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Trade: COMP/USDT/480/WMA/MIDPRICE/1407

Strategy
COMP/USDT/480/WMA/MIDPRICE/1407
Pair
COMP_USDT
Interval
8h
Score
414125
Daily Profit
0.175403
Profit Factor
1.611302
Profitability
53.763441
Streak
129.727113
Best Strategy
Training Data Length
1918.330000
Evaluation Time
2025-09-25 12:27
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 336480.8718 238880.0855 97600.7863 158084.6836 -201652.189 359736.8726
Total P&L (%) 336.4809 238.8801 97.6008 158.0847 -201.6522 359.7369
Avg Daily Profit (%) 0.1754 0.1245 0.0509 0.0494 0 0.0796
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147141 -174113 -68300 -636452 -745165 -145814
Profit Factor 1.6113 1.6836 1.4856 1.0958 0.8265 1.7366
Total Trades 93 46 47 93 46 47
Winning Trades 50 21 29 50 21 29
Losing Trades 43 25 18 43 25 18
Profitability (%) 53.7634 45.6522 61.7021 53.7634 45.6522 61.7021
Ratio Avg Win / Avg Loss 1.3857 2.0043 0.9221 0.9424 0.9839 1.0779
Largest Winning Trade 127228 127228 38496 292700 292700 192804
Largest Losing Trade -51280 -43555 -51280 -157132 -157132 -114089
Avg Bars in Trades 56 85 26 56 85 26
Avg Bars in Winners 59 100 30 59 100 30
Avg Bars in Losers 51 73 21 51 73 21
Bars Traded 5208 3946 1262 5208 3946 1262
Profit Streak 129.7271 129.7271 459.3938 129.7271 129.7271 459.3938
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414125 -24241 -122168 -241571 -581435 -81305

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": 1597536000000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758792422607,
    "expiration_time": 1763730720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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": [
        [
            336480.8717935832,
            238880.0854936622,
            97600.7862999208,
            158084.6836276326,
            -201652.188950153,
            359736.8725777855
        ],
        [
            336.480872,
            238.880085,
            97.600786,
            158.084684,
            -201.652189,
            359.736873
        ],
        [
            0.175403,
            0.124525,
            0.050878,
            0.049436,
            0,
            0.079553
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147141,
            -174113,
            -68300,
            -636452,
            -745165,
            -145814
        ],
        [
            1.611302,
            1.683635,
            1.48556,
            1.095782,
            0.826473,
            1.736574
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            53.763441,
            45.652174,
            61.702128,
            53.763441,
            45.652174,
            61.702128
        ],
        [
            1.38572,
            2.004328,
            0.922072,
            0.942372,
            0.983896,
            1.077873
        ],
        [
            127228,
            127228,
            38496,
            292700,
            292700,
            192804
        ],
        [
            -51280,
            -43555,
            -51280,
            -157132,
            -157132,
            -114089
        ],
        [
            56,
            85,
            26,
            56,
            85,
            26
        ],
        [
            59,
            100,
            30,
            59,
            100,
            30
        ],
        [
            51,
            73,
            21,
            51,
            73,
            21
        ],
        [
            5208,
            3946,
            1262,
            5208,
            3946,
            1262
        ],
        [
            129.727113,
            129.727113,
            459.39378,
            129.727113,
            129.727113,
            459.39378
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414125,
            -24241,
            -122168,
            -241571,
            -581435,
            -81305
        ]
    ]
}
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": 1597536000000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758792422607,
    "expiration_time": 1763730720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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)