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Trade: COMP/USDT/360/PWMA/ALMA/6713

Strategy
COMP/USDT/360/PWMA/ALMA/6713
Pair
COMP_USDT
Interval
6h
Score
378528
Daily Profit
0.201692
Profit Factor
1.505694
Profitability
59.349593
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 13:32
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 386744.7473 262173.4701 124571.2772 179162.0448 306950.9198 -127788.875
Total P&L (%) 386.7447 262.1735 124.5713 179.162 306.9509 -127.7889
Avg Daily Profit (%) 0.2017 0.1367 0.065 0.0536 0.0732 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120635 -150901 -85229 -1188678 -1034435 -708508
Profit Factor 1.5057 1.7672 1.2945 1.0518 1.1913 0.9311
Total Trades 123 62 61 123 62 61
Winning Trades 73 35 38 73 35 38
Losing Trades 50 27 23 50 27 23
Profitability (%) 59.3496 56.4516 62.2951 59.3496 56.4516 62.2951
Ratio Avg Win / Avg Loss 1.0313 1.3632 0.7835 0.7204 0.919 0.5635
Largest Winning Trade 145023 145023 44311 504177 504177 332531
Largest Losing Trade -45267 -43448 -45267 -576564 -576564 -456153
Avg Bars in Trades 59 52 67 59 52 67
Avg Bars in Winners 64 55 73 64 55 73
Avg Bars in Losers 52 49 56 52 49 56
Bars Traded 7349 3258 4091 7349 3258 4091
Profit Streak 0 0 57.4393 0 0 57.4393
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378528 -161607 -267328 -285082 -260336 -740303

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": 1598184000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882756075,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 112,
            "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": [
        [
            386744.7473357049,
            262173.4701000829,
            124571.2772356221,
            179162.0448368593,
            306950.9197871785,
            -127788.8749503189
        ],
        [
            386.744747,
            262.17347,
            124.571277,
            179.162045,
            306.95092,
            -127.788875
        ],
        [
            0.201692,
            0.136727,
            0.064965,
            0.053554,
            0.073222,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120635,
            -150901,
            -85229,
            -1188678,
            -1034435,
            -708508
        ],
        [
            1.505694,
            1.767154,
            1.294472,
            1.051795,
            1.191253,
            0.931078
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            59.349593,
            56.451613,
            62.295082,
            59.349593,
            56.451613,
            62.295082
        ],
        [
            1.031297,
            1.363233,
            0.783496,
            0.720408,
            0.918967,
            0.563547
        ],
        [
            145023,
            145023,
            44311,
            504177,
            504177,
            332531
        ],
        [
            -45267,
            -43448,
            -45267,
            -576564,
            -576564,
            -456153
        ],
        [
            59,
            52,
            67,
            59,
            52,
            67
        ],
        [
            64,
            55,
            73,
            64,
            55,
            73
        ],
        [
            52,
            49,
            56,
            52,
            49,
            56
        ],
        [
            7349,
            3258,
            4091,
            7349,
            3258,
            4091
        ],
        [
            0,
            0,
            57.439306,
            0,
            0,
            57.439306
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378528,
            -161607,
            -267328,
            -285082,
            -260336,
            -740303
        ]
    ]
}
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": 1598184000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882756075,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 112,
            "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)