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Trade: COMP/USDT/720/HMA/HMA/6547

Strategy
COMP/USDT/720/HMA/HMA/6547
Pair
COMP_USDT
Interval
12h
Score
312335
Daily Profit
0.179926
Profit Factor
2.083298
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1936.500000
Evaluation Time
2025-10-13 16:51
Expiration Time
2025-12-10 04:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 472459.9002 348427.444 124032.4562 412322.2176 -204545.6596 616867.8772
Total P&L (%) 472.4599 348.4274 124.0325 412.3222 -204.5457 616.8679
Avg Daily Profit (%) 0.244 0.1799 0.0641 0.0844 0 0.1018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149207 -113942 -67155 -2220209 -1867036 -1004307
Profit Factor 1.8151 2.0833 1.4808 1.0605 0.9502 1.2273
Total Trades 83 42 41 83 42 41
Winning Trades 36 18 18 36 18 18
Losing Trades 47 24 23 47 24 23
Profitability (%) 43.3735 42.8571 43.9024 43.3735 42.8571 43.9024
Ratio Avg Win / Avg Loss 2.3697 2.7777 1.8921 1.3845 1.2669 1.5682
Largest Winning Trade 174014 174014 58822 1259661 1259661 652806
Largest Losing Trade -48024 -48024 -31114 -624632 -624632 -372147
Avg Bars in Trades 43 47 40 43 47 40
Avg Bars in Winners 58 58 59 58 58 59
Avg Bars in Losers 32 38 26 32 38 26
Bars Traded 3646 1974 1672 3646 1974 1672
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 273091 312335 -107442 -238139 -581845 -58285
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3873,
    "evaluation_days": 1936.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760363516332,
    "expiration_time": 1765333008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 36,
            "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": [
        [
            472459.9001820305,
            348427.4439808796,
            124032.4562011509,
            412322.2176405303,
            -204545.6595882915,
            616867.8772288214
        ],
        [
            472.4599,
            348.427444,
            124.032456,
            412.322218,
            -204.54566,
            616.867877
        ],
        [
            0.243976,
            0.179926,
            0.06405,
            0.084403,
            0,
            0.101767
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149207,
            -113942,
            -67155,
            -2220209,
            -1867036,
            -1004307
        ],
        [
            1.815126,
            2.083298,
            1.480783,
            1.060465,
            0.950175,
            1.227302
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            43.373494,
            42.857143,
            43.902439,
            43.373494,
            42.857143,
            43.902439
        ],
        [
            2.369748,
            2.777731,
            1.892112,
            1.384496,
            1.2669,
            1.568219
        ],
        [
            174014,
            174014,
            58822,
            1259661,
            1259661,
            652806
        ],
        [
            -48024,
            -48024,
            -31114,
            -624632,
            -624632,
            -372147
        ],
        [
            43,
            47,
            40,
            43,
            47,
            40
        ],
        [
            58,
            58,
            59,
            58,
            58,
            59
        ],
        [
            32,
            38,
            26,
            32,
            38,
            26
        ],
        [
            3646,
            1974,
            1672,
            3646,
            1974,
            1672
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            273091,
            312335,
            -107442,
            -238139,
            -581845,
            -58285
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3873,
    "evaluation_days": 1936.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760363516332,
    "expiration_time": 1765333008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 36,
            "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)