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Trade: COMP/USDT/720/FWMA/TEMA/3419

Strategy
COMP/USDT/720/FWMA/TEMA/3419
Pair
COMP_USDT
Interval
12h
Score
351304
Daily Profit
0.212334
Profit Factor
1.305926
Profitability
61.064426
Streak
0.000000
Best Strategy
Training Data Length
1934.500000
Evaluation Time
2025-10-11 12:23
Expiration Time
2025-12-08 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 410759.9105 272670.5066 138089.4038 263962.5367 63631.6826 200330.8541
Total P&L (%) 410.7599 272.6705 138.0894 263.9625 63.6317 200.3309
Avg Daily Profit (%) 0.2123 0.141 0.0714 0.0668 0.0255 0.0569
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188271 -89199 -132733 -4019527 -1955211 -2816928
Profit Factor 1.3059 1.41 1.2038 1.016 1.0072 1.0264
Total Trades 357 178 179 357 178 179
Winning Trades 218 105 113 218 105 113
Losing Trades 139 73 66 139 73 66
Profitability (%) 61.0644 58.9888 63.1285 61.0644 58.9888 63.1285
Ratio Avg Win / Avg Loss 0.8327 0.9803 0.7031 0.6478 0.7002 0.5995
Largest Winning Trade 59417 59417 39900 1337968 1337968 707740
Largest Losing Trade -44688 -38000 -44688 -1013316 -875581 -1013316
Avg Bars in Trades 10 9 11 10 9 11
Avg Bars in Winners 8 7 9 8 7 9
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3705 1729 1976 3705 1729 1976
Profit Streak 0 16.3913 0 0 16.3913 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351304 -3387 -97439 -304727 -371212 -307771
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3869,
    "evaluation_days": 1934.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760174609990,
    "expiration_time": 1765155024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 21,
            "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": [
        [
            410759.9104817039,
            272670.5066467549,
            138089.4038349501,
            263962.5367019998,
            63631.6825732488,
            200330.8541287524
        ],
        [
            410.75991,
            272.670507,
            138.089404,
            263.962537,
            63.631683,
            200.330854
        ],
        [
            0.212334,
            0.140951,
            0.071382,
            0.066803,
            0.025459,
            0.056864
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188271,
            -89199,
            -132733,
            -4019527,
            -1955211,
            -2816928
        ],
        [
            1.305926,
            1.409963,
            1.203802,
            1.016021,
            1.007157,
            1.026408
        ],
        [
            357,
            178,
            179,
            357,
            178,
            179
        ],
        [
            218,
            105,
            113,
            218,
            105,
            113
        ],
        [
            139,
            73,
            66,
            139,
            73,
            66
        ],
        [
            61.064426,
            58.988764,
            63.128492,
            61.064426,
            58.988764,
            63.128492
        ],
        [
            0.832678,
            0.98026,
            0.703106,
            0.64783,
            0.700214,
            0.599495
        ],
        [
            59417,
            59417,
            39900,
            1337968,
            1337968,
            707740
        ],
        [
            -44688,
            -38000,
            -44688,
            -1013316,
            -875581,
            -1013316
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3705,
            1729,
            1976,
            3705,
            1729,
            1976
        ],
        [
            0,
            16.391319,
            0,
            0,
            16.391319,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351304,
            -3387,
            -97439,
            -304727,
            -371212,
            -307771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3869,
    "evaluation_days": 1934.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760174609990,
    "expiration_time": 1765155024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 21,
            "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)