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Trade: COMP/USDT/120/PWMA/WMA/6940

Strategy
COMP/USDT/120/PWMA/WMA/6940
Pair
COMP_USDT
Interval
2h
Score
340839
Daily Profit
0.207473
Profit Factor
1.343162
Profitability
44.649446
Streak
41.945254
Best Strategy
Training Data Length
1916.830000
Evaluation Time
2025-09-27 07:41
Expiration Time
2025-12-02 16:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397690.578 302075.5904 95614.9876 117242.0905 130716.7534 -13474.663
Total P&L (%) 397.6906 302.0756 95.615 117.2421 130.7168 -13.4747
Avg Daily Profit (%) 0.2075 0.1576 0.0499 0.0405 0.0436 -0.0076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141890 -93031 -127240 -685964 -486738 -220281
Profit Factor 1.3432 1.4847 1.1785 1.0477 1.0914 0.9869
Total Trades 271 136 135 271 136 135
Winning Trades 121 57 64 121 57 64
Losing Trades 150 79 71 150 79 71
Profitability (%) 44.6494 41.9118 47.4074 44.6494 41.9118 47.4074
Ratio Avg Win / Avg Loss 1.6651 2.0577 1.3074 1.2988 1.5126 1.0949
Largest Winning Trade 140986 140986 54468 319992 319992 78393
Largest Losing Trade -31332 -26062 -31332 -127016 -127016 -78485
Avg Bars in Trades 84 75 92 84 75 92
Avg Bars in Winners 118 107 128 118 107 128
Avg Bars in Losers 56 52 60 56 52 60
Bars Traded 22767 10307 12460 22767 10307 12460
Profit Streak 41.9453 41.9453 50.1119 41.9453 41.9453 50.1119
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340839 244573 -151109 -306608 -256320 -579751
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23002,
    "evaluation_days": 1916.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594332000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758948069944,
    "expiration_time": 1764684518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 102,
            "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": [
        [
            397690.5780486281,
            302075.5904365195,
            95614.9876121084,
            117242.0904873434,
            130716.7534484937,
            -13474.6629611504
        ],
        [
            397.690578,
            302.07559,
            95.614988,
            117.24209,
            130.716753,
            -13.474663
        ],
        [
            0.207473,
            0.157591,
            0.049882,
            0.040483,
            0.043624,
            -0.00755
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141890,
            -93031,
            -127240,
            -685964,
            -486738,
            -220281
        ],
        [
            1.343162,
            1.484676,
            1.178504,
            1.047658,
            1.091386,
            0.986914
        ],
        [
            271,
            136,
            135,
            271,
            136,
            135
        ],
        [
            121,
            57,
            64,
            121,
            57,
            64
        ],
        [
            150,
            79,
            71,
            150,
            79,
            71
        ],
        [
            44.649446,
            41.911765,
            47.407407,
            44.649446,
            41.911765,
            47.407407
        ],
        [
            1.665077,
            2.057709,
            1.307402,
            1.29875,
            1.512623,
            1.094857
        ],
        [
            140986,
            140986,
            54468,
            319992,
            319992,
            78393
        ],
        [
            -31332,
            -26062,
            -31332,
            -127016,
            -127016,
            -78485
        ],
        [
            84,
            75,
            92,
            84,
            75,
            92
        ],
        [
            118,
            107,
            128,
            118,
            107,
            128
        ],
        [
            56,
            52,
            60,
            56,
            52,
            60
        ],
        [
            22767,
            10307,
            12460,
            22767,
            10307,
            12460
        ],
        [
            41.945254,
            41.945254,
            50.11192,
            41.945254,
            41.945254,
            50.111921
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340839,
            244573,
            -151109,
            -306608,
            -256320,
            -579751
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23002,
    "evaluation_days": 1916.83,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594332000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758948069944,
    "expiration_time": 1764684518400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 102,
            "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)