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Trade: COMP/USDT/480/WMA/SUPERTREND/5892

Strategy
COMP/USDT/480/WMA/SUPERTREND/5892
Pair
COMP_USDT
Interval
8h
Score
354292
Daily Profit
0.158340
Profit Factor
1.353110
Profitability
53.600000
Streak
77.950836
Best Strategy
Training Data Length
1919.670000
Evaluation Time
2025-09-26 17:49
Expiration Time
2025-11-23 00:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303960.4171 218815.6698 85144.7472 17607.311 -182513.3072 200120.6181
Total P&L (%) 303.9604 218.8157 85.1447 17.6073 -182.5133 200.1206
Avg Daily Profit (%) 0.1583 0.114 0.0444 0.0084 0 0.0573
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129379 -77842 -106459 -316071 -292765 -166590
Profit Factor 1.3531 1.4667 1.2172 1.0142 0.7736 1.4607
Total Trades 125 62 63 125 62 63
Winning Trades 67 31 36 67 31 36
Losing Trades 58 31 27 58 31 27
Profitability (%) 53.6 50 57.1429 53.6 50 57.1429
Ratio Avg Win / Avg Loss 1.1713 1.4667 0.9129 0.878 0.7736 1.0955
Largest Winning Trade 84028 84028 31959 117482 117482 65945
Largest Losing Trade -52095 -52095 -47203 -145646 -145646 -118563
Avg Bars in Trades 43 56 31 43 56 31
Avg Bars in Winners 43 54 34 43 54 34
Avg Bars in Losers 43 57 28 43 57 28
Bars Traded 5473 3472 2001 5473 3472 2001
Profit Streak 77.9508 77.9508 108.6175 77.9508 77.9508 108.6175
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354292 -193344 -280552 -394439 -734400 -260180

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5759,
    "evaluation_days": 1919.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597363200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758898152238,
    "expiration_time": 1763849376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 222,
            "offset": 0,
            "multiplier": 3.71282
        }
    }
}
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": [
        [
            303960.4170611695,
            218815.6698211862,
            85144.7472399829,
            17607.3109593334,
            -182513.3071684996,
            200120.6181278329
        ],
        [
            303.960417,
            218.81567,
            85.144747,
            17.607311,
            -182.513307,
            200.120618
        ],
        [
            0.15834,
            0.113986,
            0.044354,
            0.008449,
            0,
            0.057267
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129379,
            -77842,
            -106459,
            -316071,
            -292765,
            -166590
        ],
        [
            1.35311,
            1.466734,
            1.217213,
            1.014192,
            0.773649,
            1.460731
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            53.6,
            50,
            57.142857,
            53.6,
            50,
            57.142857
        ],
        [
            1.171349,
            1.466734,
            0.91291,
            0.877957,
            0.773649,
            1.095548
        ],
        [
            84028,
            84028,
            31959,
            117482,
            117482,
            65945
        ],
        [
            -52095,
            -52095,
            -47203,
            -145646,
            -145646,
            -118563
        ],
        [
            43,
            56,
            31,
            43,
            56,
            31
        ],
        [
            43,
            54,
            34,
            43,
            54,
            34
        ],
        [
            43,
            57,
            28,
            43,
            57,
            28
        ],
        [
            5473,
            3472,
            2001,
            5473,
            3472,
            2001
        ],
        [
            77.950836,
            77.950836,
            108.617503,
            77.950836,
            77.950836,
            108.617503
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354292,
            -193344,
            -280552,
            -394439,
            -734400,
            -260180
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5759,
    "evaluation_days": 1919.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597363200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758898152238,
    "expiration_time": 1763849376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 222,
            "offset": 0,
            "multiplier": 3.71282
        }
    }
}

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)