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Trade: COMP/USDT/720/PWMA/HLC3/3132

Strategy
COMP/USDT/720/PWMA/HLC3/3132
Pair
COMP_USDT
Interval
12h
Score
386968
Daily Profit
0.188454
Profit Factor
1.446307
Profitability
52.380952
Streak
8.278074
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-26 09:40
Expiration Time
2025-11-21 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361454.2064 251910.0843 109544.1222 170633.409 177802.9674 -7169.5584
Total P&L (%) 361.4542 251.9101 109.5441 170.6334 177.803 -7.1696
Avg Daily Profit (%) 0.1885 0.1313 0.0571 0.0519 0.0533 -0.0039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155082 -92374 -124792 -1178078 -731819 -1020314
Profit Factor 1.4463 1.7464 1.2319 1.0387 1.0921 0.9971
Total Trades 189 94 95 189 94 95
Winning Trades 99 52 47 99 52 47
Losing Trades 90 42 48 90 42 48
Profitability (%) 52.381 55.3191 49.4737 52.381 55.3191 49.4737
Ratio Avg Win / Avg Loss 1.3148 1.4106 1.2581 0.9443 0.8821 1.0183
Largest Winning Trade 64154 64154 61032 328249 328249 314066
Largest Losing Trade -65912 -40918 -65912 -419726 -263775 -419726
Avg Bars in Trades 19 21 17 19 21 17
Avg Bars in Winners 22 21 23 22 21 23
Avg Bars in Losers 16 20 12 16 20 12
Bars Traded 3682 1983 1698 3682 1983 1698
Profit Streak 8.2781 0 8.7781 8.2781 0 8.7781
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386968 -14822 -116544 -300928 -241949 -578669

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598140800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868825591,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 97
        }
    }
}
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": [
        [
            361454.2064378496,
            251910.0842582206,
            109544.1221796291,
            170633.4089894231,
            177802.9674260879,
            -7169.5584366657
        ],
        [
            361.454206,
            251.910084,
            109.544122,
            170.633409,
            177.802967,
            -7.169558
        ],
        [
            0.188454,
            0.13134,
            0.057114,
            0.051921,
            0.053285,
            -0.003879
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155082,
            -92374,
            -124792,
            -1178078,
            -731819,
            -1020314
        ],
        [
            1.446307,
            1.746436,
            1.231891,
            1.038723,
            1.092127,
            0.997105
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            99,
            52,
            47,
            99,
            52,
            47
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            52.380952,
            55.319149,
            49.473684,
            52.380952,
            55.319149,
            49.473684
        ],
        [
            1.314824,
            1.410583,
            1.258102,
            0.944293,
            0.882103,
            1.01832
        ],
        [
            64154,
            64154,
            61032,
            328249,
            328249,
            314066
        ],
        [
            -65912,
            -40918,
            -65912,
            -419726,
            -263775,
            -419726
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            16,
            20,
            12,
            16,
            20,
            12
        ],
        [
            3682,
            1983,
            1698,
            3682,
            1983,
            1698
        ],
        [
            8.278074,
            0,
            8.778074,
            8.278074,
            0,
            8.778074
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386968,
            -14822,
            -116544,
            -300928,
            -241949,
            -578669
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598140800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868825591,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 97
        }
    }
}

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)