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Trade: COMP/USDT/720/PWMA/MIDPRICE/5943

Strategy
COMP/USDT/720/PWMA/MIDPRICE/5943
Pair
COMP_USDT
Interval
12h
Score
329031
Daily Profit
0.192679
Profit Factor
1.263893
Profitability
44.412607
Streak
7.689958
Best Strategy
Training Data Length
1923.000000
Evaluation Time
2025-09-29 19:33
Expiration Time
2025-11-26 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 370522.0967 290883.9455 79638.1512 41842.5932 107698.3876 -65855.7945
Total P&L (%) 370.5221 290.8839 79.6382 41.8426 107.6984 -65.8558
Avg Daily Profit (%) 0.1927 0.1513 0.0414 0.0182 0.038 -0.0559
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136407 -117858 -125535 -380693 -239683 -242423
Profit Factor 1.2639 1.3605 1.1334 1.0177 1.082 0.937
Total Trades 349 174 175 349 174 175
Winning Trades 155 71 84 155 71 84
Losing Trades 194 103 91 194 103 91
Profitability (%) 44.4126 40.8046 48 44.4126 40.8046 48
Ratio Avg Win / Avg Loss 1.5819 1.9736 1.2278 1.2738 1.5696 1.0151
Largest Winning Trade 119272 119272 37515 151445 151445 65247
Largest Losing Trade -46595 -31338 -46595 -90025 -90025 -76659
Avg Bars in Trades 10 12 9 10 12 9
Avg Bars in Winners 14 16 12 14 16 12
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 3778 2110 1668 3778 2110 1668
Profit Streak 7.69 0 56.19 7.69 0 56.19
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329031 209758 -210076 -371036 -274328 -577787
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3846,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594036800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759163612352,
    "expiration_time": 1764131616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "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": [
        [
            370522.096690914,
            290883.9455363051,
            79638.1511546091,
            41842.593174035,
            107698.3876408529,
            -65855.7944668176
        ],
        [
            370.522097,
            290.883946,
            79.638151,
            41.842593,
            107.698388,
            -65.855794
        ],
        [
            0.192679,
            0.151266,
            0.041413,
            0.018179,
            0.038016,
            -0.055865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136407,
            -117858,
            -125535,
            -380693,
            -239683,
            -242423
        ],
        [
            1.263893,
            1.360462,
            1.133378,
            1.017736,
            1.081953,
            0.93698
        ],
        [
            349,
            174,
            175,
            349,
            174,
            175
        ],
        [
            155,
            71,
            84,
            155,
            71,
            84
        ],
        [
            194,
            103,
            91,
            194,
            103,
            91
        ],
        [
            44.412607,
            40.804598,
            48,
            44.412607,
            40.804598,
            48
        ],
        [
            1.581905,
            1.973629,
            1.227826,
            1.273812,
            1.569594,
            1.015062
        ],
        [
            119272,
            119272,
            37515,
            151445,
            151445,
            65247
        ],
        [
            -46595,
            -31338,
            -46595,
            -90025,
            -90025,
            -76659
        ],
        [
            10,
            12,
            9,
            10,
            12,
            9
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            3778,
            2110,
            1668,
            3778,
            2110,
            1668
        ],
        [
            7.689958,
            0,
            56.189958,
            7.689958,
            0,
            56.189958
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329031,
            209758,
            -210076,
            -371036,
            -274328,
            -577787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3846,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594036800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759163612352,
    "expiration_time": 1764131616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "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)