← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: COMP/USDT/720/KCB/HWMA/1071

Strategy
COMP/USDT/720/KCB/HWMA/1071
Pair
COMP_USDT
Interval
12h
Score
456052
Daily Profit
0.285630
Profit Factor
1.782955
Profitability
46.093750
Streak
45.654042
Best Strategy
Training Data Length
1927.000000
Evaluation Time
2025-10-03 18:41
Expiration Time
2025-11-30 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 550409.0714 380624.0069 169785.0645 992964.2542 383184.0078 609780.2464
Total P&L (%) 550.4091 380.624 169.7851 992.9643 383.184 609.7802
Avg Daily Profit (%) 0.2856 0.1975 0.0881 0.1242 0.0818 0.1018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154452 -92994 -73515 -4872449 -3289872 -1795936
Profit Factor 1.783 2.0828 1.4831 1.1008 1.0742 1.1301
Total Trades 128 64 64 128 64 64
Winning Trades 59 24 35 59 24 35
Losing Trades 69 40 29 69 40 29
Profitability (%) 46.0938 37.5 54.6875 46.0938 37.5 54.6875
Ratio Avg Win / Avg Loss 2.0852 3.4713 1.2288 1.2874 1.7904 0.9363
Largest Winning Trade 190600 190600 59312 2609898 2609898 1000072
Largest Losing Trade -29192 -19322 -29192 -866020 -783146 -866020
Avg Bars in Trades 29 26 32 29 26 32
Avg Bars in Winners 42 42 43 42 42 43
Avg Bars in Losers 17 17 18 17 17 18
Bars Traded 3762 1693 2069 3762 1693 2069
Profit Streak 45.654 45.654 55.654 45.654 45.654 55.654
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456052 -131924 -211716 -135943 -365014 -273447
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3854,
    "evaluation_days": 1927,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595505600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506109252,
    "expiration_time": 1764487584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.18159
        }
    }
}
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": [
        [
            550409.0714164273,
            380624.0069366687,
            169785.0644797578,
            992964.2542434828,
            383184.0077940308,
            609780.2464494522
        ],
        [
            550.409071,
            380.624007,
            169.785064,
            992.964254,
            383.184008,
            609.780246
        ],
        [
            0.28563,
            0.197522,
            0.088108,
            0.124181,
            0.081778,
            0.101753
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154452,
            -92994,
            -73515,
            -4872449,
            -3289872,
            -1795936
        ],
        [
            1.782955,
            2.0828,
            1.483069,
            1.100801,
            1.074232,
            1.130051
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            59,
            24,
            35,
            59,
            24,
            35
        ],
        [
            69,
            40,
            29,
            69,
            40,
            29
        ],
        [
            46.09375,
            37.5,
            54.6875,
            46.09375,
            37.5,
            54.6875
        ],
        [
            2.08515,
            3.471333,
            1.228829,
            1.287377,
            1.790387,
            0.936328
        ],
        [
            190600,
            190600,
            59312,
            2609898,
            2609898,
            1000072
        ],
        [
            -29192,
            -19322,
            -29192,
            -866020,
            -783146,
            -866020
        ],
        [
            29,
            26,
            32,
            29,
            26,
            32
        ],
        [
            42,
            42,
            43,
            42,
            42,
            43
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            3762,
            1693,
            2069,
            3762,
            1693,
            2069
        ],
        [
            45.654042,
            45.654042,
            55.654042,
            45.654042,
            45.654042,
            55.654042
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456052,
            -131924,
            -211716,
            -135943,
            -365014,
            -273447
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3854,
    "evaluation_days": 1927,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595505600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506109252,
    "expiration_time": 1764487584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.18159
        }
    }
}

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)