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Trade: COMP/USDT/240/VWMA/DCU/8071

Strategy
COMP/USDT/240/VWMA/DCU/8071
Pair
COMP_USDT
Interval
4h
Score
398864
Daily Profit
0.199588
Profit Factor
1.681359
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 06:31
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 382709.7635 288794.0469 93915.7166 156123.1401 75578.7875 80544.3526
Total P&L (%) 382.7098 288.794 93.9157 156.1231 75.5788 80.5444
Avg Daily Profit (%) 0.1996 0.1506 0.049 0.0491 0.0294 0.0308
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145037 -139716 -44128 -897524 -631707 -358145
Profit Factor 1.6814 1.8098 1.458 1.0583 1.0462 1.0773
Total Trades 104 52 52 104 52 52
Winning Trades 52 24 28 52 24 28
Losing Trades 52 28 24 52 28 24
Profitability (%) 50 46.1538 53.8462 50 46.1538 53.8462
Ratio Avg Win / Avg Loss 1.6814 2.1114 1.2497 1.0583 1.2206 0.9234
Largest Winning Trade 245248 245248 43255 542429 542429 265528
Largest Losing Trade -40153 -40153 -33700 -319707 -227281 -319707
Avg Bars in Trades 107 175 40 107 175 40
Avg Bars in Winners 131 224 51 131 224 51
Avg Bars in Losers 84 133 27 84 133 27
Bars Traded 11224 9123 2101 11224 9123 2101
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398864 -170919 -306009 -283461 -504868 -468393

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": 1596009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857475542,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 69,
            "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": [
        [
            382709.7634765469,
            288794.0469196099,
            93915.7165569373,
            156123.1401232576,
            75578.7875288347,
            80544.3525944228
        ],
        [
            382.709763,
            288.794047,
            93.915717,
            156.12314,
            75.578788,
            80.544353
        ],
        [
            0.199588,
            0.15061,
            0.048978,
            0.04906,
            0.029361,
            0.030816
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145037,
            -139716,
            -44128,
            -897524,
            -631707,
            -358145
        ],
        [
            1.681359,
            1.809776,
            1.45801,
            1.058347,
            1.046244,
            1.077341
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            50,
            46.153846,
            53.846154,
            50,
            46.153846,
            53.846154
        ],
        [
            1.681359,
            2.111405,
            1.249723,
            1.058347,
            1.220618,
            0.923435
        ],
        [
            245248,
            245248,
            43255,
            542429,
            542429,
            265528
        ],
        [
            -40153,
            -40153,
            -33700,
            -319707,
            -227281,
            -319707
        ],
        [
            107,
            175,
            40,
            107,
            175,
            40
        ],
        [
            131,
            224,
            51,
            131,
            224,
            51
        ],
        [
            84,
            133,
            27,
            84,
            133,
            27
        ],
        [
            11224,
            9123,
            2101,
            11224,
            9123,
            2101
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398864,
            -170919,
            -306009,
            -283461,
            -504868,
            -468393
        ]
    ]
}
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": 1596009600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857475542,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 69,
            "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)