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Trade: COMP/USDT/360/FWMA/HWMA/7317

Strategy
COMP/USDT/360/FWMA/HWMA/7317
Pair
COMP_USDT
Interval
6h
Score
354914
Daily Profit
0.171465
Profit Factor
1.210550
Profitability
50.938338
Streak
14.150399
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-27 00:36
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 328783.7219 258685.6494 70098.0725 -9764.039 -38102.7345 28338.6955
Total P&L (%) 328.7837 258.6856 70.0981 -9.764 -38.1027 28.3387
Avg Daily Profit (%) 0.1715 0.1349 0.0366 -0.0054 -0.025 0.013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -244856 -119475 -144865 -1270873 -694301 -639575
Profit Factor 1.2106 1.3256 1.0914 0.9975 0.9807 1.0152
Total Trades 373 187 186 373 187 186
Winning Trades 190 88 102 190 88 102
Losing Trades 183 99 84 183 99 84
Profitability (%) 50.9383 47.0588 54.8387 50.9383 47.0588 54.8387
Ratio Avg Win / Avg Loss 1.166 1.4912 0.8988 0.9607 1.1033 0.836
Largest Winning Trade 116215 116215 33283 258506 258506 215694
Largest Losing Trade -43666 -30952 -43666 -275886 -275886 -141674
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 21 21 21 21 21 21
Avg Bars in Losers 19 19 18 19 19 18
Bars Traded 7594 3871 3723 7594 3871 3723
Profit Streak 14.1504 31.1504 0 14.1504 31.1504 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354914 -12131 -264395 -577833 -578553 -382913
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593928800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922594517,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.16933
        }
    }
}
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": [
        [
            328783.7219321964,
            258685.6494122612,
            70098.0725199353,
            -9764.0389800534,
            -38102.7344516945,
            28338.6954716414
        ],
        [
            328.783722,
            258.685649,
            70.098073,
            -9.764039,
            -38.102734,
            28.338695
        ],
        [
            0.171465,
            0.134908,
            0.036557,
            -0.005358,
            -0.025014,
            0.013013
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -244856,
            -119475,
            -144865,
            -1270873,
            -694301,
            -639575
        ],
        [
            1.21055,
            1.325553,
            1.091399,
            0.997463,
            0.980745,
            1.015156
        ],
        [
            373,
            187,
            186,
            373,
            187,
            186
        ],
        [
            190,
            88,
            102,
            190,
            88,
            102
        ],
        [
            183,
            99,
            84,
            183,
            99,
            84
        ],
        [
            50.938338,
            47.058824,
            54.83871,
            50.938338,
            47.058824,
            54.83871
        ],
        [
            1.165951,
            1.491247,
            0.8988,
            0.960714,
            1.103338,
            0.836011
        ],
        [
            116215,
            116215,
            33283,
            258506,
            258506,
            215694
        ],
        [
            -43666,
            -30952,
            -43666,
            -275886,
            -275886,
            -141674
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            7594,
            3871,
            3723,
            7594,
            3871,
            3723
        ],
        [
            14.150399,
            31.150399,
            0,
            14.150399,
            31.1504,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354914,
            -12131,
            -264395,
            -577833,
            -578553,
            -382913
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593928800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758922594517,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.16933
        }
    }
}

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)