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Trade: COMP/USDT/720/PWMA/EMA/9056

Strategy
COMP/USDT/720/PWMA/EMA/9056
Pair
COMP_USDT
Interval
12h
Score
352015
Daily Profit
0.185388
Profit Factor
2.274788
Profitability
41.379310
Streak
191.701017
Best Strategy
Training Data Length
1930.500000
Evaluation Time
2025-10-07 07:49
Expiration Time
2025-12-03 23:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 406753.3782 357891.3773 48862.001 26734.1008 310643.0804 -283908.9797
Total P&L (%) 406.7534 357.8914 48.862 26.7341 310.6431 -283.909
Avg Daily Profit (%) 0.2107 0.1854 0.0253 0.0123 0.0732 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191104 -159478 -92630 -405516 -193043 -246361
Profit Factor 1.8136 2.2748 1.2229 1.0285 1.8062 0.4873
Total Trades 58 29 29 58 29 29
Winning Trades 28 12 16 28 12 16
Losing Trades 30 17 13 30 17 13
Profitability (%) 48.2759 41.3793 55.1724 48.2759 41.3793 55.1724
Ratio Avg Win / Avg Loss 1.9432 3.2226 0.9936 1.1019 2.5588 0.3959
Largest Winning Trade 344833 344833 59658 344833 344833 47945
Largest Losing Trade -48445 -38978 -48445 -204720 -89988 -204720
Avg Bars in Trades 61 74 49 61 74 49
Avg Bars in Winners 82 104 65 82 104 65
Avg Bars in Losers 42 53 29 42 53 29
Bars Traded 3584 2157 1427 3584 2157 1427
Profit Streak 187.201 191.701 187.201 187.201 191.701 187.201
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167579 352015 -160573 -547787 -93832 -578804
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3861,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759812567891,
    "expiration_time": 1764799056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 194,
            "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": [
        [
            406753.3782084314,
            357891.3772503814,
            48862.0009580501,
            26734.1007518017,
            310643.0804170335,
            -283908.9796652319
        ],
        [
            406.753378,
            357.891377,
            48.862001,
            26.734101,
            310.64308,
            -283.90898
        ],
        [
            0.210698,
            0.185388,
            0.025311,
            0.012273,
            0.073197,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191104,
            -159478,
            -92630,
            -405516,
            -193043,
            -246361
        ],
        [
            1.813607,
            2.274788,
            1.222918,
            1.028469,
            1.806202,
            0.487278
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            48.275862,
            41.37931,
            55.172414,
            48.275862,
            41.37931,
            55.172414
        ],
        [
            1.94315,
            3.222616,
            0.993621,
            1.101932,
            2.558786,
            0.395914
        ],
        [
            344833,
            344833,
            59658,
            344833,
            344833,
            47945
        ],
        [
            -48445,
            -38978,
            -48445,
            -204720,
            -89988,
            -204720
        ],
        [
            61,
            74,
            49,
            61,
            74,
            49
        ],
        [
            82,
            104,
            65,
            82,
            104,
            65
        ],
        [
            42,
            53,
            29,
            42,
            53,
            29
        ],
        [
            3584,
            2157,
            1427,
            3584,
            2157,
            1427
        ],
        [
            187.201017,
            191.701017,
            187.201017,
            187.201017,
            191.701017,
            187.201017
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167579,
            352015,
            -160573,
            -547787,
            -93832,
            -578804
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3861,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759812567891,
    "expiration_time": 1764799056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 194,
            "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)