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Trade: COMP/USDT/720/TEMA/VWMA/6257

Strategy
COMP/USDT/720/TEMA/VWMA/6257
Pair
COMP_USDT
Interval
12h
Score
327390
Daily Profit
0.225177
Profit Factor
2.119045
Profitability
38.235294
Streak
55.051294
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-26 04:13
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 30093.006 143688.7727 -113595.7667 3092681.3024 -4281559.201 7374240.5033
Total P&L (%) 30.093 143.6888 -113.5958 3092.6813 -4281.5592 7374.2405
Avg Daily Profit (%) 0.0157 0.0749 -0.0592 0.1807 0 0.2252
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -342850 -108930 -331639 -8698674 -5158759 -4960177
Profit Factor 1.0412 1.7213 0.7858 1.2245 0.4043 2.119
Total Trades 67 33 34 67 33 34
Winning Trades 44 18 26 26 13 13
Losing Trades 23 15 8 41 20 21
Profitability (%) 65.6716 54.5455 76.4706 38.806 39.3939 38.2353
Ratio Avg Win / Avg Loss 0.5443 1.4344 0.2418 1.9309 0.6219 3.4231
Largest Winning Trade 61485 61485 39704 9385457 531755 9385457
Largest Losing Trade -331639 -56302 -331639 -1413330 -1066181 -1413330
Avg Bars in Trades 51 63 39 51 63 39
Avg Bars in Winners 43 51 37 43 69 18
Avg Bars in Losers 68 78 48 56 60 53
Bars Traded 3469 2111 1358 3469 2111 1358
Profit Streak 20.5513 20.5513 55.0513 20.5513 20.5513 55.0513
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -469310 -89649 -575960 -115555 -584373 327390

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849231833,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "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": [
        [
            30093.0060214735,
            143688.7727207374,
            -113595.7666992639,
            3092681.302372892,
            -4281559.20096405,
            7374240.503336942
        ],
        [
            30.093006,
            143.688773,
            -113.595767,
            3092.681302,
            -4281.559201,
            7374.240503
        ],
        [
            0.01569,
            0.074916,
            -0.059226,
            0.180739,
            0,
            0.225177
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -342850,
            -108930,
            -331639,
            -8698674,
            -5158759,
            -4960177
        ],
        [
            1.041247,
            1.721313,
            0.78582,
            1.224487,
            0.404255,
            2.119045
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            44,
            18,
            26,
            26,
            13,
            13
        ],
        [
            23,
            15,
            8,
            41,
            20,
            21
        ],
        [
            65.671642,
            54.545455,
            76.470588,
            38.80597,
            39.393939,
            38.235294
        ],
        [
            0.544288,
            1.434427,
            0.241791,
            1.930922,
            0.62193,
            3.423073
        ],
        [
            61485,
            61485,
            39704,
            9385457,
            531755,
            9385457
        ],
        [
            -331639,
            -56302,
            -331639,
            -1413330,
            -1066181,
            -1413330
        ],
        [
            51,
            63,
            39,
            51,
            63,
            39
        ],
        [
            43,
            51,
            37,
            43,
            69,
            18
        ],
        [
            68,
            78,
            48,
            56,
            60,
            53
        ],
        [
            3469,
            2111,
            1358,
            3469,
            2111,
            1358
        ],
        [
            20.551294,
            20.551294,
            55.051294,
            20.551294,
            20.551294,
            55.051294
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -469310,
            -89649,
            -575960,
            -115555,
            -584373,
            327390
        ]
    ]
}
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": 1598788800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849231833,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "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)