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Trade: COMP/USDT/480/MIDPOINT/HWMA/8003

Strategy
COMP/USDT/480/MIDPOINT/HWMA/8003
Pair
COMP_USDT
Interval
8h
Score
318225
Daily Profit
0.181617
Profit Factor
1.330018
Profitability
42.424242
Streak
82.792590
Best Strategy
Training Data Length
1924.000000
Evaluation Time
2025-09-30 22:01
Expiration Time
2025-11-27 11:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349430.163 248712.4543 100717.7087 132418.0164 129847.794 2570.2224
Total P&L (%) 349.4302 248.7125 100.7177 132.418 129.8478 2.5702
Avg Daily Profit (%) 0.1816 0.1293 0.0523 0.0438 0.0433 0.0013
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95805 -125838 -113839 -159638 -131181 -129775
Profit Factor 1.33 1.4771 1.1874 1.1069 1.2203 1.004
Total Trades 231 116 115 231 116 115
Winning Trades 98 44 54 98 44 54
Losing Trades 133 72 61 133 72 61
Profitability (%) 42.4242 37.931 46.9565 42.4242 37.931 46.9565
Ratio Avg Win / Avg Loss 1.805 2.417 1.3413 1.5022 1.9968 1.1341
Largest Winning Trade 92623 92623 44455 94825 94825 70405
Largest Losing Trade -38723 -22119 -38723 -60386 -25682 -60386
Avg Bars in Trades 24 22 26 24 22 26
Avg Bars in Winners 35 34 36 35 34 36
Avg Bars in Losers 16 14 17 16 14 17
Bars Traded 5653 2587 3066 5653 2587 3066
Profit Streak 82.7926 88.7926 82.7926 82.7926 88.7926 82.7926
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318225 -21471 -137605 -236187 -137711 -573191
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5772,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593619200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759258879819,
    "expiration_time": 1764235008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.06423,
            "nc": 0.1
        }
    }
}
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": [
        [
            349430.1630348078,
            248712.4542929225,
            100717.7087418851,
            132418.0163604351,
            129847.7939630658,
            2570.2223973694
        ],
        [
            349.430163,
            248.712454,
            100.717709,
            132.418016,
            129.847794,
            2.570222
        ],
        [
            0.181617,
            0.129268,
            0.052348,
            0.043844,
            0.043265,
            0.001319
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95805,
            -125838,
            -113839,
            -159638,
            -131181,
            -129775
        ],
        [
            1.330018,
            1.477074,
            1.187385,
            1.10689,
            1.220287,
            1.003958
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            98,
            44,
            54,
            98,
            44,
            54
        ],
        [
            133,
            72,
            61,
            133,
            72,
            61
        ],
        [
            42.424242,
            37.931034,
            46.956522,
            42.424242,
            37.931034,
            46.956522
        ],
        [
            1.805025,
            2.41703,
            1.341305,
            1.502208,
            1.996834,
            1.134101
        ],
        [
            92623,
            92623,
            44455,
            94825,
            94825,
            70405
        ],
        [
            -38723,
            -22119,
            -38723,
            -60386,
            -25682,
            -60386
        ],
        [
            24,
            22,
            26,
            24,
            22,
            26
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            16,
            14,
            17,
            16,
            14,
            17
        ],
        [
            5653,
            2587,
            3066,
            5653,
            2587,
            3066
        ],
        [
            82.79259,
            88.79259,
            82.79259,
            82.79259,
            88.79259,
            82.79259
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318225,
            -21471,
            -137605,
            -236187,
            -137711,
            -573191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5772,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593619200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759258879819,
    "expiration_time": 1764235008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.06423,
            "nc": 0.1
        }
    }
}

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)