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Trade: COMP/USDT/480/VWMA/EMA/8363

Strategy
COMP/USDT/480/VWMA/EMA/8363
Pair
COMP_USDT
Interval
8h
Score
364690
Daily Profit
0.205719
Profit Factor
1.487430
Profitability
49.315068
Streak
0.000000
Best Strategy
Training Data Length
1919.000000
Evaluation Time
2025-09-25 23:32
Expiration Time
2025-11-22 07:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394775.3831 282903.6501 111871.733 256569.6079 19695.7745 236873.8333
Total P&L (%) 394.7754 282.9037 111.8717 256.5696 19.6958 236.8738
Avg Daily Profit (%) 0.2057 0.1474 0.0583 0.0663 0.0094 0.0633
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99145 -107237 -141425 -312072 -316629 -198687
Profit Factor 1.4874 1.719 1.2686 1.1291 1.0186 1.2553
Total Trades 146 73 73 146 73 73
Winning Trades 72 37 35 72 37 35
Losing Trades 74 36 38 74 36 38
Profitability (%) 49.3151 50.6849 47.9452 49.3151 50.6849 47.9452
Ratio Avg Win / Avg Loss 1.5287 1.6726 1.3774 1.1604 0.9911 1.3629
Largest Winning Trade 91462 91462 48138 155754 155754 119608
Largest Losing Trade -49718 -49718 -44015 -208226 -208226 -101644
Avg Bars in Trades 38 36 40 38 36 40
Avg Bars in Winners 42 39 46 42 39 46
Avg Bars in Losers 34 34 34 34 34 34
Bars Traded 5621 2694 2927 5621 2694 2927
Profit Streak 0 0 46.8562 0 0 46.8562
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364690 -64854 -187383 -182861 -461030 -180780

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5757,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594512000000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758832372748,
    "expiration_time": 1763790048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 51,
            "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": [
        [
            394775.3830721327,
            282903.6501182311,
            111871.7329539018,
            256569.6078793035,
            19695.7745374138,
            236873.8333418896
        ],
        [
            394.775383,
            282.90365,
            111.871733,
            256.569608,
            19.695775,
            236.873833
        ],
        [
            0.205719,
            0.147422,
            0.058297,
            0.066273,
            0.009369,
            0.06331
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99145,
            -107237,
            -141425,
            -312072,
            -316629,
            -198687
        ],
        [
            1.48743,
            1.719034,
            1.268624,
            1.12908,
            1.018581,
            1.255332
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            49.315068,
            50.684932,
            47.945205,
            49.315068,
            50.684932,
            47.945205
        ],
        [
            1.528748,
            1.672573,
            1.377363,
            1.160443,
            0.991052,
            1.362932
        ],
        [
            91462,
            91462,
            48138,
            155754,
            155754,
            119608
        ],
        [
            -49718,
            -49718,
            -44015,
            -208226,
            -208226,
            -101644
        ],
        [
            38,
            36,
            40,
            38,
            36,
            40
        ],
        [
            42,
            39,
            46,
            42,
            39,
            46
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            5621,
            2694,
            2927,
            5621,
            2694,
            2927
        ],
        [
            0,
            0,
            46.856166,
            0,
            0,
            46.856166
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364690,
            -64854,
            -187383,
            -182861,
            -461030,
            -180780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5757,
    "evaluation_days": 1919,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594512000000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758832372748,
    "expiration_time": 1763790048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 51,
            "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)