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Trade: COMP/USDT/480/MIDPOINT/HWMA/4139

Strategy
COMP/USDT/480/MIDPOINT/HWMA/4139
Pair
COMP_USDT
Interval
8h
Score
360533
Daily Profit
0.194821
Profit Factor
1.200876
Profitability
47.010870
Streak
0.000000
Best Strategy
Training Data Length
1923.000000
Evaluation Time
2025-09-29 20:09
Expiration Time
2025-11-26 10:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374640.2979 279610.9244 95029.3735 158982.7833 208514.0161 -49531.2328
Total P&L (%) 374.6403 279.6109 95.0294 158.9828 208.514 -49.5312
Avg Daily Profit (%) 0.1948 0.1454 0.0494 0.0495 0.0586 -0.0356
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133926 -88021 -104818 -330512 -200033 -311234
Profit Factor 1.2009 1.3055 1.1001 1.0478 1.1336 0.9719
Total Trades 736 368 368 736 368 368
Winning Trades 346 166 180 346 166 180
Losing Trades 390 202 188 390 202 188
Profitability (%) 47.0109 45.1087 48.913 47.0109 45.1087 48.913
Ratio Avg Win / Avg Loss 1.3536 1.5886 1.149 1.1811 1.3795 1.0151
Largest Winning Trade 94143 94143 71934 144495 126614 144495
Largest Losing Trade -39469 -20315 -39469 -62998 -44574 -62998
Avg Bars in Trades 7 6 8 7 6 8
Avg Bars in Winners 9 7 10 9 7 10
Avg Bars in Losers 6 5 6 6 5 6
Bars Traded 5630 2422 3208 5630 2422 3208
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360533 73325 -236154 -291764 -188453 -577887
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5769,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596355200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759165752539,
    "expiration_time": 1764146016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.81705,
            "nc": 0.76071
        }
    }
}
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": [
        [
            374640.2978875791,
            279610.924419699,
            95029.3734678801,
            158982.7832952838,
            208514.0161367581,
            -49531.2328414744
        ],
        [
            374.640298,
            279.610924,
            95.029373,
            158.982783,
            208.514016,
            -49.531233
        ],
        [
            0.194821,
            0.145403,
            0.049417,
            0.049497,
            0.058603,
            -0.035554
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133926,
            -88021,
            -104818,
            -330512,
            -200033,
            -311234
        ],
        [
            1.200876,
            1.305481,
            1.10006,
            1.04783,
            1.133635,
            0.971915
        ],
        [
            736,
            368,
            368,
            736,
            368,
            368
        ],
        [
            346,
            166,
            180,
            346,
            166,
            180
        ],
        [
            390,
            202,
            188,
            390,
            202,
            188
        ],
        [
            47.01087,
            45.108696,
            48.913043,
            47.01087,
            45.108696,
            48.913043
        ],
        [
            1.353588,
            1.588597,
            1.148952,
            1.18108,
            1.379483,
            1.015111
        ],
        [
            94143,
            94143,
            71934,
            144495,
            126614,
            144495
        ],
        [
            -39469,
            -20315,
            -39469,
            -62998,
            -44574,
            -62998
        ],
        [
            7,
            6,
            8,
            7,
            6,
            8
        ],
        [
            9,
            7,
            10,
            9,
            7,
            10
        ],
        [
            6,
            5,
            6,
            6,
            5,
            6
        ],
        [
            5630,
            2422,
            3208,
            5630,
            2422,
            3208
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360533,
            73325,
            -236154,
            -291764,
            -188453,
            -577887
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5769,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596355200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759165752539,
    "expiration_time": 1764146016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.81705,
            "nc": 0.76071
        }
    }
}

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)