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Trade: COMP/USDT/720/SUPERTREND/WMA/7279

Strategy
COMP/USDT/720/SUPERTREND/WMA/7279
Pair
COMP_USDT
Interval
12h
Score
419097
Daily Profit
0.325548
Profit Factor
1.766232
Profitability
46.268657
Streak
0.000000
Best Strategy
Training Data Length
1923.000000
Evaluation Time
2025-09-29 22:58
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 626028.2924 471028.2478 155000.0446 584844.1395 389853.8757 194990.2639
Total P&L (%) 626.0283 471.0282 155 584.8441 389.8539 194.9903
Avg Daily Profit (%) 0.3255 0.2449 0.0806 0.1001 0.0827 0.0563
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127298 -102239 -60473 -2336977 -1804728 -803292
Profit Factor 1.7662 2.0449 1.4232 1.0707 1.0851 1.0528
Total Trades 134 67 67 134 67 67
Winning Trades 62 28 34 62 28 34
Losing Trades 72 39 33 72 39 33
Profitability (%) 46.2687 41.791 50.7463 46.2687 41.791 50.7463
Ratio Avg Win / Avg Loss 2.0511 2.8483 1.3814 1.2434 1.5113 1.0219
Largest Winning Trade 290855 290855 41471 1574092 1574092 411434
Largest Losing Trade -32983 -32983 -31703 -536095 -501177 -536095
Avg Bars in Trades 28 31 25 28 31 25
Avg Bars in Winners 32 36 28 32 36 28
Avg Bars in Losers 24 27 22 24 27 22
Bars Traded 3787 2078 1709 3787 2078 1709
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419097 -108258 -200804 -202517 -328594 -396505
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3846,
    "evaluation_days": 1923,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594987200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759175925193,
    "expiration_time": 1764131616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 3,
            "offset": 0,
            "multiplier": 3.35043
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 46,
            "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": [
        [
            626028.2923847623,
            471028.2478165823,
            155000.0445681798,
            584844.1395395417,
            389853.8756816451,
            194990.2638578971
        ],
        [
            626.028292,
            471.028248,
            155.000045,
            584.84414,
            389.853876,
            194.990264
        ],
        [
            0.325548,
            0.244944,
            0.080603,
            0.100103,
            0.082662,
            0.05627
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127298,
            -102239,
            -60473,
            -2336977,
            -1804728,
            -803292
        ],
        [
            1.766232,
            2.044902,
            1.423225,
            1.070679,
            1.085057,
            1.052825
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            46.268657,
            41.791045,
            50.746269,
            46.268657,
            41.791045,
            50.746269
        ],
        [
            2.051108,
            2.848256,
            1.381366,
            1.243369,
            1.51133,
            1.021859
        ],
        [
            290855,
            290855,
            41471,
            1574092,
            1574092,
            411434
        ],
        [
            -32983,
            -32983,
            -31703,
            -536095,
            -501177,
            -536095
        ],
        [
            28,
            31,
            25,
            28,
            31,
            25
        ],
        [
            32,
            36,
            28,
            32,
            36,
            28
        ],
        [
            24,
            27,
            22,
            24,
            27,
            22
        ],
        [
            3787,
            2078,
            1709,
            3787,
            2078,
            1709
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419097,
            -108258,
            -200804,
            -202517,
            -328594,
            -396505
        ]
    ]
}
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": 1594987200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759175925193,
    "expiration_time": 1764131616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 3,
            "offset": 0,
            "multiplier": 3.35043
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 46,
            "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)