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Trade: COMP/USDT/120/VWMA/SWMA/6653

Strategy
COMP/USDT/120/VWMA/SWMA/6653
Pair
COMP_USDT
Interval
2h
Score
321371
Daily Profit
0.207988
Profit Factor
1.434587
Profitability
45.664740
Streak
0.000000
Best Strategy
Training Data Length
1925.580000
Evaluation Time
2025-10-03 12:03
Expiration Time
2025-12-11 17:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400497.5622 315616.7004 84880.8618 46259.5056 68935.0201 -22675.5145
Total P&L (%) 400.4976 315.6167 84.8809 46.2595 68.935 -22.6755
Avg Daily Profit (%) 0.208 0.1639 0.0441 0.0197 0.0272 -0.0134
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148521 -60908 -136986 -776188 -295211 -721986
Profit Factor 1.4346 1.7505 1.1694 1.0153 1.0517 0.9866
Total Trades 173 87 86 173 87 86
Winning Trades 79 36 43 79 36 43
Losing Trades 94 51 43 94 51 43
Profitability (%) 45.6647 41.3793 50 45.6647 41.3793 50
Ratio Avg Win / Avg Loss 1.707 2.4798 1.1694 1.208 1.4899 0.9866
Largest Winning Trade 199083 199083 48412 268969 268969 134566
Largest Losing Trade -59552 -25326 -59552 -477019 -116250 -477019
Avg Bars in Trades 129 101 157 129 101 157
Avg Bars in Winners 163 115 203 163 115 203
Avg Bars in Losers 101 92 112 101 92 112
Bars Traded 22425 8846 13579 22425 8846 13579
Profit Streak 0 0 52.7943 0 0 52.7943
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321371 250461 -167956 -372659 -323933 -580538
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23107,
    "evaluation_days": 1925.58,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594562400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759482224840,
    "expiration_time": 1765467734400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 92,
            "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": [
        [
            400497.5621531543,
            315616.7003566771,
            84880.861796477,
            46259.5055593118,
            68935.0200945433,
            -22675.5145352317
        ],
        [
            400.497562,
            315.6167,
            84.880862,
            46.259506,
            68.93502,
            -22.675515
        ],
        [
            0.207988,
            0.163907,
            0.044081,
            0.019747,
            0.027234,
            -0.013354
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148521,
            -60908,
            -136986,
            -776188,
            -295211,
            -721986
        ],
        [
            1.434587,
            1.750477,
            1.169421,
            1.015264,
            1.051666,
            0.986633
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            79,
            36,
            43,
            79,
            36,
            43
        ],
        [
            94,
            51,
            43,
            94,
            51,
            43
        ],
        [
            45.66474,
            41.37931,
            50,
            45.66474,
            41.37931,
            50
        ],
        [
            1.706977,
            2.479843,
            1.169421,
            1.208035,
            1.48986,
            0.986633
        ],
        [
            199083,
            199083,
            48412,
            268969,
            268969,
            134566
        ],
        [
            -59552,
            -25326,
            -59552,
            -477019,
            -116250,
            -477019
        ],
        [
            129,
            101,
            157,
            129,
            101,
            157
        ],
        [
            163,
            115,
            203,
            163,
            115,
            203
        ],
        [
            101,
            92,
            112,
            101,
            92,
            112
        ],
        [
            22425,
            8846,
            13579,
            22425,
            8846,
            13579
        ],
        [
            0,
            0,
            52.794269,
            0,
            0,
            52.794269
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321371,
            250461,
            -167956,
            -372659,
            -323933,
            -580538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23107,
    "evaluation_days": 1925.58,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594562400000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759482224840,
    "expiration_time": 1765467734400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 92,
            "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)