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Trade: COMP/USDT/240/WMA/DCM/7235

Strategy
COMP/USDT/240/WMA/DCM/7235
Pair
COMP_USDT
Interval
4h
Score
365349
Daily Profit
0.205179
Profit Factor
1.433846
Profitability
54.404145
Streak
0.000000
Best Strategy
Training Data Length
1926.330000
Evaluation Time
2025-10-03 12:51
Expiration Time
2025-11-30 04:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395242.4564 279622.4951 115619.9612 260633.8344 100656.4893 159977.3451
Total P&L (%) 395.2425 279.6225 115.62 260.6338 100.6565 159.9773
Avg Daily Profit (%) 0.2052 0.1452 0.06 0.0666 0.0362 0.0496
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161999 -173606 -56689 -464306 -509651 -174709
Profit Factor 1.4338 1.5763 1.2715 1.1177 1.0828 1.1603
Total Trades 193 96 97 193 96 97
Winning Trades 105 56 49 105 56 49
Losing Trades 88 40 48 88 40 48
Profitability (%) 54.4041 58.3333 50.5155 54.4041 58.3333 50.5155
Ratio Avg Win / Avg Loss 1.2017 1.1259 1.2456 0.9368 0.7734 1.1366
Largest Winning Trade 94788 94788 47803 167928 132505 167928
Largest Losing Trade -45584 -43632 -45584 -149077 -149077 -115926
Avg Bars in Trades 55 73 36 55 73 36
Avg Bars in Winners 62 74 49 62 74 49
Avg Bars in Losers 45 72 23 45 72 23
Bars Traded 10637 7086 3551 10637 7086 3551
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 365349 118527 -113097 -195117 -274942 -171125
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11558,
    "evaluation_days": 1926.33,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1595145600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759485061711,
    "expiration_time": 1764471456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 146,
            "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": [
        [
            395242.4563529371,
            279622.4951362509,
            115619.9612166865,
            260633.834381509,
            100656.4892659779,
            159977.3451155312
        ],
        [
            395.242456,
            279.622495,
            115.619961,
            260.633834,
            100.656489,
            159.977345
        ],
        [
            0.205179,
            0.145158,
            0.060021,
            0.06661,
            0.036159,
            0.04961
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161999,
            -173606,
            -56689,
            -464306,
            -509651,
            -174709
        ],
        [
            1.433846,
            1.57632,
            1.271515,
            1.117716,
            1.082785,
            1.160264
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            105,
            56,
            49,
            105,
            56,
            49
        ],
        [
            88,
            40,
            48,
            88,
            40,
            48
        ],
        [
            54.404145,
            58.333333,
            50.515464,
            54.404145,
            58.333333,
            50.515464
        ],
        [
            1.2017,
            1.125943,
            1.245565,
            0.936752,
            0.773418,
            1.136585
        ],
        [
            94788,
            94788,
            47803,
            167928,
            132505,
            167928
        ],
        [
            -45584,
            -43632,
            -45584,
            -149077,
            -149077,
            -115926
        ],
        [
            55,
            73,
            36,
            55,
            73,
            36
        ],
        [
            62,
            74,
            49,
            62,
            74,
            49
        ],
        [
            45,
            72,
            23,
            45,
            72,
            23
        ],
        [
            10637,
            7086,
            3551,
            10637,
            7086,
            3551
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365349,
            118527,
            -113097,
            -195117,
            -274942,
            -171125
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11558,
    "evaluation_days": 1926.33,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1595145600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759485061711,
    "expiration_time": 1764471456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 146,
            "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)