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Trade: COMP/USDT/240/PWMA/SSF/5272

Strategy
COMP/USDT/240/PWMA/SSF/5272
Pair
COMP_USDT
Interval
4h
Score
300887
Daily Profit
0.232776
Profit Factor
1.537112
Profitability
38.144330
Streak
53.427629
Best Strategy
Training Data Length
1932.500000
Evaluation Time
2025-10-09 17:15
Expiration Time
2025-12-06 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 449839.7427 319997.8508 129841.8919 447009.9224 264229.0499 182780.8725
Total P&L (%) 449.8397 319.9979 129.8419 447.0099 264.2291 182.7809
Avg Daily Profit (%) 0.2328 0.1656 0.0672 0.088 0.0669 0.0538
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87469 -83313 -90799 -729908 -593077 -384874
Profit Factor 1.5371 1.7328 1.3239 1.1334 1.1418 1.123
Total Trades 194 97 97 194 97 97
Winning Trades 74 32 42 74 32 42
Losing Trades 120 65 55 120 65 55
Profitability (%) 38.1443 32.9897 43.299 38.1443 32.9897 43.299
Ratio Avg Win / Avg Loss 2.4926 3.5198 1.7337 1.838 2.3192 1.4706
Largest Winning Trade 138620 138620 44056 553578 553578 225149
Largest Losing Trade -32176 -20990 -32176 -184139 -184139 -166377
Avg Bars in Trades 58 52 64 58 52 64
Avg Bars in Winners 97 94 99 97 94 99
Avg Bars in Losers 34 31 37 34 31 37
Bars Traded 11293 5066 6227 11293 5066 6227
Profit Streak 53.4276 53.4276 61.9276 53.4276 53.4276 61.9276
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300887 153500 -103806 -150331 -173408 -208229
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11595,
    "evaluation_days": 1932.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594641600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760019347152,
    "expiration_time": 1765020240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            449839.7427488761,
            319997.8508071534,
            129841.891941723,
            447009.9224066681,
            264229.0499001746,
            182780.8725064929
        ],
        [
            449.839743,
            319.997851,
            129.841892,
            447.009922,
            264.22905,
            182.780873
        ],
        [
            0.232776,
            0.165588,
            0.067189,
            0.087971,
            0.06691,
            0.053805
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87469,
            -83313,
            -90799,
            -729908,
            -593077,
            -384874
        ],
        [
            1.537112,
            1.73283,
            1.323912,
            1.13344,
            1.141771,
            1.122991
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            74,
            32,
            42,
            74,
            32,
            42
        ],
        [
            120,
            65,
            55,
            120,
            65,
            55
        ],
        [
            38.14433,
            32.989691,
            43.298969,
            38.14433,
            32.989691,
            43.298969
        ],
        [
            2.492614,
            3.519811,
            1.733695,
            1.83801,
            2.319223,
            1.470583
        ],
        [
            138620,
            138620,
            44056,
            553578,
            553578,
            225149
        ],
        [
            -32176,
            -20990,
            -32176,
            -184139,
            -184139,
            -166377
        ],
        [
            58,
            52,
            64,
            58,
            52,
            64
        ],
        [
            97,
            94,
            99,
            97,
            94,
            99
        ],
        [
            34,
            31,
            37,
            34,
            31,
            37
        ],
        [
            11293,
            5066,
            6227,
            11293,
            5066,
            6227
        ],
        [
            53.427629,
            53.427629,
            61.927629,
            53.427629,
            53.427629,
            61.927629
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300887,
            153500,
            -103806,
            -150331,
            -173408,
            -208229
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11595,
    "evaluation_days": 1932.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594641600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760019347152,
    "expiration_time": 1765020240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 2
        }
    }
}

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)