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Trade: COMP/USDT/120/MIDPOINT/JMA/5647

Strategy
COMP/USDT/120/MIDPOINT/JMA/5647
Pair
COMP_USDT
Interval
2h
Score
353727
Daily Profit
0.157911
Profit Factor
1.559575
Profitability
50.485437
Streak
0.000000
Best Strategy
Training Data Length
1929.000000
Evaluation Time
2025-10-06 21:23
Expiration Time
2025-12-15 06:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429388.6874 304611.041 124777.6465 336152.8964 57213.0732 278939.8232
Total P&L (%) 429.3887 304.611 124.7776 336.1529 57.2131 278.9398
Avg Daily Profit (%) 0.2226 0.1579 0.0647 0.0764 0.0235 0.0691
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146093 -105101 -95993 -2735611 -1774133 -1340287
Profit Factor 1.4245 1.5596 1.2671 1.031 1.0091 1.0613
Total Trades 206 103 103 206 103 103
Winning Trades 101 52 49 101 52 49
Losing Trades 105 51 54 105 51 54
Profitability (%) 49.0291 50.4854 47.5728 49.0291 50.4854 47.5728
Ratio Avg Win / Avg Loss 1.4809 1.5296 1.3964 1.0718 0.9897 1.1696
Largest Winning Trade 93305 93305 57556 1081823 1081823 641245
Largest Losing Trade -36537 -27759 -36537 -502375 -502375 -437081
Avg Bars in Trades 109 93 125 109 93 125
Avg Bars in Winners 119 93 146 119 93 146
Avg Bars in Losers 100 94 106 100 94 106
Bars Traded 22587 9646 12941 22587 9646 12941
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 336948 353727 -107900 -276682 -374792 -254981
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23148,
    "evaluation_days": 1929,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594656000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759775001295,
    "expiration_time": 1765773561600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 221,
            "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": [
        [
            429388.6874328346,
            304611.04096927,
            124777.6464635652,
            336152.8964210798,
            57213.0731902607,
            278939.8232308174
        ],
        [
            429.388687,
            304.611041,
            124.777646,
            336.152896,
            57.213073,
            278.939823
        ],
        [
            0.222597,
            0.157911,
            0.064685,
            0.076381,
            0.023457,
            0.069086
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146093,
            -105101,
            -95993,
            -2735611,
            -1774133,
            -1340287
        ],
        [
            1.42449,
            1.559575,
            1.267087,
            1.031008,
            1.009092,
            1.061328
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            101,
            52,
            49,
            101,
            52,
            49
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            49.029126,
            50.485437,
            47.572816,
            49.029126,
            50.485437,
            47.572816
        ],
        [
            1.480905,
            1.529583,
            1.396382,
            1.07184,
            0.989687,
            1.169626
        ],
        [
            93305,
            93305,
            57556,
            1081823,
            1081823,
            641245
        ],
        [
            -36537,
            -27759,
            -36537,
            -502375,
            -502375,
            -437081
        ],
        [
            109,
            93,
            125,
            109,
            93,
            125
        ],
        [
            119,
            93,
            146,
            119,
            93,
            146
        ],
        [
            100,
            94,
            106,
            100,
            94,
            106
        ],
        [
            22587,
            9646,
            12941,
            22587,
            9646,
            12941
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336948,
            353727,
            -107900,
            -276682,
            -374792,
            -254981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23148,
    "evaluation_days": 1929,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594656000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759775001295,
    "expiration_time": 1765773561600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 221,
            "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)