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Trade: COMP/USDT/240/PWMA/SMA/6271

Strategy
COMP/USDT/240/PWMA/SMA/6271
Pair
COMP_USDT
Interval
4h
Score
351361
Daily Profit
0.170197
Profit Factor
1.224835
Profitability
48.795181
Streak
27.723438
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-25 20:21
Expiration Time
2025-11-21 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 326351.9612 268040.7471 58311.2141 -42931.2958 -259982.1202 217050.8244
Total P&L (%) 326.352 268.0407 58.3112 -42.9313 -259.9821 217.0508
Avg Daily Profit (%) 0.1702 0.1398 0.0304 -0.0292 0 0.0602
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -317657 -148514 -198773 -2712580 -2131293 -1787354
Profit Factor 1.2248 1.3324 1.0904 0.9967 0.9651 1.0379
Total Trades 332 166 166 332 166 166
Winning Trades 162 73 89 162 73 89
Losing Trades 170 93 77 170 93 77
Profitability (%) 48.7952 43.9759 53.6145 48.7952 43.9759 53.6145
Ratio Avg Win / Avg Loss 1.2853 1.6975 0.9434 1.046 1.2295 0.8979
Largest Winning Trade 135911 135911 41916 857620 857620 332835
Largest Losing Trade -71106 -26311 -71106 -489666 -489666 -441494
Avg Bars in Trades 34 37 31 34 37 31
Avg Bars in Winners 38 42 34 38 42 34
Avg Bars in Losers 30 33 26 30 33 26
Bars Traded 11389 6240 5149 11389 6240 5149
Profit Streak 27.7234 27.7234 51.7234 27.7234 27.7234 51.7234
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351361 -6047 -273622 -576342 -580128 -290899

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594368000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820905085,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 92,
            "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": [
        [
            326351.9611597728,
            268040.7470978272,
            58311.2140619471,
            -42931.2957889663,
            -259982.120174909,
            217050.8243859411
        ],
        [
            326.351961,
            268.040747,
            58.311214,
            -42.931296,
            -259.98212,
            217.050824
        ],
        [
            0.170197,
            0.139787,
            0.03041,
            -0.029248,
            0,
            0.060195
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -317657,
            -148514,
            -198773,
            -2712580,
            -2131293,
            -1787354
        ],
        [
            1.224835,
            1.332423,
            1.090378,
            0.996744,
            0.965117,
            1.03786
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            162,
            73,
            89,
            162,
            73,
            89
        ],
        [
            170,
            93,
            77,
            170,
            93,
            77
        ],
        [
            48.795181,
            43.975904,
            53.614458,
            48.795181,
            43.975904,
            53.614458
        ],
        [
            1.285321,
            1.697471,
            0.943361,
            1.045966,
            1.229533,
            0.897923
        ],
        [
            135911,
            135911,
            41916,
            857620,
            857620,
            332835
        ],
        [
            -71106,
            -26311,
            -71106,
            -489666,
            -489666,
            -441494
        ],
        [
            34,
            37,
            31,
            34,
            37,
            31
        ],
        [
            38,
            42,
            34,
            38,
            42,
            34
        ],
        [
            30,
            33,
            26,
            30,
            33,
            26
        ],
        [
            11389,
            6240,
            5149,
            11389,
            6240,
            5149
        ],
        [
            27.723438,
            27.723438,
            51.723438,
            27.723438,
            27.723438,
            51.723438
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351361,
            -6047,
            -273622,
            -576342,
            -580128,
            -290899
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594368000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820905085,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 92,
            "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)