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Trade: COMP/USDT/240/FWMA/HWMA/1256

Strategy
COMP/USDT/240/FWMA/HWMA/1256
Pair
COMP_USDT
Interval
4h
Score
449826
Daily Profit
0.271808
Profit Factor
1.642436
Profitability
65.895954
Streak
24.115585
Best Strategy
Training Data Length
1923.000000
Evaluation Time
2025-09-30 05:46
Expiration Time
2025-11-26 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522686.3899 339773.3815 182913.0084 414019.8754 1537578.0428 -1123558.1674
Total P&L (%) 522.6864 339.7734 182.913 414.0199 1537.578 -1123.5582
Avg Daily Profit (%) 0.2718 0.1767 0.0951 0.0852 0.1455 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134113 -114545 -117001 -2255353 -627237 -2087021
Profit Factor 1.6424 1.7751 1.4875 1.0706 1.6143 0.6659
Total Trades 173 86 87 173 86 87
Winning Trades 114 50 64 114 50 64
Losing Trades 59 36 23 59 36 23
Profitability (%) 65.896 58.1395 73.5632 65.896 58.1395 73.5632
Ratio Avg Win / Avg Loss 0.85 1.2781 0.5346 0.5541 1.1623 0.2393
Largest Winning Trade 128222 128222 50352 977903 977903 359909
Largest Losing Trade -80008 -39263 -80008 -2020667 -627237 -2020667
Avg Bars in Trades 65 66 64 65 66 64
Avg Bars in Winners 56 53 58 56 53 58
Avg Bars in Losers 81 83 78 81 83 78
Bars Traded 11255 5680 5575 11255 5680 5575
Profit Streak 24.1156 0 127.6156 24.1156 0 127.6156
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449826 374685 -62056 -220301 153962 -576415
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11538,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596398400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759200386551,
    "expiration_time": 1764174816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.00147,
            "nc": 0.43785
        }
    }
}
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": [
        [
            522686.3899356468,
            339773.3815298577,
            182913.0084057893,
            414019.8754216033,
            1537578.0428442785,
            -1123558.167422676
        ],
        [
            522.68639,
            339.773382,
            182.913008,
            414.019875,
            1537.578043,
            -1123.558167
        ],
        [
            0.271808,
            0.176689,
            0.095119,
            0.085168,
            0.145493,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134113,
            -114545,
            -117001,
            -2255353,
            -627237,
            -2087021
        ],
        [
            1.642436,
            1.775096,
            1.487458,
            1.070573,
            1.614257,
            0.665945
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            114,
            50,
            64,
            114,
            50,
            64
        ],
        [
            59,
            36,
            23,
            59,
            36,
            23
        ],
        [
            65.895954,
            58.139535,
            73.563218,
            65.895954,
            58.139535,
            73.563218
        ],
        [
            0.850032,
            1.278069,
            0.534555,
            0.554069,
            1.162265,
            0.239324
        ],
        [
            128222,
            128222,
            50352,
            977903,
            977903,
            359909
        ],
        [
            -80008,
            -39263,
            -80008,
            -2020667,
            -627237,
            -2020667
        ],
        [
            65,
            66,
            64,
            65,
            66,
            64
        ],
        [
            56,
            53,
            58,
            56,
            53,
            58
        ],
        [
            81,
            83,
            78,
            81,
            83,
            78
        ],
        [
            11255,
            5680,
            5575,
            11255,
            5680,
            5575
        ],
        [
            24.115585,
            0,
            127.615585,
            24.115585,
            0,
            127.615585
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449826,
            374685,
            -62056,
            -220301,
            153962,
            -576415
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11538,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596398400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759200386551,
    "expiration_time": 1764174816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.00147,
            "nc": 0.43785
        }
    }
}

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)