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Trade: COMP/USDT/480/WMA/PWMA/9352

Strategy
COMP/USDT/480/WMA/PWMA/9352
Pair
COMP_USDT
Interval
8h
Score
442609
Daily Profit
0.209184
Profit Factor
1.627470
Profitability
67.010309
Streak
130.351376
Best Strategy
Training Data Length
1920.000000
Evaluation Time
2025-09-27 03:25
Expiration Time
2025-11-23 08:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 401632.5998 285284.7743 116347.8255 -139794.8221 -18449.2582 -121345.5639
Total P&L (%) 401.6326 285.2848 116.3478 -139.7948 -18.4493 -121.3456
Avg Daily Profit (%) 0.2092 0.1486 0.0606 0 -0.0106 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128953 -148043 -142869 -156259 -31554 -141027
Profit Factor 1.6275 1.8828 1.3671 0.4777 0.8112 0.2859
Total Trades 97 49 48 97 49 48
Winning Trades 65 29 36 32 21 11
Losing Trades 32 20 12 65 28 37
Profitability (%) 67.0103 59.1837 75 32.9897 42.8571 22.9167
Ratio Avg Win / Avg Loss 0.8012 1.2985 0.4557 0.9703 1.0816 0.9616
Largest Winning Trade 133568 133568 33626 24758 24758 23421
Largest Losing Trade -104101 -58262 -104101 -80755 -29873 -80755
Avg Bars in Trades 56 58 54 56 58 54
Avg Bars in Winners 42 42 42 74 74 74
Avg Bars in Losers 85 82 90 48 47 49
Bars Traded 5523 2888 2635 5523 2888 2635
Profit Streak 130.3514 175.6847 130.3514 0 0 0
Trades During Streak 9 6 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442609 377884 -108467 -587134 -581792 -619963
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5760,
    "evaluation_days": 1920,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597593600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758932758916,
    "expiration_time": 1763879040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "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": [
        [
            401632.5998281118,
            285284.7743149287,
            116347.8255131832,
            -139794.8221073317,
            -18449.2582223323,
            -121345.5638849994
        ],
        [
            401.6326,
            285.284774,
            116.347826,
            -139.794822,
            -18.449258,
            -121.345564
        ],
        [
            0.209184,
            0.148586,
            0.060598,
            0,
            -0.010622,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128953,
            -148043,
            -142869,
            -156259,
            -31554,
            -141027
        ],
        [
            1.62747,
            1.882767,
            1.367131,
            0.477692,
            0.811211,
            0.285885
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            65,
            29,
            36,
            32,
            21,
            11
        ],
        [
            32,
            20,
            12,
            65,
            28,
            37
        ],
        [
            67.010309,
            59.183673,
            75,
            32.989691,
            42.857143,
            22.916667
        ],
        [
            0.801216,
            1.29846,
            0.45571,
            0.970313,
            1.081614,
            0.961613
        ],
        [
            133568,
            133568,
            33626,
            24758,
            24758,
            23421
        ],
        [
            -104101,
            -58262,
            -104101,
            -80755,
            -29873,
            -80755
        ],
        [
            56,
            58,
            54,
            56,
            58,
            54
        ],
        [
            42,
            42,
            42,
            74,
            74,
            74
        ],
        [
            85,
            82,
            90,
            48,
            47,
            49
        ],
        [
            5523,
            2888,
            2635,
            5523,
            2888,
            2635
        ],
        [
            130.351376,
            175.68471,
            130.351376,
            0,
            0,
            0
        ],
        [
            9,
            6,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442609,
            377884,
            -108467,
            -587134,
            -581792,
            -619963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5760,
    "evaluation_days": 1920,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597593600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758932758916,
    "expiration_time": 1763879040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "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)