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Trade: COMP/USDT/720/HLC3/HWMA/2416

Strategy
COMP/USDT/720/HLC3/HWMA/2416
Pair
COMP_USDT
Interval
12h
Score
385974
Daily Profit
0.187193
Profit Factor
1.234759
Profitability
62.470309
Streak
10.687686
Best Strategy
Training Data Length
1925.500000
Evaluation Time
2025-10-02 07:30
Expiration Time
2025-11-28 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 360439.3562 238907.7329 121531.6233 14741.4914 -9559.0614 24300.5528
Total P&L (%) 360.4394 238.9077 121.5316 14.7415 -9.5591 24.3006
Avg Daily Profit (%) 0.1872 0.1241 0.0631 0.0071 -0.0052 0.0113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115511 -92908 -126329 -211473 -198421 -212238
Profit Factor 1.2348 1.3224 1.153 1.0081 0.9896 1.0273
Total Trades 421 211 210 421 211 210
Winning Trades 263 126 137 263 126 137
Losing Trades 158 85 73 158 85 73
Profitability (%) 62.4703 59.7156 65.2381 62.4703 59.7156 65.2381
Ratio Avg Win / Avg Loss 0.7418 0.8921 0.6144 0.6056 0.6676 0.5474
Largest Winning Trade 56608 56608 27401 49013 49013 38597
Largest Losing Trade -70393 -31980 -70393 -78310 -78310 -74431
Avg Bars in Trades 9 8 9 9 8 9
Avg Bars in Winners 6 5 7 6 5 7
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 3829 1860 1968 3829 1860 1968
Profit Streak 10.6877 10.6877 52.1877 10.6877 10.6877 52.1877
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385974 -26083 -158269 -409603 -578044 -369622
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3851,
    "evaluation_days": 1925.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759379416106,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.10277
        }
    }
}
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": [
        [
            360439.3561895899,
            238907.7329062526,
            121531.6232833374,
            14741.4914050739,
            -9559.061388701,
            24300.552793775
        ],
        [
            360.439356,
            238.907733,
            121.531623,
            14.741491,
            -9.559061,
            24.300553
        ],
        [
            0.187193,
            0.124076,
            0.063117,
            0.007142,
            -0.005218,
            0.011298
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115511,
            -92908,
            -126329,
            -211473,
            -198421,
            -212238
        ],
        [
            1.234759,
            1.322392,
            1.153002,
            1.008134,
            0.989646,
            1.02733
        ],
        [
            421,
            211,
            210,
            421,
            211,
            210
        ],
        [
            263,
            126,
            137,
            263,
            126,
            137
        ],
        [
            158,
            85,
            73,
            158,
            85,
            73
        ],
        [
            62.470309,
            59.71564,
            65.238095,
            62.470309,
            59.71564,
            65.238095
        ],
        [
            0.741794,
            0.89209,
            0.614373,
            0.605647,
            0.667618,
            0.54741
        ],
        [
            56608,
            56608,
            27401,
            49013,
            49013,
            38597
        ],
        [
            -70393,
            -31980,
            -70393,
            -78310,
            -78310,
            -74431
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            6,
            5,
            7,
            6,
            5,
            7
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            3829,
            1860,
            1968,
            3829,
            1860,
            1968
        ],
        [
            10.687686,
            10.687686,
            52.187686,
            10.687686,
            10.687686,
            52.187686
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385974,
            -26083,
            -158269,
            -409603,
            -578044,
            -369622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3851,
    "evaluation_days": 1925.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759379416106,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.10277
        }
    }
}

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)