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Trade: COMP/USDT/360/MIDPOINT/JMA/2906

Strategy
COMP/USDT/360/MIDPOINT/JMA/2906
Pair
COMP_USDT
Interval
6h
Score
324316
Daily Profit
0.175030
Profit Factor
1.712687
Profitability
46.590909
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-28 01:58
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 369455.7057 335619.8909 33835.8149 -21460.3961 16535.2584 -37995.6545
Total P&L (%) 369.4557 335.6199 33.8358 -21.4604 16.5353 -37.9957
Avg Daily Profit (%) 0.1927 0.175 0.0176 -0.0126 0.008 -0.0249
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147299 -110974 -102667 -569104 -326866 -305167
Profit Factor 1.3706 1.7127 1.0643 0.991 1.0134 0.9669
Total Trades 175 88 87 175 88 87
Winning Trades 86 41 45 86 41 45
Losing Trades 89 47 42 89 47 42
Profitability (%) 49.1429 46.5909 51.7241 49.1429 46.5909 51.7241
Ratio Avg Win / Avg Loss 1.4184 1.9633 0.9934 1.0256 1.1617 0.9025
Largest Winning Trade 188809 188809 66586 263646 263646 183195
Largest Losing Trade -53303 -38665 -53303 -149644 -149644 -113979
Avg Bars in Trades 43 35 50 43 35 50
Avg Bars in Winners 46 36 55 46 36 55
Avg Bars in Losers 39 34 45 39 34 45
Bars Traded 7534 3119 4415 7534 3119 4415
Profit Streak 0 0 48.457 0 0 48.457
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311646 324316 -323028 -578528 -398805 -580314
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": 1594620000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013888462,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 73,
            "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": [
        [
            369455.7057318024,
            335619.8908631449,
            33835.8148686576,
            -21460.3961273997,
            16535.2583771528,
            -37995.6545045528
        ],
        [
            369.455706,
            335.619891,
            33.835815,
            -21.460396,
            16.535258,
            -37.995655
        ],
        [
            0.192676,
            0.17503,
            0.017646,
            -0.012597,
            0.007981,
            -0.024923
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147299,
            -110974,
            -102667,
            -569104,
            -326866,
            -305167
        ],
        [
            1.37057,
            1.712687,
            1.064318,
            0.990998,
            1.013391,
            0.966935
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            86,
            41,
            45,
            86,
            41,
            45
        ],
        [
            89,
            47,
            42,
            89,
            47,
            42
        ],
        [
            49.142857,
            46.590909,
            51.724138,
            49.142857,
            46.590909,
            51.724138
        ],
        [
            1.41838,
            1.963324,
            0.993363,
            1.025568,
            1.161692,
            0.902473
        ],
        [
            188809,
            188809,
            66586,
            263646,
            263646,
            183195
        ],
        [
            -53303,
            -38665,
            -53303,
            -149644,
            -149644,
            -113979
        ],
        [
            43,
            35,
            50,
            43,
            35,
            50
        ],
        [
            46,
            36,
            55,
            46,
            36,
            55
        ],
        [
            39,
            34,
            45,
            39,
            34,
            45
        ],
        [
            7534,
            3119,
            4415,
            7534,
            3119,
            4415
        ],
        [
            0,
            0,
            48.457042,
            0,
            0,
            48.457042
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311646,
            324316,
            -323028,
            -578528,
            -398805,
            -580314
        ]
    ]
}
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": 1594620000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013888462,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 73,
            "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)