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Trade: COMP/USDT/360/HWMA/JMA/3133

Strategy
COMP/USDT/360/HWMA/JMA/3133
Pair
COMP_USDT
Interval
6h
Score
416893
Daily Profit
0.159926
Profit Factor
1.314852
Profitability
66.765579
Streak
25.848216
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-25 23:21
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 306658.7529 194909.6234 111749.1294 -73642.3381 5826.3949 -79468.733
Total P&L (%) 306.6588 194.9096 111.7491 -73.6423 5.8264 -79.4687
Avg Daily Profit (%) 0.1599 0.1016 0.0583 -0.0695 0.003 -0.0825
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109449 -109078 -119276 -119000 -51617 -100659
Profit Factor 1.3149 1.3858 1.2384 0.6771 1.0658 0.4306
Total Trades 337 168 169 337 168 169
Winning Trades 225 108 117 225 108 117
Losing Trades 112 60 52 112 60 52
Profitability (%) 66.7656 64.2857 69.2308 66.7656 64.2857 69.2308
Ratio Avg Win / Avg Loss 0.6545 0.7699 0.5504 0.337 0.5921 0.1914
Largest Winning Trade 39385 39385 18826 18151 18151 5169
Largest Losing Trade -96023 -56401 -96023 -82839 -41850 -82839
Avg Bars in Trades 22 24 19 22 24 19
Avg Bars in Winners 12 12 11 12 12 11
Avg Bars in Losers 42 46 37 42 46 37
Bars Traded 7484 4174 3310 7484 4174 3310
Profit Streak 25.8482 26.3482 25.8482 25.8482 26.3482 25.8482
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416893 -54415 -112495 -574984 -500500 -576213

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": 1595656800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758831685916,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.37136,
            "nb": 0.41795,
            "nc": 0.54689
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 30,
            "offset": 91
        }
    }
}
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": [
        [
            306658.752858109,
            194909.6234112158,
            111749.1294468931,
            -73642.3380887078,
            5826.3949481303,
            -79468.7330368381
        ],
        [
            306.658753,
            194.909623,
            111.749129,
            -73.642338,
            5.826395,
            -79.468733
        ],
        [
            0.159926,
            0.101648,
            0.058279,
            -0.069515,
            0.002953,
            -0.082533
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109449,
            -109078,
            -119276,
            -119000,
            -51617,
            -100659
        ],
        [
            1.314852,
            1.385834,
            1.238366,
            0.677085,
            1.065838,
            0.430571
        ],
        [
            337,
            168,
            169,
            337,
            168,
            169
        ],
        [
            225,
            108,
            117,
            225,
            108,
            117
        ],
        [
            112,
            60,
            52,
            112,
            60,
            52
        ],
        [
            66.765579,
            64.285714,
            69.230769,
            66.765579,
            64.285714,
            69.230769
        ],
        [
            0.654504,
            0.769908,
            0.550385,
            0.337038,
            0.592132,
            0.191365
        ],
        [
            39385,
            39385,
            18826,
            18151,
            18151,
            5169
        ],
        [
            -96023,
            -56401,
            -96023,
            -82839,
            -41850,
            -82839
        ],
        [
            22,
            24,
            19,
            22,
            24,
            19
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            42,
            46,
            37,
            42,
            46,
            37
        ],
        [
            7484,
            4174,
            3310,
            7484,
            4174,
            3310
        ],
        [
            25.848216,
            26.348216,
            25.848216,
            25.848217,
            26.348217,
            25.848217
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416893,
            -54415,
            -112495,
            -574984,
            -500500,
            -576213
        ]
    ]
}
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": 1595656800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758831685916,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.37136,
            "nb": 0.41795,
            "nc": 0.54689
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 30,
            "offset": 91
        }
    }
}

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)