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Trade: COMP/USDT/240/RMA/PWMA/8183

Strategy
COMP/USDT/240/RMA/PWMA/8183
Pair
COMP_USDT
Interval
4h
Score
322165
Daily Profit
0.149031
Profit Factor
1.627227
Profitability
52.325581
Streak
23.154357
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-27 10:42
Expiration Time
2025-11-21 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 285767.7738 181180.5573 104587.2165 133227.1198 -376073.4968 509300.6166
Total P&L (%) 285.7678 181.1806 104.5872 133.2271 -376.0735 509.3006
Avg Daily Profit (%) 0.149 0.0945 0.0545 0.0442 0 0.0943
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121105 -98307 -83443 -1079854 -862488 -512072
Profit Factor 1.6272 1.6905 1.5413 1.053 0.7603 1.5395
Total Trades 86 43 43 86 43 43
Winning Trades 45 17 28 45 17 28
Losing Trades 41 26 15 41 26 15
Profitability (%) 52.3256 39.5349 65.1163 52.3256 39.5349 65.1163
Ratio Avg Win / Avg Loss 1.4826 2.5855 0.8257 0.9594 1.1628 0.8247
Largest Winning Trade 187285 187285 56668 412903 412903 374287
Largest Losing Trade -33900 -33900 -27674 -311263 -311263 -256736
Avg Bars in Trades 129 97 161 129 97 161
Avg Bars in Winners 147 111 168 147 111 168
Avg Bars in Losers 110 88 149 110 88 149
Bars Traded 11158 4197 6961 11158 4197 6961
Profit Streak 23.1544 0 66.9877 23.1544 0 66.9877
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322165 -67638 -116796 -296700 -583130 -63397
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596484800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758958936411,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 129,
            "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": [
        [
            285767.7738182194,
            181180.5573459638,
            104587.2164722556,
            133227.1197673828,
            -376073.4968289577,
            509300.6165963406
        ],
        [
            285.767774,
            181.180557,
            104.587216,
            133.22712,
            -376.073497,
            509.300617
        ],
        [
            0.149031,
            0.094488,
            0.054544,
            0.044174,
            0,
            0.094289
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121105,
            -98307,
            -83443,
            -1079854,
            -862488,
            -512072
        ],
        [
            1.627227,
            1.69051,
            1.54129,
            1.053021,
            0.760269,
            1.539529
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            45,
            17,
            28,
            45,
            17,
            28
        ],
        [
            41,
            26,
            15,
            41,
            26,
            15
        ],
        [
            52.325581,
            39.534884,
            65.116279,
            52.325581,
            39.534884,
            65.116279
        ],
        [
            1.482585,
            2.585486,
            0.825691,
            0.95942,
            1.162764,
            0.824748
        ],
        [
            187285,
            187285,
            56668,
            412903,
            412903,
            374287
        ],
        [
            -33900,
            -33900,
            -27674,
            -311263,
            -311263,
            -256736
        ],
        [
            129,
            97,
            161,
            129,
            97,
            161
        ],
        [
            147,
            111,
            168,
            147,
            111,
            168
        ],
        [
            110,
            88,
            149,
            110,
            88,
            149
        ],
        [
            11158,
            4197,
            6961,
            11158,
            4197,
            6961
        ],
        [
            23.154357,
            0,
            66.98769,
            23.154357,
            0,
            66.98769
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322165,
            -67638,
            -116796,
            -296700,
            -583130,
            -63397
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596484800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758958936411,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 129,
            "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)