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Trade: COMP/USDT/120/RMA/SINWMA/6532

Strategy
COMP/USDT/120/RMA/SINWMA/6532
Pair
COMP_USDT
Interval
2h
Score
312259
Daily Profit
0.180355
Profit Factor
1.685661
Profitability
41.758242
Streak
48.321526
Best Strategy
Training Data Length
1929.000000
Evaluation Time
2025-10-06 22:43
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 347904.2032 244216.3961 103687.8071 234179.8355 272844.6494 -38664.814
Total P&L (%) 347.9042 244.2164 103.6878 234.1798 272.8446 -38.6648
Avg Daily Profit (%) 0.1804 0.1266 0.0538 0.0626 0.0682 -0.0253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166481 -80484 -107450 -2410639 -1016601 -1408616
Profit Factor 1.6857 1.964 1.4081 1.0472 1.1047 0.9836
Total Trades 91 46 45 91 46 45
Winning Trades 38 17 21 38 17 21
Losing Trades 53 29 24 53 29 24
Profitability (%) 41.7582 36.9565 46.6667 41.7582 36.9565 46.6667
Ratio Avg Win / Avg Loss 2.3511 3.3503 1.6093 1.4605 1.8844 1.1241
Largest Winning Trade 193184 193184 66816 771341 771341 441472
Largest Losing Trade -41322 -28354 -41322 -493502 -472649 -493502
Avg Bars in Trades 245 195 297 245 195 297
Avg Bars in Winners 418 323 496 418 323 496
Avg Bars in Losers 121 120 123 121 120 123
Bars Traded 22359 8979 13380 22359 8979 13380
Profit Streak 48.3215 48.3215 57.2382 48.3215 48.3215 57.2382
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312259 -24708 -119950 -279997 -210549 -579780
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23148,
    "evaluation_days": 1929,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594620000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759779779895,
    "expiration_time": 1765773561600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 78,
            "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": [
        [
            347904.2032107323,
            244216.3960892749,
            103687.8071214573,
            234179.8354615499,
            272844.6494422358,
            -38664.8139806863
        ],
        [
            347.904203,
            244.216396,
            103.687807,
            234.179835,
            272.844649,
            -38.664814
        ],
        [
            0.180355,
            0.126603,
            0.053752,
            0.062565,
            0.068245,
            -0.025337
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166481,
            -80484,
            -107450,
            -2410639,
            -1016601,
            -1408616
        ],
        [
            1.685661,
            1.96395,
            1.408139,
            1.047172,
            1.104652,
            0.983597
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            41.758242,
            36.956522,
            46.666667,
            41.758242,
            36.956522,
            46.666667
        ],
        [
            2.351053,
            3.350267,
            1.609302,
            1.46053,
            1.884407,
            1.124111
        ],
        [
            193184,
            193184,
            66816,
            771341,
            771341,
            441472
        ],
        [
            -41322,
            -28354,
            -41322,
            -493502,
            -472649,
            -493502
        ],
        [
            245,
            195,
            297,
            245,
            195,
            297
        ],
        [
            418,
            323,
            496,
            418,
            323,
            496
        ],
        [
            121,
            120,
            123,
            121,
            120,
            123
        ],
        [
            22359,
            8979,
            13380,
            22359,
            8979,
            13380
        ],
        [
            48.321526,
            48.321526,
            57.238193,
            48.321527,
            48.321527,
            57.238193
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312259,
            -24708,
            -119950,
            -279997,
            -210549,
            -579780
        ]
    ]
}
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": 1594620000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759779779895,
    "expiration_time": 1765773561600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 78,
            "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)