← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: COMP/USDT/360/PWMA/SSF/1875

Strategy
COMP/USDT/360/PWMA/SSF/1875
Pair
COMP_USDT
Interval
6h
Score
374605
Daily Profit
0.215457
Profit Factor
1.510274
Profitability
52.941176
Streak
34.865960
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 11:46
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 413137.9899 305829.0094 107308.9805 120964.2253 64260.9807 56703.2447
Total P&L (%) 413.138 305.829 107.309 120.9642 64.261 56.7032
Avg Daily Profit (%) 0.2155 0.1595 0.056 0.0414 0.0259 0.0234
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131442 -47759 -125023 -403672 -182597 -247825
Profit Factor 1.5103 1.8696 1.2343 1.1114 1.1252 1.099
Total Trades 136 68 68 136 68 68
Winning Trades 72 35 37 72 35 37
Losing Trades 64 33 31 64 33 31
Profitability (%) 52.9412 51.4706 54.4118 52.9412 51.4706 54.4118
Ratio Avg Win / Avg Loss 1.3425 1.7628 1.0342 0.9879 1.0609 0.9208
Largest Winning Trade 160583 160583 59273 183410 183410 98931
Largest Losing Trade -56739 -24417 -56739 -143133 -65141 -143133
Avg Bars in Trades 54 47 61 54 47 61
Avg Bars in Winners 67 57 76 67 57 76
Avg Bars in Losers 40 36 43 40 36 43
Bars Traded 7437 3245 4192 7437 3245 4192
Profit Streak 34.866 0 44.116 34.866 0 44.116
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374605 -98166 -226560 -236052 -350519 -383767

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": 1595462400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876418963,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 88,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            413137.9899319026,
            305829.0094272709,
            107308.9805046318,
            120964.2253457062,
            64260.9806900783,
            56703.2446556281
        ],
        [
            413.13799,
            305.829009,
            107.308981,
            120.964225,
            64.260981,
            56.703245
        ],
        [
            0.215457,
            0.159494,
            0.055963,
            0.041356,
            0.025885,
            0.023428
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131442,
            -47759,
            -125023,
            -403672,
            -182597,
            -247825
        ],
        [
            1.510274,
            1.86959,
            1.234327,
            1.111384,
            1.125157,
            1.099033
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            64,
            33,
            31,
            64,
            33,
            31
        ],
        [
            52.941176,
            51.470588,
            54.411765,
            52.941176,
            51.470588,
            54.411765
        ],
        [
            1.342466,
            1.762756,
            1.034166,
            0.987897,
            1.060862,
            0.920812
        ],
        [
            160583,
            160583,
            59273,
            183410,
            183410,
            98931
        ],
        [
            -56739,
            -24417,
            -56739,
            -143133,
            -65141,
            -143133
        ],
        [
            54,
            47,
            61,
            54,
            47,
            61
        ],
        [
            67,
            57,
            76,
            67,
            57,
            76
        ],
        [
            40,
            36,
            43,
            40,
            36,
            43
        ],
        [
            7437,
            3245,
            4192,
            7437,
            3245,
            4192
        ],
        [
            34.86596,
            0,
            44.11596,
            34.86596,
            0,
            44.11596
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374605,
            -98166,
            -226560,
            -236052,
            -350519,
            -383767
        ]
    ]
}
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": 1595462400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876418963,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 88,
            "offset": 0,
            "poles": 3
        }
    }
}

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)