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Trade: COMP/USDT/360/HILO/HWMA/5592

Strategy
COMP/USDT/360/HILO/HWMA/5592
Pair
COMP_USDT
Interval
6h
Score
396524
Daily Profit
0.196598
Profit Factor
1.228016
Profitability
54.588235
Streak
6.948543
Best Strategy
Training Data Length
1922.750000
Evaluation Time
2025-09-30 01:45
Expiration Time
2025-11-26 12:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378008.3709 266751.1705 111257.2005 -2467.5066 65718.5984 -68186.1051
Total P&L (%) 378.0084 266.7512 111.2572 -2.4675 65.7186 -68.1861
Avg Daily Profit (%) 0.1966 0.1387 0.0579 -0.0013 0.0263 -0.0595
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -221577 -90109 -197116 -1674019 -1263369 -1282871
Profit Factor 1.228 1.3571 1.1222 0.9998 1.0134 0.9874
Total Trades 425 212 213 425 212 213
Winning Trades 232 106 126 232 106 126
Losing Trades 193 106 87 193 106 87
Profitability (%) 54.5882 50 59.1549 54.5882 50 59.1549
Ratio Avg Win / Avg Loss 1.0216 1.3571 0.7748 0.8317 1.0134 0.6818
Largest Winning Trade 52561 52561 39443 451577 451577 325824
Largest Losing Trade -73598 -40021 -73598 -538309 -480711 -538309
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 7657 3818 3839 7657 3818 3839
Profit Streak 6.9485 0 11.4485 6.9485 0 11.4485
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396524 -6563 -200820 -576999 -362964 -578121
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7691,
    "evaluation_days": 1922.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593518400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759185954171,
    "expiration_time": 1764152568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.10442,
            "nb": 0.1,
            "nc": 0.62872
        }
    }
}
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": [
        [
            378008.3709388874,
            266751.1704712919,
            111257.2004675953,
            -2467.5066433736,
            65718.5984396153,
            -68186.1050829891
        ],
        [
            378.008371,
            266.75117,
            111.2572,
            -2.467507,
            65.718598,
            -68.186105
        ],
        [
            0.196598,
            0.138734,
            0.057864,
            -0.001299,
            0.026274,
            -0.059546
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -221577,
            -90109,
            -197116,
            -1674019,
            -1263369,
            -1282871
        ],
        [
            1.228016,
            1.357081,
            1.122155,
            0.999761,
            1.013446,
            0.987447
        ],
        [
            425,
            212,
            213,
            425,
            212,
            213
        ],
        [
            232,
            106,
            126,
            232,
            106,
            126
        ],
        [
            193,
            106,
            87,
            193,
            106,
            87
        ],
        [
            54.588235,
            50,
            59.15493,
            54.588235,
            50,
            59.15493
        ],
        [
            1.021582,
            1.357081,
            0.774822,
            0.831698,
            1.013446,
            0.681809
        ],
        [
            52561,
            52561,
            39443,
            451577,
            451577,
            325824
        ],
        [
            -73598,
            -40021,
            -73598,
            -538309,
            -480711,
            -538309
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            7657,
            3818,
            3839,
            7657,
            3818,
            3839
        ],
        [
            6.948543,
            0,
            11.448543,
            6.948544,
            0,
            11.448544
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396524,
            -6563,
            -200820,
            -576999,
            -362964,
            -578121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7691,
    "evaluation_days": 1922.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593518400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759185954171,
    "expiration_time": 1764152568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.10442,
            "nb": 0.1,
            "nc": 0.62872
        }
    }
}

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)