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Trade: COMP/USDT/480/PWMA/KCU/2452

Strategy
COMP/USDT/480/PWMA/KCU/2452
Pair
COMP_USDT
Interval
8h
Score
339808
Daily Profit
0.219101
Profit Factor
1.489649
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
1924.000000
Evaluation Time
2025-09-30 20:40
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 421550.075 354145.9546 67404.1205 30431.0257 -88733.0657 119164.0914
Total P&L (%) 421.5501 354.146 67.4041 30.431 -88.7331 119.1641
Avg Daily Profit (%) 0.2191 0.1841 0.035 0.0138 -0.1134 0.0408
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147477 -170555 -48020 -279102 -288253 -106013
Profit Factor 1.4896 1.6442 1.2166 1.0268 0.8832 1.3158
Total Trades 144 72 72 144 72 72
Winning Trades 68 29 39 68 29 39
Losing Trades 76 43 33 76 43 33
Profitability (%) 47.2222 40.2778 54.1667 47.2222 40.2778 54.1667
Ratio Avg Win / Avg Loss 1.6649 2.438 1.0294 1.1476 1.3095 1.1134
Largest Winning Trade 212821 212821 45682 169001 169001 84415
Largest Losing Trade -49609 -49609 -29121 -110706 -110706 -53267
Avg Bars in Trades 39 56 21 39 56 21
Avg Bars in Winners 45 73 25 45 73 25
Avg Bars in Losers 33 45 16 33 45 16
Bars Traded 5628 4096 1532 5628 4096 1532
Profit Streak 0 0 52.4032 0 0 52.4032
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339808 -72640 -224070 -369250 -662350 -215613
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5772,
    "evaluation_days": 1924,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595174400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759254040690,
    "expiration_time": 1764235008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 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": [
        [
            421550.0750376841,
            354145.9545650678,
            67404.120472616,
            30431.0257395481,
            -88733.0656993868,
            119164.091438935
        ],
        [
            421.550075,
            354.145955,
            67.40412,
            30.431026,
            -88.733066,
            119.164091
        ],
        [
            0.219101,
            0.184068,
            0.035033,
            0.013809,
            -0.113413,
            0.040791
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147477,
            -170555,
            -48020,
            -279102,
            -288253,
            -106013
        ],
        [
            1.489649,
            1.644213,
            1.216602,
            1.026766,
            0.88318,
            1.315786
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            68,
            29,
            39,
            68,
            29,
            39
        ],
        [
            76,
            43,
            33,
            76,
            43,
            33
        ],
        [
            47.222222,
            40.277778,
            54.166667,
            47.222222,
            40.277778,
            54.166667
        ],
        [
            1.664902,
            2.437972,
            1.029432,
            1.147562,
            1.309543,
            1.113358
        ],
        [
            212821,
            212821,
            45682,
            169001,
            169001,
            84415
        ],
        [
            -49609,
            -49609,
            -29121,
            -110706,
            -110706,
            -53267
        ],
        [
            39,
            56,
            21,
            39,
            56,
            21
        ],
        [
            45,
            73,
            25,
            45,
            73,
            25
        ],
        [
            33,
            45,
            16,
            33,
            45,
            16
        ],
        [
            5628,
            4096,
            1532,
            5628,
            4096,
            1532
        ],
        [
            0,
            0,
            52.403249,
            0,
            0,
            52.403249
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339808,
            -72640,
            -224070,
            -369250,
            -662350,
            -215613
        ]
    ]
}
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": 1595174400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759254040690,
    "expiration_time": 1764235008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 63,
            "offset": 0,
            "scalar": 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)