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Trade: COMP/USDT/480/ALMA/SINWMA/5422

Strategy
COMP/USDT/480/ALMA/SINWMA/5422
Pair
COMP_USDT
Interval
8h
Score
373019
Daily Profit
0.157224
Profit Factor
2.118818
Profitability
46.153846
Streak
42.709483
Best Strategy
Training Data Length
1920.330000
Evaluation Time
2025-09-27 12:01
Expiration Time
2025-11-23 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 438437.3676 301921.9801 136515.3875 -53898.8914 -880067.1225 826168.2311
Total P&L (%) 438.4374 301.922 136.5154 -53.8989 -880.0671 826.1682
Avg Daily Profit (%) 0.2283 0.1572 0.0711 -0.0403 0 0.116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139356 -96393 -129476 -3039033 -2432930 -1673001
Profit Factor 1.7734 2.1188 1.4596 0.9911 0.7232 1.2902
Total Trades 79 39 40 79 39 40
Winning Trades 40 18 22 40 18 22
Losing Trades 39 21 18 39 21 18
Profitability (%) 50.6329 46.1538 55 50.6329 46.1538 55
Ratio Avg Win / Avg Loss 1.7291 2.472 1.1942 0.9663 0.8437 1.0556
Largest Winning Trade 162135 162135 55133 797974 683756 797974
Largest Losing Trade -97144 -43791 -97144 -1342100 -1342100 -1080145
Avg Bars in Trades 69 74 65 69 74 65
Avg Bars in Winners 81 86 77 81 86 77
Avg Bars in Losers 57 63 50 57 63 50
Bars Traded 5511 2887 2624 5511 2887 2624
Profit Streak 42.7095 42.7095 62.3761 42.7095 42.7095 62.3761
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18546 373019 -95309 -610550 -581701 -36076
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5761,
    "evaluation_days": 1920.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598428800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758963699305,
    "expiration_time": 1763908704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "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": [
        [
            438437.3675552044,
            301921.9800691486,
            136515.3874860557,
            -53898.8914065754,
            -880067.1225290775,
            826168.2311225021
        ],
        [
            438.437368,
            301.92198,
            136.515387,
            -53.898891,
            -880.067123,
            826.168231
        ],
        [
            0.228314,
            0.157224,
            0.07109,
            -0.040315,
            0,
            0.115979
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139356,
            -96393,
            -129476,
            -3039033,
            -2432930,
            -1673001
        ],
        [
            1.773384,
            2.118818,
            1.459571,
            0.991057,
            0.723202,
            1.290169
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            50.632911,
            46.153846,
            55,
            50.632911,
            46.153846,
            55
        ],
        [
            1.72905,
            2.471954,
            1.194195,
            0.96628,
            0.843736,
            1.055593
        ],
        [
            162135,
            162135,
            55133,
            797974,
            683756,
            797974
        ],
        [
            -97144,
            -43791,
            -97144,
            -1342100,
            -1342100,
            -1080145
        ],
        [
            69,
            74,
            65,
            69,
            74,
            65
        ],
        [
            81,
            86,
            77,
            81,
            86,
            77
        ],
        [
            57,
            63,
            50,
            57,
            63,
            50
        ],
        [
            5511,
            2887,
            2624,
            5511,
            2887,
            2624
        ],
        [
            42.709483,
            42.709483,
            62.376149,
            42.709483,
            42.709483,
            62.376149
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18546,
            373019,
            -95309,
            -610550,
            -581701,
            -36076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5761,
    "evaluation_days": 1920.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598428800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758963699305,
    "expiration_time": 1763908704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "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)