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Trade: COMP/USDT/360/PWMA/RMA/3931

Strategy
COMP/USDT/360/PWMA/RMA/3931
Pair
COMP_USDT
Interval
6h
Score
301040
Daily Profit
0.155571
Profit Factor
1.417659
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-27 05:52
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 298306.7578 256302.3148 42004.443 -249745.4307 26198.6014 -275944.0322
Total P&L (%) 298.3068 256.3023 42.0044 -249.7454 26.1986 -275.944
Avg Daily Profit (%) 0.1556 0.1337 0.0219 0 0.0121 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195682 -111473 -209541 -390664 -134689 -328477
Profit Factor 1.4177 1.7754 1.1095 0.6182 1.1208 0.3689
Total Trades 108 54 54 108 54 54
Winning Trades 51 22 29 57 34 23
Losing Trades 57 32 25 51 20 31
Profitability (%) 47.2222 40.7407 53.7037 52.7778 62.963 42.5926
Ratio Avg Win / Avg Loss 1.5844 2.5824 0.9564 0.5531 0.6593 0.4972
Largest Winning Trade 160972 160972 55802 56040 56040 31554
Largest Losing Trade -125908 -25379 -125908 -135238 -91717 -135238
Avg Bars in Trades 69 83 55 69 83 55
Avg Bars in Winners 76 92 65 60 70 44
Avg Bars in Losers 62 76 43 79 104 63
Bars Traded 7472 4494 2978 7472 4494 2978
Profit Streak 0 0 0 21.3701 94.1201 21.3701
Trades During Streak 0 0 0 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301040 -194875 -446992 -579079 -446408 -763163
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595959200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758941577173,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 110,
            "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": [
        [
            298306.7578348605,
            256302.314804967,
            42004.4430298937,
            -249745.4307456493,
            26198.6014251916,
            -275944.0321708409
        ],
        [
            298.306758,
            256.302315,
            42.004443,
            -249.745431,
            26.198601,
            -275.944032
        ],
        [
            0.155571,
            0.133665,
            0.021906,
            0,
            0.012136,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195682,
            -111473,
            -209541,
            -390664,
            -134689,
            -328477
        ],
        [
            1.417659,
            1.775421,
            1.109472,
            0.618186,
            1.120796,
            0.368868
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            51,
            22,
            29,
            57,
            34,
            23
        ],
        [
            57,
            32,
            25,
            51,
            20,
            31
        ],
        [
            47.222222,
            40.740741,
            53.703704,
            52.777778,
            62.962963,
            42.592593
        ],
        [
            1.584443,
            2.58243,
            0.956441,
            0.553114,
            0.659292,
            0.49717
        ],
        [
            160972,
            160972,
            55802,
            56040,
            56040,
            31554
        ],
        [
            -125908,
            -25379,
            -125908,
            -135238,
            -91717,
            -135238
        ],
        [
            69,
            83,
            55,
            69,
            83,
            55
        ],
        [
            76,
            92,
            65,
            60,
            70,
            44
        ],
        [
            62,
            76,
            43,
            79,
            104,
            63
        ],
        [
            7472,
            4494,
            2978,
            7472,
            4494,
            2978
        ],
        [
            0,
            0,
            0,
            21.370106,
            94.120106,
            21.370106
        ],
        [
            0,
            0,
            0,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301040,
            -194875,
            -446992,
            -579079,
            -446408,
            -763163
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595959200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758941577173,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 110,
            "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)