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Trade: COMP/USDT/240/JMA/SUPERTREND/1056

Strategy
COMP/USDT/240/JMA/SUPERTREND/1056
Pair
COMP_USDT
Interval
4h
Score
364551
Daily Profit
0.203677
Profit Factor
1.332190
Profitability
49.795918
Streak
35.984722
Best Strategy
Training Data Length
1925.670000
Evaluation Time
2025-10-02 22:38
Expiration Time
2025-11-29 12:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392214.7456 270488.5265 121726.2191 193475.7502 -262026.4237 455502.1739
Total P&L (%) 392.2147 270.4885 121.7262 193.4758 -262.0264 455.5022
Avg Daily Profit (%) 0.2037 0.1405 0.0632 0.0559 0 0.0891
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154633 -162590 -83400 -721212 -876663 -178982
Profit Factor 1.3322 1.3995 1.2417 1.0641 0.8681 1.4407
Total Trades 245 122 123 245 122 123
Winning Trades 122 60 62 122 60 62
Losing Trades 123 62 61 123 62 61
Profitability (%) 49.7959 49.1803 50.4065 49.7959 49.1803 50.4065
Ratio Avg Win / Avg Loss 1.3431 1.4462 1.2217 1.0728 0.897 1.4174
Largest Winning Trade 93374 93374 31924 174787 145528 174787
Largest Losing Trade -50244 -50244 -49160 -165276 -165276 -93483
Avg Bars in Trades 45 58 33 45 58 33
Avg Bars in Winners 52 59 45 52 59 45
Avg Bars in Losers 39 57 21 39 57 21
Bars Traded 11226 7141 4085 11226 7141 4085
Profit Streak 35.9847 37.9847 35.9847 35.9847 37.9847 35.9847
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364551 -4831 -108427 -266102 -580781 -72715
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11554,
    "evaluation_days": 1925.67,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596081600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759433879978,
    "expiration_time": 1764412128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 169,
            "offset": 0,
            "multiplier": 4.86565
        }
    }
}
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": [
        [
            392214.7456477243,
            270488.5265411782,
            121726.2191065459,
            193475.7501553,
            -262026.4237424473,
            455502.1738977472
        ],
        [
            392.214746,
            270.488527,
            121.726219,
            193.47575,
            -262.026424,
            455.502174
        ],
        [
            0.203677,
            0.140465,
            0.063212,
            0.055925,
            0,
            0.089084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154633,
            -162590,
            -83400,
            -721212,
            -876663,
            -178982
        ],
        [
            1.33219,
            1.399525,
            1.24168,
            1.064065,
            0.868086,
            1.440676
        ],
        [
            245,
            122,
            123,
            245,
            122,
            123
        ],
        [
            122,
            60,
            62,
            122,
            60,
            62
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            49.795918,
            49.180328,
            50.406504,
            49.795918,
            49.180328,
            50.406504
        ],
        [
            1.34311,
            1.446176,
            1.221652,
            1.072787,
            0.897022,
            1.417439
        ],
        [
            93374,
            93374,
            31924,
            174787,
            145528,
            174787
        ],
        [
            -50244,
            -50244,
            -49160,
            -165276,
            -165276,
            -93483
        ],
        [
            45,
            58,
            33,
            45,
            58,
            33
        ],
        [
            52,
            59,
            45,
            52,
            59,
            45
        ],
        [
            39,
            57,
            21,
            39,
            57,
            21
        ],
        [
            11226,
            7141,
            4085,
            11226,
            7141,
            4085
        ],
        [
            35.984722,
            37.984722,
            35.984722,
            35.984722,
            37.984722,
            35.984722
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364551,
            -4831,
            -108427,
            -266102,
            -580781,
            -72715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11554,
    "evaluation_days": 1925.67,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596081600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759433879978,
    "expiration_time": 1764412128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 169,
            "offset": 0,
            "multiplier": 4.86565
        }
    }
}

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)