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Trade: COMP/USDT/360/WMA/MIDPOINT/2188

Strategy
COMP/USDT/360/WMA/MIDPOINT/2188
Pair
COMP_USDT
Interval
6h
Score
353277
Daily Profit
0.200855
Profit Factor
1.445664
Profitability
47.953216
Streak
0.000000
Best Strategy
Training Data Length
1930.250000
Evaluation Time
2025-10-07 12:18
Expiration Time
2025-12-04 05:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387699.6329 279736.8315 107962.8014 198965.7522 150479.6421 48486.1101
Total P&L (%) 387.6996 279.7368 107.9628 198.9658 150.4796 48.4861
Avg Daily Profit (%) 0.2009 0.1449 0.0559 0.0568 0.0476 0.0205
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186670 -194865 -61619 -490169 -431562 -250253
Profit Factor 1.4457 1.5512 1.2979 1.1037 1.1408 1.057
Total Trades 171 85 86 171 85 86
Winning Trades 82 43 39 82 43 39
Losing Trades 89 42 47 89 42 47
Profitability (%) 47.9532 50.5882 45.3488 47.9532 50.5882 45.3488
Ratio Avg Win / Avg Loss 1.5691 1.5151 1.5642 1.1979 1.1142 1.2739
Largest Winning Trade 109629 109629 38000 128455 100684 128455
Largest Losing Trade -48794 -48794 -36039 -194567 -194567 -154970
Avg Bars in Trades 41 55 27 41 55 27
Avg Bars in Winners 45 50 39 45 50 39
Avg Bars in Losers 37 60 17 37 60 17
Bars Traded 7093 4725 2368 7093 4725 2368
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 353277 104534 -118903 -223507 -195289 -326598
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7721,
    "evaluation_days": 1930.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595246400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759828721155,
    "expiration_time": 1764820008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 99,
            "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": [
        [
            387699.6328589374,
            279736.8314764809,
            107962.8013824563,
            198965.7521637019,
            150479.6420593058,
            48486.1101043959
        ],
        [
            387.699633,
            279.736831,
            107.962801,
            198.965752,
            150.479642,
            48.48611
        ],
        [
            0.200855,
            0.144923,
            0.055932,
            0.056753,
            0.047581,
            0.020482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186670,
            -194865,
            -61619,
            -490169,
            -431562,
            -250253
        ],
        [
            1.445664,
            1.551158,
            1.297916,
            1.103687,
            1.140776,
            1.057044
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            89,
            42,
            47,
            89,
            42,
            47
        ],
        [
            47.953216,
            50.588235,
            45.348837,
            47.953216,
            50.588235,
            45.348837
        ],
        [
            1.569074,
            1.515085,
            1.564155,
            1.197904,
            1.114247,
            1.273873
        ],
        [
            109629,
            109629,
            38000,
            128455,
            100684,
            128455
        ],
        [
            -48794,
            -48794,
            -36039,
            -194567,
            -194567,
            -154970
        ],
        [
            41,
            55,
            27,
            41,
            55,
            27
        ],
        [
            45,
            50,
            39,
            45,
            50,
            39
        ],
        [
            37,
            60,
            17,
            37,
            60,
            17
        ],
        [
            7093,
            4725,
            2368,
            7093,
            4725,
            2368
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353277,
            104534,
            -118903,
            -223507,
            -195289,
            -326598
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7721,
    "evaluation_days": 1930.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595246400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759828721155,
    "expiration_time": 1764820008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 99,
            "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)