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Trade: COMP/USDT/360/PWMA/HWMA/9921

Strategy
COMP/USDT/360/PWMA/HWMA/9921
Pair
COMP_USDT
Interval
6h
Score
464377
Daily Profit
0.273295
Profit Factor
1.555304
Profitability
50.097847
Streak
2.645199
Best Strategy
Training Data Length
1925.750000
Evaluation Time
2025-10-03 00:29
Expiration Time
2025-11-29 14:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526297.0556 332901.0152 193396.0403 1183979.5252 558363.8328 625615.6924
Total P&L (%) 526.2971 332.901 193.396 1183.9795 558.3638 625.6157
Avg Daily Profit (%) 0.2733 0.1729 0.1004 0.1326 0.0979 0.103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154256 -54831 -174168 -616951 -595076 -292282
Profit Factor 1.5553 1.776 1.3728 1.2531 1.2247 1.2852
Total Trades 511 255 256 511 255 256
Winning Trades 256 120 136 256 120 136
Losing Trades 255 135 120 255 135 120
Profitability (%) 50.0978 47.0588 53.125 50.0978 47.0588 53.125
Ratio Avg Win / Avg Loss 1.5492 1.998 1.2113 1.2482 1.3778 1.134
Largest Winning Trade 69797 69797 67944 492438 480527 492438
Largest Losing Trade -69523 -38812 -69523 -486311 -486311 -147657
Avg Bars in Trades 14 15 13 14 15 13
Avg Bars in Winners 15 15 14 15 15 14
Avg Bars in Losers 13 15 11 13 15 11
Bars Traded 7389 3984 3405 7389 3984 3405
Profit Streak 2.6452 0 3.3952 2.6452 0 3.3952
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464377 384109 -57686 -14264 -62306 -54418
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7703,
    "evaluation_days": 1925.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1598270400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759440545206,
    "expiration_time": 1764419544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 235,
            "na": 0.99154,
            "nb": 0.82927,
            "nc": 0.1
        }
    }
}
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": [
        [
            526297.0555812236,
            332901.0152406572,
            193396.0403405673,
            1183979.5251700147,
            558363.8327517438,
            625615.6924182706
        ],
        [
            526.297056,
            332.901015,
            193.39604,
            1183.979525,
            558.363833,
            625.615692
        ],
        [
            0.273295,
            0.172868,
            0.100426,
            0.132636,
            0.09791,
            0.102966
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154256,
            -54831,
            -174168,
            -616951,
            -595076,
            -292282
        ],
        [
            1.555304,
            1.776014,
            1.372794,
            1.25308,
            1.224735,
            1.285183
        ],
        [
            511,
            255,
            256,
            511,
            255,
            256
        ],
        [
            256,
            120,
            136,
            256,
            120,
            136
        ],
        [
            255,
            135,
            120,
            255,
            135,
            120
        ],
        [
            50.097847,
            47.058824,
            53.125,
            50.097847,
            47.058824,
            53.125
        ],
        [
            1.549229,
            1.998016,
            1.211288,
            1.248185,
            1.377827,
            1.133985
        ],
        [
            69797,
            69797,
            67944,
            492438,
            480527,
            492438
        ],
        [
            -69523,
            -38812,
            -69523,
            -486311,
            -486311,
            -147657
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            15,
            15,
            14,
            15,
            15,
            14
        ],
        [
            13,
            15,
            11,
            13,
            15,
            11
        ],
        [
            7389,
            3984,
            3405,
            7389,
            3984,
            3405
        ],
        [
            2.645199,
            0,
            3.395199,
            2.645199,
            0,
            3.395199
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464377,
            384109,
            -57686,
            -14264,
            -62306,
            -54418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7703,
    "evaluation_days": 1925.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1598270400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759440545206,
    "expiration_time": 1764419544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 235,
            "na": 0.99154,
            "nb": 0.82927,
            "nc": 0.1
        }
    }
}

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)