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Trade: COMP/USDT/360/SINWMA/BBU/9541

Strategy
COMP/USDT/360/SINWMA/BBU/9541
Pair
COMP_USDT
Interval
6h
Score
355619
Daily Profit
0.224640
Profit Factor
1.603649
Profitability
46.564885
Streak
0.000000
Best Strategy
Training Data Length
1932.250000
Evaluation Time
2025-10-09 13:34
Expiration Time
2025-12-06 07:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434060.2864 345850.8838 88209.4026 99879.3683 -73221.3773 173100.7455
Total P&L (%) 434.0603 345.8509 88.2094 99.8794 -73.2214 173.1007
Avg Daily Profit (%) 0.2246 0.179 0.0457 0.0358 -0.0682 0.052
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101100 -103657 -52306 -485131 -469372 -243273
Profit Factor 1.6036 1.7545 1.3384 1.0374 0.9588 1.1935
Total Trades 131 65 66 131 65 66
Winning Trades 61 28 33 61 28 33
Losing Trades 70 37 33 70 37 33
Profitability (%) 46.5649 43.0769 50 46.5649 43.0769 50
Ratio Avg Win / Avg Loss 1.8403 2.3184 1.3384 1.1904 1.267 1.1935
Largest Winning Trade 346590 346590 34062 281952 281952 90425
Largest Losing Trade -29767 -29767 -22889 -165469 -165469 -118242
Avg Bars in Trades 57 87 28 57 87 28
Avg Bars in Winners 73 119 33 73 119 33
Avg Bars in Losers 44 62 24 44 62 24
Bars Traded 7555 5655 1900 7555 5655 1900
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355619 -123882 -255522 -325416 -713761 -255071
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7729,
    "evaluation_days": 1932.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595980800000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760006049225,
    "expiration_time": 1764997992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 205,
            "offset": 0,
            "std": 3.7568
        }
    }
}
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": [
        [
            434060.2863626529,
            345850.8837952999,
            88209.402567353,
            99879.368252845,
            -73221.3772549541,
            173100.7455077991
        ],
        [
            434.060286,
            345.850884,
            88.209403,
            99.879368,
            -73.221377,
            173.100746
        ],
        [
            0.22464,
            0.178989,
            0.045651,
            0.035848,
            -0.068165,
            0.052008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101100,
            -103657,
            -52306,
            -485131,
            -469372,
            -243273
        ],
        [
            1.603649,
            1.754481,
            1.338401,
            1.037371,
            0.958817,
            1.193473
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            46.564885,
            43.076923,
            50,
            46.564885,
            43.076923,
            50
        ],
        [
            1.840253,
            2.318422,
            1.338401,
            1.190426,
            1.267008,
            1.193473
        ],
        [
            346590,
            346590,
            34062,
            281952,
            281952,
            90425
        ],
        [
            -29767,
            -29767,
            -22889,
            -165469,
            -165469,
            -118242
        ],
        [
            57,
            87,
            28,
            57,
            87,
            28
        ],
        [
            73,
            119,
            33,
            73,
            119,
            33
        ],
        [
            44,
            62,
            24,
            44,
            62,
            24
        ],
        [
            7555,
            5655,
            1900,
            7555,
            5655,
            1900
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355619,
            -123882,
            -255522,
            -325416,
            -713761,
            -255071
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7729,
    "evaluation_days": 1932.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595980800000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760006049225,
    "expiration_time": 1764997992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 205,
            "offset": 0,
            "std": 3.7568
        }
    }
}

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)