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Trade: COMP/USDT/240/SINWMA/MIDPRICE/6181

Strategy
COMP/USDT/240/SINWMA/MIDPRICE/6181
Pair
COMP_USDT
Interval
4h
Score
328013
Daily Profit
0.175333
Profit Factor
1.269834
Profitability
45.251397
Streak
9.524250
Best Strategy
Training Data Length
1933.170000
Evaluation Time
2025-10-10 11:34
Expiration Time
2025-12-07 05:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338947.548 256693.3703 82254.1777 53207.6988 84699.8383 -31492.1396
Total P&L (%) 338.9475 256.6934 82.2542 53.2077 84.6998 -31.4921
Avg Daily Profit (%) 0.1753 0.1328 0.0425 0.0221 0.0317 -0.0196
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200558 -122724 -101679 -967339 -567805 -515582
Profit Factor 1.2698 1.3626 1.15 1.0165 1.0475 0.9781
Total Trades 358 179 179 358 179 179
Winning Trades 162 74 88 162 74 88
Losing Trades 196 105 91 196 105 91
Profitability (%) 45.2514 41.3408 49.162 45.2514 41.3408 49.162
Ratio Avg Win / Avg Loss 1.5363 1.9335 1.1892 1.2298 1.4863 1.0115
Largest Winning Trade 89320 89320 40664 354818 354818 115465
Largest Losing Trade -37545 -27045 -37545 -191952 -161015 -191952
Avg Bars in Trades 31 35 28 31 35 28
Avg Bars in Winners 38 44 34 38 44 34
Avg Bars in Losers 26 29 22 26 29 22
Bars Traded 11428 6404 5024 11428 6404 5024
Profit Streak 9.5243 18.1909 0 9.5243 18.1909 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328013 -16604 -191249 -366182 -321224 -578777
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11599,
    "evaluation_days": 1933.17,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594468800000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760085295194,
    "expiration_time": 1765079568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 86,
            "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": [
        [
            338947.5479847824,
            256693.3702980233,
            82254.1776867593,
            53207.6987774898,
            84699.8383285767,
            -31492.1395510866
        ],
        [
            338.947548,
            256.69337,
            82.254178,
            53.207699,
            84.699838,
            -31.49214
        ],
        [
            0.175333,
            0.132784,
            0.042549,
            0.022071,
            0.031744,
            -0.019563
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200558,
            -122724,
            -101679,
            -967339,
            -567805,
            -515582
        ],
        [
            1.269834,
            1.362645,
            1.150017,
            1.016502,
            1.04746,
            0.978125
        ],
        [
            358,
            179,
            179,
            358,
            179,
            179
        ],
        [
            162,
            74,
            88,
            162,
            74,
            88
        ],
        [
            196,
            105,
            91,
            196,
            105,
            91
        ],
        [
            45.251397,
            41.340782,
            49.162011,
            45.251397,
            41.340782,
            49.162011
        ],
        [
            1.536342,
            1.933483,
            1.189222,
            1.229842,
            1.486261,
            1.01147
        ],
        [
            89320,
            89320,
            40664,
            354818,
            354818,
            115465
        ],
        [
            -37545,
            -27045,
            -37545,
            -191952,
            -161015,
            -191952
        ],
        [
            31,
            35,
            28,
            31,
            35,
            28
        ],
        [
            38,
            44,
            34,
            38,
            44,
            34
        ],
        [
            26,
            29,
            22,
            26,
            29,
            22
        ],
        [
            11428,
            6404,
            5024,
            11428,
            6404,
            5024
        ],
        [
            9.52425,
            18.190916,
            0,
            9.52425,
            18.190917,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328013,
            -16604,
            -191249,
            -366182,
            -321224,
            -578777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11599,
    "evaluation_days": 1933.17,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594468800000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760085295194,
    "expiration_time": 1765079568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 86,
            "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)