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Trade: COMP/USDT/360/BBU/HWMA/9937

Strategy
COMP/USDT/360/BBU/HWMA/9937
Pair
COMP_USDT
Interval
6h
Score
354367
Daily Profit
0.150149
Profit Factor
1.306555
Profitability
55.084746
Streak
170.090153
Best Strategy
Training Data Length
1936.500000
Evaluation Time
2025-10-13 17:09
Expiration Time
2025-12-10 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290763.6182 241061.7743 49701.8439 -85979.6015 164249.0279 -250228.6294
Total P&L (%) 290.7636 241.0618 49.7018 -85.9796 164.249 -250.2286
Avg Daily Profit (%) 0.1501 0.1245 0.0257 -0.1014 0.0502 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187403 -89563 -150984 -370440 -136523 -369765
Profit Factor 1.3066 1.5563 1.0965 0.9199 1.4644 0.6524
Total Trades 118 59 59 118 59 59
Winning Trades 65 27 38 65 27 38
Losing Trades 53 32 21 53 32 21
Profitability (%) 55.0847 45.7627 64.4068 55.0847 45.7627 64.4068
Ratio Avg Win / Avg Loss 1.0653 1.8445 0.6059 0.7501 1.7356 0.3605
Largest Winning Trade 81274 81274 48302 125631 125631 47908
Largest Losing Trade -89901 -38077 -89901 -338252 -52943 -338252
Avg Bars in Trades 65 64 65 65 64 65
Avg Bars in Winners 65 65 65 65 65 65
Avg Bars in Losers 64 64 65 64 64 65
Bars Traded 7674 3831 3843 7674 3831 3843
Profit Streak 170.0902 186.3402 170.0902 170.0902 186.3402 170.0902
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354367 -200984 -449419 -578253 -300600 -754179
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7746,
    "evaluation_days": 1936.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593648000000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760364589187,
    "expiration_time": 1765376208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 1.80827
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 27,
            "na": 0.01147,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            290763.618206964,
            241061.7743053871,
            49701.8439015768,
            -85979.6015266426,
            164249.0279109344,
            -250228.6294375769
        ],
        [
            290.763618,
            241.061774,
            49.701844,
            -85.979602,
            164.249028,
            -250.228629
        ],
        [
            0.150149,
            0.124483,
            0.025666,
            -0.101403,
            0.050192,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187403,
            -89563,
            -150984,
            -370440,
            -136523,
            -369765
        ],
        [
            1.306555,
            1.556332,
            1.096474,
            0.91991,
            1.464373,
            0.652382
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            65,
            27,
            38,
            65,
            27,
            38
        ],
        [
            53,
            32,
            21,
            53,
            32,
            21
        ],
        [
            55.084746,
            45.762712,
            64.40678,
            55.084746,
            45.762712,
            64.40678
        ],
        [
            1.065345,
            1.844541,
            0.605946,
            0.750081,
            1.735553,
            0.360527
        ],
        [
            81274,
            81274,
            48302,
            125631,
            125631,
            47908
        ],
        [
            -89901,
            -38077,
            -89901,
            -338252,
            -52943,
            -338252
        ],
        [
            65,
            64,
            65,
            65,
            64,
            65
        ],
        [
            65,
            65,
            65,
            65,
            65,
            65
        ],
        [
            64,
            64,
            65,
            64,
            64,
            65
        ],
        [
            7674,
            3831,
            3843,
            7674,
            3831,
            3843
        ],
        [
            170.090153,
            186.340153,
            170.090153,
            170.090153,
            186.340153,
            170.090153
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354367,
            -200984,
            -449419,
            -578253,
            -300600,
            -754179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7746,
    "evaluation_days": 1936.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1593648000000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760364589187,
    "expiration_time": 1765376208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 1.80827
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 27,
            "na": 0.01147,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)