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Trade: COMP/USDT/480/SWMA/EMA/1032

Strategy
COMP/USDT/480/SWMA/EMA/1032
Pair
COMP_USDT
Interval
8h
Score
414195
Daily Profit
0.162347
Profit Factor
2.771221
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1919.330000
Evaluation Time
2025-09-26 07:46
Expiration Time
2025-11-22 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359556.3625 311596.9615 47959.4009 -12013833.7101 -5325482.1243 -6688351.5857
Total P&L (%) 359.5564 311.597 47.9594 -12013.8337 -5325.4821 -6688.3516
Avg Daily Profit (%) 0.1873 0.1623 0.025 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -312819 -64299 -300140 -16654263 -10816694 -8406102
Profit Factor 1.6586 2.7712 1.1296 0.61 0.7008 0.4857
Total Trades 73 36 37 73 36 37
Winning Trades 40 17 23 34 20 14
Losing Trades 33 19 14 39 16 23
Profitability (%) 54.7945 47.2222 62.1622 46.5753 55.5556 37.8378
Ratio Avg Win / Avg Loss 1.3683 3.0972 0.6876 0.6997 0.5606 0.7979
Largest Winning Trade 111067 111067 69849 6068528 6068528 2478274
Largest Losing Trade -265386 -36863 -265386 -4679121 -4679121 -4005830
Avg Bars in Trades 75 81 68 75 81 68
Avg Bars in Winners 79 79 79 65 89 32
Avg Bars in Losers 69 84 50 82 72 90
Bars Traded 5478 2951 2527 5478 2951 2527
Profit Streak 38.1988 0 121.1988 0 76.5322 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65289 414195 -237695 -658387 -579502 -585502

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5758,
    "evaluation_days": 1919.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599494400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758861979112,
    "expiration_time": 1763819712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 12,
            "offset": 171
        }
    }
}
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": [
        [
            359556.3624952651,
            311596.9615486365,
            47959.4009466285,
            -12013833.7100621,
            -5325482.124331417,
            -6688351.585730682
        ],
        [
            359.556362,
            311.596962,
            47.959401,
            -12013.83371,
            -5325.482124,
            -6688.351586
        ],
        [
            0.187334,
            0.162347,
            0.024988,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -312819,
            -64299,
            -300140,
            -16654263,
            -10816694,
            -8406102
        ],
        [
            1.658579,
            2.771221,
            1.129608,
            0.60998,
            0.700797,
            0.485678
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            40,
            17,
            23,
            34,
            20,
            14
        ],
        [
            33,
            19,
            14,
            39,
            16,
            23
        ],
        [
            54.794521,
            47.222222,
            62.162162,
            46.575342,
            55.555556,
            37.837838
        ],
        [
            1.368328,
            3.097247,
            0.687587,
            0.699683,
            0.560638,
            0.7979
        ],
        [
            111067,
            111067,
            69849,
            6068528,
            6068528,
            2478274
        ],
        [
            -265386,
            -36863,
            -265386,
            -4679121,
            -4679121,
            -4005830
        ],
        [
            75,
            81,
            68,
            75,
            81,
            68
        ],
        [
            79,
            79,
            79,
            65,
            89,
            32
        ],
        [
            69,
            84,
            50,
            82,
            72,
            90
        ],
        [
            5478,
            2951,
            2527,
            5478,
            2951,
            2527
        ],
        [
            38.198832,
            0,
            121.198832,
            0,
            76.532166,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65289,
            414195,
            -237695,
            -658387,
            -579502,
            -585502
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5758,
    "evaluation_days": 1919.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599494400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758861979112,
    "expiration_time": 1763819712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 12,
            "offset": 171
        }
    }
}

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)