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

Trade: COMP/USDT/720/MIDPOINT/WMA/5826

Strategy
COMP/USDT/720/MIDPOINT/WMA/5826
Pair
COMP_USDT
Interval
12h
Score
320235
Daily Profit
0.151229
Profit Factor
1.437318
Profitability
48.453608
Streak
0.000000
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-25 18:16
Expiration Time
2025-11-21 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290056.9203 229033.5018 61023.4184 29312.8251 88651.6056 -59338.7806
Total P&L (%) 290.0569 229.0335 61.0234 29.3128 88.6516 -59.3388
Avg Daily Profit (%) 0.1512 0.1194 0.0318 0.0134 0.0331 -0.0469
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134624 -85993 -81465 -453046 -273416 -256859
Profit Factor 1.4373 1.6272 1.2047 1.0185 1.0989 0.9143
Total Trades 97 49 48 97 49 48
Winning Trades 47 22 25 47 22 25
Losing Trades 50 27 23 50 27 23
Profitability (%) 48.4536 44.898 52.0833 48.4536 44.898 52.0833
Ratio Avg Win / Avg Loss 1.5291 1.9971 1.1083 1.0835 1.3487 0.8411
Largest Winning Trade 162055 162055 63307 163717 163717 104285
Largest Losing Trade -35701 -25987 -35701 -95594 -95594 -83519
Avg Bars in Trades 37 29 46 37 29 46
Avg Bars in Winners 44 30 57 44 30 57
Avg Bars in Losers 31 28 34 31 28 34
Bars Traded 3658 1448 2211 3658 1448 2211
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 320235 -32118 -151123 -378675 -261985 -580419

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596240000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813405702,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 27,
            "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": [
        [
            290056.9202706658,
            229033.501831841,
            61023.4184388249,
            29312.8250690407,
            88651.6056292935,
            -59338.780560253
        ],
        [
            290.05692,
            229.033502,
            61.023418,
            29.312825,
            88.651606,
            -59.338781
        ],
        [
            0.151229,
            0.119413,
            0.031816,
            0.013404,
            0.033099,
            -0.046907
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134624,
            -85993,
            -81465,
            -453046,
            -273416,
            -256859
        ],
        [
            1.437318,
            1.627231,
            1.204699,
            1.018456,
            1.098933,
            0.914271
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            48.453608,
            44.897959,
            52.083333,
            48.453608,
            44.897959,
            52.083333
        ],
        [
            1.529062,
            1.997056,
            1.108324,
            1.083464,
            1.348691,
            0.841129
        ],
        [
            162055,
            162055,
            63307,
            163717,
            163717,
            104285
        ],
        [
            -35701,
            -25987,
            -35701,
            -95594,
            -95594,
            -83519
        ],
        [
            37,
            29,
            46,
            37,
            29,
            46
        ],
        [
            44,
            30,
            57,
            44,
            30,
            57
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            3658,
            1448,
            2211,
            3658,
            1448,
            2211
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320235,
            -32118,
            -151123,
            -378675,
            -261985,
            -580419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596240000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813405702,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 27,
            "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)