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Trade: COMP/USDT/720/SUPERTREND/WMA/7930

Strategy
COMP/USDT/720/SUPERTREND/WMA/7930
Pair
COMP_USDT
Interval
12h
Score
416320
Daily Profit
0.158921
Profit Factor
1.995424
Profitability
53.488372
Streak
0.000000
Best Strategy
Training Data Length
1935.000000
Evaluation Time
2025-10-11 19:15
Expiration Time
2025-12-08 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 410775.3328 307511.9864 103263.3465 84077.2016 144205.7114 -60128.5099
Total P&L (%) 410.7753 307.512 103.2633 84.0772 144.2057 -60.1285
Avg Daily Profit (%) 0.2123 0.1589 0.0534 0.0315 0.0462 -0.0475
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172286 -88139 -132954 -501794 -260659 -410785
Profit Factor 1.6893 1.9954 1.3598 1.0516 1.1884 0.9303
Total Trades 85 43 42 85 43 42
Winning Trades 50 23 27 50 23 27
Losing Trades 35 20 15 35 20 15
Profitability (%) 58.8235 53.4884 64.2857 58.8235 53.4884 64.2857
Ratio Avg Win / Avg Loss 1.1825 1.7352 0.7554 0.7361 1.0334 0.5169
Largest Winning Trade 254905 254905 42020 311141 311141 91131
Largest Losing Trade -47771 -34078 -47771 -266362 -106457 -266362
Avg Bars in Trades 43 54 33 43 54 33
Avg Bars in Winners 42 54 33 42 54 33
Avg Bars in Losers 45 53 34 45 53 34
Bars Traded 3738 2327 1412 3738 2327 1412
Profit Streak 0 0 338.1777 0 0 338.1777
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402713 416320 -119629 -314788 -144039 -577538
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3870,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596888000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760199356915,
    "expiration_time": 1765199520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 5,
            "offset": 0,
            "multiplier": 4.70321
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 90,
            "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": [
        [
            410775.3328351853,
            307511.9863528303,
            103263.346482355,
            84077.2015667286,
            144205.7114251023,
            -60128.5098583737
        ],
        [
            410.775333,
            307.511986,
            103.263346,
            84.077202,
            144.205711,
            -60.12851
        ],
        [
            0.212287,
            0.158921,
            0.053366,
            0.031539,
            0.046152,
            -0.047509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172286,
            -88139,
            -132954,
            -501794,
            -260659,
            -410785
        ],
        [
            1.689285,
            1.995424,
            1.35978,
            1.051626,
            1.188414,
            0.930343
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            58.823529,
            53.488372,
            64.285714,
            58.823529,
            53.488372,
            64.285714
        ],
        [
            1.1825,
            1.735151,
            0.755433,
            0.736138,
            1.033403,
            0.516857
        ],
        [
            254905,
            254905,
            42020,
            311141,
            311141,
            91131
        ],
        [
            -47771,
            -34078,
            -47771,
            -266362,
            -106457,
            -266362
        ],
        [
            43,
            54,
            33,
            43,
            54,
            33
        ],
        [
            42,
            54,
            33,
            42,
            54,
            33
        ],
        [
            45,
            53,
            34,
            45,
            53,
            34
        ],
        [
            3738,
            2327,
            1412,
            3738,
            2327,
            1412
        ],
        [
            0,
            0,
            338.177742,
            0,
            0,
            338.177742
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402713,
            416320,
            -119629,
            -314788,
            -144039,
            -577538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3870,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596888000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760199356915,
    "expiration_time": 1765199520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 5,
            "offset": 0,
            "multiplier": 4.70321
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 90,
            "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)