
Losing Trades 122 63 59 122 63 59
Profitability (%) 49.7942 47.9339 51.6393 49.7942 47.9339 51.6393
Ratio Avg Win / Avg Loss 1.3256 1.5357 1.1124 1.0319 1.1658 0.9052
Largest Winning Trade 130454 130454 50496 121496 121496 59910
Largest Losing Trade -40257 -37192 -40257 -117220 -66689 -117220
Avg Bars in Trades 92 104 80 92 104 80
Avg Bars in Winners 114 122 106 114 122 106
Avg Bars in Losers 70 87 52 70 87 52
Bars Traded 22427 12651 9776 22427 12651 9776
Profit Streak 38.0554 38.0554 123.0554 38.0554 38.0554 123.0554
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371606 -5559 -139533 -360690 -294199 -579375
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23123,
    "evaluation_days": 1926.92,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594432800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759598383064,
    "expiration_time": 1765587081600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 58,
            "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": [
        [
            363752.5184542866,
            268583.8774600579,
            95168.6409942285,
            45535.9108044264,
            75836.0386854931,
            -30300.1278810666
        ],
        [
            363.752518,
            268.583877,
            95.168641,
            45.535911,
            75.836039,
            -30.300128
        ],
        [
            0.188774,
            0.139385,
            0.049389,
            0.019476,
            0.029294,
            -0.018731
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166530,
            -128421,
            -101613,
            -427078,
            -164267,
            -312452
        ],
        [
            1.314706,
            1.41384,
            1.187768,
            1.023438,
            1.073242,
            0.966609
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            121,
            58,
            63,
            121,
            58,
            63
        ],
        [
            122,
            63,
            59,
            122,
            63,
            59
        ],
        [
            49.794239,
            47.933884,
            51.639344,
            49.794239,
            47.933884,
            51.639344
        ],
        [
            1.325572,
            1.535722,
            1.112354,
            1.031896,
            1.165763,
            0.905237
        ],
        [
            130454,
            130454,
            50496,
            121496,
            121496,
            59910
        ],
        [
            -40257,
            -37192,
            -40257,
            -117220,
            -66689,
            -117220
        ],
        [
            92,
            104,
            80,
            92,
            104,
            80
        ],
        [
            114,
            122,
            106,
            114,
            122,
            106
        ],
        [
            70,
            87,
            52,
            70,
            87,
            52
        ],
        [
            22427,
            12651,
            9776,
            22427,
            12651,
            9776
        ],
        [
            38.055359,
            38.055359,
            123.055359,
            38.055359,
            38.05536,
            123.05536
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371606,
            -5559,
            -139533,
            -360690,
            -294199,
            -579375
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23123,
    "evaluation_days": 1926.92,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594432800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759598383064,
    "expiration_time": 1765587081600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 58,
            "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)