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Trade: COMP/USDT/360/EMA/MIDPOINT/1512

Strategy
COMP/USDT/360/EMA/MIDPOINT/1512
Pair
COMP_USDT
Interval
6h
Score
311763
Daily Profit
0.179681
Profit Factor
1.526180
Profitability
45.833333
Streak
0.000000
Best Strategy
Training Data Length
1934.000000
Evaluation Time
2025-10-11 04:53
Expiration Time
2025-12-08 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347503.3837 270677.0391 76826.3446 36313.9517 -77716.8125 114030.7642
Total P&L (%) 347.5034 270.677 76.8263 36.314 -77.7168 114.0308
Avg Daily Profit (%) 0.1797 0.14 0.0397 0.016 -0.0776 0.0394
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208136 -199369 -44357 -410291 -321939 -109079
Profit Factor 1.5262 1.6633 1.3045 1.0412 0.8666 1.3812
Total Trades 96 48 48 96 48 48
Winning Trades 44 20 24 44 20 24
Losing Trades 52 28 24 52 28 24
Profitability (%) 45.8333 41.6667 50 45.8333 41.6667 50
Ratio Avg Win / Avg Loss 1.8037 2.3286 1.3045 1.2305 1.2132 1.3812
Largest Winning Trade 133581 133581 51425 162900 162900 148368
Largest Losing Trade -53610 -53610 -35949 -121376 -121376 -101913
Avg Bars in Trades 74 103 45 74 103 45
Avg Bars in Winners 93 111 79 93 111 79
Avg Bars in Losers 57 97 12 57 97 12
Bars Traded 7138 4950 2188 7138 4950 2188
Profit Streak 0 0 123.3288 0 0 123.3288
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311763 -6198 -139075 -350579 -582263 -139099
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7736,
    "evaluation_days": 1934,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1597730400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760147606831,
    "expiration_time": 1765153728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 217,
            "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": [
        [
            347503.3837231674,
            270677.0391114019,
            76826.3446117651,
            36313.9517127411,
            -77716.8124532852,
            114030.7641660264
        ],
        [
            347.503384,
            270.677039,
            76.826345,
            36.313952,
            -77.716812,
            114.030764
        ],
        [
            0.179681,
            0.139957,
            0.039724,
            0.016019,
            -0.077599,
            0.039354
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208136,
            -199369,
            -44357,
            -410291,
            -321939,
            -109079
        ],
        [
            1.52618,
            1.663288,
            1.304452,
            1.041191,
            0.866574,
            1.381204
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            45.833333,
            41.666667,
            50,
            45.833333,
            41.666667,
            50
        ],
        [
            1.803668,
            2.328603,
            1.304452,
            1.230498,
            1.213204,
            1.381204
        ],
        [
            133581,
            133581,
            51425,
            162900,
            162900,
            148368
        ],
        [
            -53610,
            -53610,
            -35949,
            -121376,
            -121376,
            -101913
        ],
        [
            74,
            103,
            45,
            74,
            103,
            45
        ],
        [
            93,
            111,
            79,
            93,
            111,
            79
        ],
        [
            57,
            97,
            12,
            57,
            97,
            12
        ],
        [
            7138,
            4950,
            2188,
            7138,
            4950,
            2188
        ],
        [
            0,
            0,
            123.328783,
            0,
            0,
            123.328783
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311763,
            -6198,
            -139075,
            -350579,
            -582263,
            -139099
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7736,
    "evaluation_days": 1934,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1597730400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760147606831,
    "expiration_time": 1765153728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 217,
            "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)