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Trade: COMP/USDT/240/VWMA/SINWMA/9164

Strategy
COMP/USDT/240/VWMA/SINWMA/9164
Pair
COMP_USDT
Interval
4h
Score
364045
Daily Profit
0.162135
Profit Factor
1.451439
Profitability
63.076923
Streak
37.901745
Best Strategy
Training Data Length
1935.670000
Evaluation Time
2025-10-12 20:38
Expiration Time
2025-12-09 19:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 313840.3711 202855.0895 110985.2816 -266362.953 -56133.5333 -210229.4197
Total P&L (%) 313.8404 202.8551 110.9853 -266.363 -56.1335 -210.2294
Avg Daily Profit (%) 0.1621 0.1048 0.0573 0 -0.0426 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198326 -64455 -206758 -323854 -89611 -249204
Profit Factor 1.4514 1.8975 1.2366 0.5234 0.6463 0.4746
Total Trades 130 65 65 130 65 65
Winning Trades 82 41 41 50 26 24
Losing Trades 48 24 24 80 39 41
Profitability (%) 63.0769 63.0769 63.0769 38.4615 40 36.9231
Ratio Avg Win / Avg Loss 0.8496 1.1107 0.7238 0.8374 0.9694 0.8108
Largest Winning Trade 51254 51254 38776 56986 18516 56986
Largest Losing Trade -120170 -48347 -120170 -131585 -18420 -131585
Avg Bars in Trades 87 59 115 87 59 115
Avg Bars in Winners 83 56 110 83 58 110
Avg Bars in Losers 93 64 123 89 60 118
Bars Traded 11388 3887 7501 11388 3887 7501
Profit Streak 37.9017 37.9017 42.4017 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364045 -180024 -247325 -584920 -716625 -717821
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11614,
    "evaluation_days": 1935.67,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596110400000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760290710766,
    "expiration_time": 1765302048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 213,
            "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": [
        [
            313840.3710712941,
            202855.0895146474,
            110985.2815566465,
            -266362.9529740941,
            -56133.5332748986,
            -210229.4196991955
        ],
        [
            313.840371,
            202.85509,
            110.985282,
            -266.362953,
            -56.133533,
            -210.22942
        ],
        [
            0.162135,
            0.104798,
            0.057337,
            0,
            -0.042561,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198326,
            -64455,
            -206758,
            -323854,
            -89611,
            -249204
        ],
        [
            1.451439,
            1.897483,
            1.236555,
            0.523361,
            0.646297,
            0.474602
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            82,
            41,
            41,
            50,
            26,
            24
        ],
        [
            48,
            24,
            24,
            80,
            39,
            41
        ],
        [
            63.076923,
            63.076923,
            63.076923,
            38.461538,
            40,
            36.923077
        ],
        [
            0.849623,
            1.110722,
            0.723837,
            0.837378,
            0.969446,
            0.810779
        ],
        [
            51254,
            51254,
            38776,
            56986,
            18516,
            56986
        ],
        [
            -120170,
            -48347,
            -120170,
            -131585,
            -18420,
            -131585
        ],
        [
            87,
            59,
            115,
            87,
            59,
            115
        ],
        [
            83,
            56,
            110,
            83,
            58,
            110
        ],
        [
            93,
            64,
            123,
            89,
            60,
            118
        ],
        [
            11388,
            3887,
            7501,
            11388,
            3887,
            7501
        ],
        [
            37.901745,
            37.901745,
            42.401745,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364045,
            -180024,
            -247325,
            -584920,
            -716625,
            -717821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11614,
    "evaluation_days": 1935.67,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596110400000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760290710766,
    "expiration_time": 1765302048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 213,
            "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)