← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: COMP/USDT/720/BBL/HWMA/6921

Strategy
COMP/USDT/720/BBL/HWMA/6921
Pair
COMP_USDT
Interval
12h
Score
466023
Daily Profit
0.264320
Profit Factor
1.623634
Profitability
51.655629
Streak
0.000000
Best Strategy
Training Data Length
1934.500000
Evaluation Time
2025-10-11 09:43
Expiration Time
2025-12-08 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511326.7975 366881.0071 144445.7904 317451.3677 -103301.5409 420752.9086
Total P&L (%) 511.3268 366.881 144.4458 317.4514 -103.3015 420.7529
Avg Daily Profit (%) 0.2643 0.1897 0.0747 0.0739 0 0.0853
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176503 -165695 -79387 -808463 -762231 -183241
Profit Factor 1.6236 1.7073 1.4796 1.1343 0.9361 1.5633
Total Trades 151 75 76 151 75 76
Winning Trades 78 36 42 78 36 42
Losing Trades 73 39 34 73 39 34
Profitability (%) 51.6556 48 55.2632 51.6556 48 55.2632
Ratio Avg Win / Avg Loss 1.5196 1.8495 1.1978 1.0616 1.0141 1.2655
Largest Winning Trade 220741 220741 31988 218100 218100 118412
Largest Losing Trade -46179 -46179 -45997 -183059 -183059 -122990
Avg Bars in Trades 25 40 10 25 40 10
Avg Bars in Winners 26 44 11 26 44 11
Avg Bars in Losers 23 35 9 23 35 9
Bars Traded 3832 3001 831 3832 3001 831
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 466023 -46967 -140287 -165818 -636847 -125553
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3869,
    "evaluation_days": 1934.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593604800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760165010148,
    "expiration_time": 1765155024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 14,
            "offset": 162,
            "std": 3.41542
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.23376
        }
    }
}
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": [
        [
            511326.7974965334,
            366881.0070962337,
            144445.7904002995,
            317451.3677308995,
            -103301.5408795948,
            420752.9086104943
        ],
        [
            511.326797,
            366.881007,
            144.44579,
            317.451368,
            -103.301541,
            420.752909
        ],
        [
            0.26432,
            0.189652,
            0.074668,
            0.073896,
            0,
            0.085335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176503,
            -165695,
            -79387,
            -808463,
            -762231,
            -183241
        ],
        [
            1.623634,
            1.707266,
            1.479593,
            1.134276,
            0.936125,
            1.563321
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            78,
            36,
            42,
            78,
            36,
            42
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            51.655629,
            48,
            55.263158,
            51.655629,
            48,
            55.263158
        ],
        [
            1.519555,
            1.849538,
            1.197766,
            1.061566,
            1.014135,
            1.265545
        ],
        [
            220741,
            220741,
            31988,
            218100,
            218100,
            118412
        ],
        [
            -46179,
            -46179,
            -45997,
            -183059,
            -183059,
            -122990
        ],
        [
            25,
            40,
            10,
            25,
            40,
            10
        ],
        [
            26,
            44,
            11,
            26,
            44,
            11
        ],
        [
            23,
            35,
            9,
            23,
            35,
            9
        ],
        [
            3832,
            3001,
            831,
            3832,
            3001,
            831
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466023,
            -46967,
            -140287,
            -165818,
            -636847,
            -125553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3869,
    "evaluation_days": 1934.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1593604800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760165010148,
    "expiration_time": 1765155024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 14,
            "offset": 162,
            "std": 3.41542
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.23376
        }
    }
}

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)