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Trade: COMP/USDT/360/SSF/SINWMA/4626

Strategy
COMP/USDT/360/SSF/SINWMA/4626
Pair
COMP_USDT
Interval
6h
Score
347956
Daily Profit
0.184444
Profit Factor
2.147310
Profitability
43.750000
Streak
45.111919
Best Strategy
Training Data Length
1921.750000
Evaluation Time
2025-09-28 23:41
Expiration Time
2025-11-25 11:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443670.6877 354455.8818 89214.8058 142130.9936 -48073.0662 190204.0598
Total P&L (%) 443.6707 354.4559 89.2148 142.131 -48.0731 190.2041
Avg Daily Profit (%) 0.2309 0.1844 0.0464 0.046 -0.0341 0.0555
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153636 -113848 -66279 -1106786 -815280 -349773
Profit Factor 1.687 2.1473 1.2648 1.055 0.9677 1.1737
Total Trades 65 32 33 65 32 33
Winning Trades 32 14 18 32 14 18
Losing Trades 33 18 15 33 18 15
Profitability (%) 49.2308 43.75 54.5455 49.2308 43.75 54.5455
Ratio Avg Win / Avg Loss 1.7397 2.7608 1.054 1.088 1.2442 0.9781
Largest Winning Trade 145720 145720 54340 649653 649653 237572
Largest Losing Trade -61387 -34630 -61387 -442062 -442062 -185270
Avg Bars in Trades 115 130 100 115 130 100
Avg Bars in Winners 123 136 112 123 136 112
Avg Bars in Losers 107 125 86 107 125 86
Bars Traded 7492 4175 3317 7492 4175 3317
Profit Streak 0 45.1119 0 0 45.1119 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125217 347956 -130474 -427769 -581018 -149445
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7687,
    "evaluation_days": 1921.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595808000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759092069848,
    "expiration_time": 1764063576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "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": [
        [
            443670.6876500591,
            354455.8818426023,
            89214.8058074568,
            142130.9936049584,
            -48073.0661686908,
            190204.0597736495
        ],
        [
            443.670688,
            354.455882,
            89.214806,
            142.130994,
            -48.073066,
            190.20406
        ],
        [
            0.230868,
            0.184444,
            0.046424,
            0.046026,
            -0.034095,
            0.055455
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153636,
            -113848,
            -66279,
            -1106786,
            -815280,
            -349773
        ],
        [
            1.686981,
            2.14731,
            1.264826,
            1.054995,
            0.967721,
            1.173682
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            49.230769,
            43.75,
            54.545455,
            49.230769,
            43.75,
            54.545455
        ],
        [
            1.739699,
            2.760827,
            1.054021,
            1.087964,
            1.244213,
            0.978068
        ],
        [
            145720,
            145720,
            54340,
            649653,
            649653,
            237572
        ],
        [
            -61387,
            -34630,
            -61387,
            -442062,
            -442062,
            -185270
        ],
        [
            115,
            130,
            100,
            115,
            130,
            100
        ],
        [
            123,
            136,
            112,
            123,
            136,
            112
        ],
        [
            107,
            125,
            86,
            107,
            125,
            86
        ],
        [
            7492,
            4175,
            3317,
            7492,
            4175,
            3317
        ],
        [
            0,
            45.111919,
            0,
            0,
            45.11192,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125217,
            347956,
            -130474,
            -427769,
            -581018,
            -149445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7687,
    "evaluation_days": 1921.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595808000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759092069848,
    "expiration_time": 1764063576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "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)