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Trade: COMP/USDT/120/WMA/WMA/9819

Strategy
COMP/USDT/120/WMA/WMA/9819
Pair
COMP_USDT
Interval
2h
Score
302276
Daily Profit
0.260954
Profit Factor
1.632662
Profitability
38.095238
Streak
42.535329
Best Strategy
Training Data Length
1921.580000
Evaluation Time
2025-09-29 11:50
Expiration Time
2025-12-07 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 501444.339 379184.5123 122259.8266 319788.2456 185084.239 134704.0065
Total P&L (%) 501.4443 379.1845 122.2598 319.7882 185.0842 134.704
Avg Daily Profit (%) 0.261 0.1973 0.0636 0.0747 0.0545 0.0444
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103745 -71480 -83568 -931668 -648574 -426297
Profit Factor 1.6327 1.9704 1.3043 1.0902 1.1021 1.0778
Total Trades 147 74 73 147 74 73
Winning Trades 56 27 29 56 27 29
Losing Trades 91 47 44 91 47 44
Profitability (%) 38.0952 36.4865 39.726 38.0952 36.4865 39.726
Ratio Avg Win / Avg Loss 2.6531 3.4299 1.9789 1.7716 1.9185 1.6352
Largest Winning Trade 227929 227929 48581 608326 608326 245819
Largest Losing Trade -39366 -21660 -39366 -283008 -199424 -283008
Avg Bars in Trades 152 135 169 152 135 169
Avg Bars in Winners 253 225 279 253 225 279
Avg Bars in Losers 90 84 97 90 84 97
Bars Traded 22442 10051 12391 22442 10051 12391
Profit Streak 42.5353 42.5353 51.202 42.5353 42.5353 51.202
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302276 -57820 -182141 -216679 -296375 -342871
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23059,
    "evaluation_days": 1921.58,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594281600000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759135852431,
    "expiration_time": 1765109692800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "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": [
        [
            501444.3389504814,
            379184.5123202874,
            122259.8266301944,
            319788.2455721389,
            185084.2390363003,
            134704.0065358388
        ],
        [
            501.444339,
            379.184512,
            122.259827,
            319.788246,
            185.084239,
            134.704007
        ],
        [
            0.260954,
            0.19733,
            0.063625,
            0.074684,
            0.054533,
            0.044408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103745,
            -71480,
            -83568,
            -931668,
            -648574,
            -426297
        ],
        [
            1.632662,
            1.970355,
            1.304261,
            1.090198,
            1.102089,
            1.077754
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            38.095238,
            36.486486,
            39.726027,
            38.095238,
            36.486486,
            39.726027
        ],
        [
            2.653075,
            3.429877,
            1.978878,
            1.771571,
            1.918451,
            1.635212
        ],
        [
            227929,
            227929,
            48581,
            608326,
            608326,
            245819
        ],
        [
            -39366,
            -21660,
            -39366,
            -283008,
            -199424,
            -283008
        ],
        [
            152,
            135,
            169,
            152,
            135,
            169
        ],
        [
            253,
            225,
            279,
            253,
            225,
            279
        ],
        [
            90,
            84,
            97,
            90,
            84,
            97
        ],
        [
            22442,
            10051,
            12391,
            22442,
            10051,
            12391
        ],
        [
            42.535329,
            42.535329,
            51.201996,
            42.535329,
            42.535329,
            51.201996
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302276,
            -57820,
            -182141,
            -216679,
            -296375,
            -342871
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23059,
    "evaluation_days": 1921.58,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594281600000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759135852431,
    "expiration_time": 1765109692800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "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)