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Trade: COMP/USDT/720/HWMA/ALMA/7355

Strategy
COMP/USDT/720/HWMA/ALMA/7355
Pair
COMP_USDT
Interval
12h
Score
313447
Daily Profit
0.152127
Profit Factor
1.222580
Profitability
51.698113
Streak
0.000000
Best Strategy
Training Data Length
1927.500000
Evaluation Time
2025-10-04 13:14
Expiration Time
2025-11-30 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293225.2753 249899.9031 43325.3722 -34265.9064 310429.043 -344694.9494
Total P&L (%) 293.2253 249.8999 43.3254 -34.2659 310.429 -344.6949
Avg Daily Profit (%) 0.1521 0.1297 0.0225 -0.0218 0.0733 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192975 -96385 -179111 -320140 -125435 -403477
Profit Factor 1.2226 1.399 1.0627 0.9784 1.5244 0.6541
Total Trades 265 133 132 265 133 132
Winning Trades 137 63 74 137 63 74
Losing Trades 128 70 58 128 70 58
Profitability (%) 51.6981 47.3684 56.0606 51.6981 47.3684 56.0606
Ratio Avg Win / Avg Loss 1.1423 1.5544 0.8329 0.9142 1.6937 0.5127
Largest Winning Trade 52400 52400 37754 77113 77113 54028
Largest Losing Trade -67226 -41799 -67226 -177907 -48568 -177907
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3632 1821 1811 3632 1821 1811
Profit Streak 0 0 55.427 0 0 55.427
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313447 -19086 -315727 -578893 -93475 -578515
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3855,
    "evaluation_days": 1927.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759572890634,
    "expiration_time": 1764532080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.77801
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 202,
            "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": [
        [
            293225.2753449286,
            249899.9031082088,
            43325.3722367197,
            -34265.9063782383,
            310429.0429735713,
            -344694.9493518098
        ],
        [
            293.225275,
            249.899903,
            43.325372,
            -34.265906,
            310.429043,
            -344.694949
        ],
        [
            0.152127,
            0.12965,
            0.022477,
            -0.021764,
            0.073284,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192975,
            -96385,
            -179111,
            -320140,
            -125435,
            -403477
        ],
        [
            1.22258,
            1.398957,
            1.062698,
            0.978429,
            1.524369,
            0.65411
        ],
        [
            265,
            133,
            132,
            265,
            133,
            132
        ],
        [
            137,
            63,
            74,
            137,
            63,
            74
        ],
        [
            128,
            70,
            58,
            128,
            70,
            58
        ],
        [
            51.698113,
            47.368421,
            56.060606,
            51.698113,
            47.368421,
            56.060606
        ],
        [
            1.142264,
            1.554397,
            0.832926,
            0.914153,
            1.693744,
            0.512681
        ],
        [
            52400,
            52400,
            37754,
            77113,
            77113,
            54028
        ],
        [
            -67226,
            -41799,
            -67226,
            -177907,
            -48568,
            -177907
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3632,
            1821,
            1811,
            3632,
            1821,
            1811
        ],
        [
            0,
            0,
            55.426975,
            0,
            0,
            55.426975
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313447,
            -19086,
            -315727,
            -578893,
            -93475,
            -578515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3855,
    "evaluation_days": 1927.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1601726400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759572890634,
    "expiration_time": 1764532080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.77801
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 202,
            "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)