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Trade: COMP/USDT/480/SINWMA/SWMA/4940

Strategy
COMP/USDT/480/SINWMA/SWMA/4940
Pair
COMP_USDT
Interval
8h
Score
336573
Daily Profit
0.187753
Profit Factor
1.428343
Profitability
48.630137
Streak
0.000000
Best Strategy
Training Data Length
1918.330000
Evaluation Time
2025-09-25 12:44
Expiration Time
2025-11-21 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 360171.9302 252536.5863 107635.3439 121661.6634 73951.9703 47709.6931
Total P&L (%) 360.1719 252.5366 107.6353 121.6617 73.952 47.7097
Avg Daily Profit (%) 0.1878 0.1316 0.0561 0.0415 0.0289 0.0203
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120855 -57423 -148903 -605080 -252983 -352096
Profit Factor 1.4283 1.6406 1.241 1.0983 1.123 1.075
Total Trades 146 73 73 146 73 73
Winning Trades 71 34 37 71 34 37
Losing Trades 75 39 36 75 39 36
Profitability (%) 48.6301 46.5753 50.6849 48.6301 46.5753 50.6849
Ratio Avg Win / Avg Loss 1.5088 1.8818 1.2075 1.1602 1.2881 1.046
Largest Winning Trade 127460 127460 59426 197048 197048 120599
Largest Losing Trade -41418 -27535 -41418 -173735 -108077 -173735
Avg Bars in Trades 38 33 42 38 33 42
Avg Bars in Winners 46 42 50 46 42 50
Avg Bars in Losers 30 26 34 30 26 34
Bars Traded 5577 2467 3110 5577 2467 3110
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 336573 -87464 -190140 -249990 -312858 -377117

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5755,
    "evaluation_days": 1918.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594512000000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758793467127,
    "expiration_time": 1763730720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 45,
            "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": [
        [
            360171.9301876754,
            252536.5862637543,
            107635.3439239212,
            121661.6634399199,
            73951.9703031759,
            47709.693136744
        ],
        [
            360.17193,
            252.536586,
            107.635344,
            121.661663,
            73.95197,
            47.709693
        ],
        [
            0.187753,
            0.131644,
            0.056109,
            0.041502,
            0.028863,
            0.020336
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120855,
            -57423,
            -148903,
            -605080,
            -252983,
            -352096
        ],
        [
            1.428343,
            1.640578,
            1.241001,
            1.098321,
            1.122983,
            1.075007
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            48.630137,
            46.575342,
            50.684932,
            48.630137,
            46.575342,
            50.684932
        ],
        [
            1.508813,
            1.881839,
            1.20746,
            1.160198,
            1.288127,
            1.045952
        ],
        [
            127460,
            127460,
            59426,
            197048,
            197048,
            120599
        ],
        [
            -41418,
            -27535,
            -41418,
            -173735,
            -108077,
            -173735
        ],
        [
            38,
            33,
            42,
            38,
            33,
            42
        ],
        [
            46,
            42,
            50,
            46,
            42,
            50
        ],
        [
            30,
            26,
            34,
            30,
            26,
            34
        ],
        [
            5577,
            2467,
            3110,
            5577,
            2467,
            3110
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336573,
            -87464,
            -190140,
            -249990,
            -312858,
            -377117
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5755,
    "evaluation_days": 1918.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594512000000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758793467127,
    "expiration_time": 1763730720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 45,
            "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)