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Trade: COMP/USDT/360/SWMA/MIDPRICE/3622

Strategy
COMP/USDT/360/SWMA/MIDPRICE/3622
Pair
COMP_USDT
Interval
6h
Score
313608
Daily Profit
0.231898
Profit Factor
1.358529
Profitability
41.911765
Streak
0.000000
Best Strategy
Training Data Length
1924.000000
Evaluation Time
2025-10-01 08:18
Expiration Time
2025-11-27 19:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 446172.3216 305710.4602 140461.8613 389845.2131 231646.16 158199.0531
Total P&L (%) 446.1723 305.7105 140.4619 389.8452 231.6462 158.1991
Avg Daily Profit (%) 0.2319 0.1589 0.073 0.0826 0.0623 0.0493
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127161 -75627 -127405 -585553 -406629 -273907
Profit Factor 1.3585 1.4745 1.2341 1.1194 1.1397 1.0984
Total Trades 408 204 204 408 204 204
Winning Trades 171 74 97 171 74 97
Losing Trades 237 130 107 237 130 107
Profitability (%) 41.9118 36.2745 47.549 41.9118 36.2745 47.549
Ratio Avg Win / Avg Loss 1.8829 2.5903 1.3613 1.5514 2.0021 1.2116
Largest Winning Trade 92438 92438 48797 271154 271154 215884
Largest Losing Trade -32800 -26925 -32800 -137990 -135288 -137990
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 26 30 23 26 30 23
Avg Bars in Losers 12 11 13 12 11 13
Bars Traded 7637 3831 3806 7637 3831 3806
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 313608 179398 -95948 -171508 -180032 -239497
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7696,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594058400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759295889665,
    "expiration_time": 1764263808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 35,
            "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": [
        [
            446172.3215682358,
            305710.460235841,
            140461.8613323944,
            389845.2130627838,
            231646.1599869439,
            158199.05307584
        ],
        [
            446.172322,
            305.71046,
            140.461861,
            389.845213,
            231.64616,
            158.199053
        ],
        [
            0.231898,
            0.158893,
            0.073005,
            0.082618,
            0.062332,
            0.049314
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127161,
            -75627,
            -127405,
            -585553,
            -406629,
            -273907
        ],
        [
            1.358529,
            1.474458,
            1.234058,
            1.119356,
            1.139662,
            1.098406
        ],
        [
            408,
            204,
            204,
            408,
            204,
            204
        ],
        [
            171,
            74,
            97,
            171,
            74,
            97
        ],
        [
            237,
            130,
            107,
            237,
            130,
            107
        ],
        [
            41.911765,
            36.27451,
            47.54902,
            41.911765,
            36.27451,
            47.54902
        ],
        [
            1.882874,
            2.590264,
            1.36128,
            1.551389,
            2.002109,
            1.211644
        ],
        [
            92438,
            92438,
            48797,
            271154,
            271154,
            215884
        ],
        [
            -32800,
            -26925,
            -32800,
            -137990,
            -135288,
            -137990
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            26,
            30,
            23,
            26,
            30,
            23
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            7637,
            3831,
            3806,
            7637,
            3831,
            3806
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313608,
            179398,
            -95948,
            -171508,
            -180032,
            -239497
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7696,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1594058400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759295889665,
    "expiration_time": 1764263808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 35,
            "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)