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Trade: COMP/USDT/720/PWMA/HMA/9496

Strategy
COMP/USDT/720/PWMA/HMA/9496
Pair
COMP_USDT
Interval
12h
Score
475349
Daily Profit
0.241432
Profit Factor
1.829428
Profitability
50.574713
Streak
60.256327
Best Strategy
Training Data Length
1922.000000
Evaluation Time
2025-09-28 21:09
Expiration Time
2025-11-25 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464031.4135 297066.2039 166965.2096 673537.9623 117450.4761 556087.4862
Total P&L (%) 464.0314 297.0662 166.9652 673.538 117.4505 556.0875
Avg Daily Profit (%) 0.2414 0.1546 0.0869 0.1065 0.0404 0.0979
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122977 -109590 -67847 -1712190 -1305424 -529026
Profit Factor 1.8294 2.1261 1.5647 1.161 1.051 1.2957
Total Trades 87 43 44 87 43 44
Winning Trades 44 21 23 44 21 23
Losing Trades 43 22 21 43 22 21
Profitability (%) 50.5747 48.8372 52.2727 50.5747 48.8372 52.2727
Ratio Avg Win / Avg Loss 1.7879 2.2273 1.4287 1.1346 1.101 1.1831
Largest Winning Trade 96049 96049 65782 543810 543810 509196
Largest Losing Trade -67847 -37521 -67847 -555629 -555629 -324471
Avg Bars in Trades 42 45 39 42 45 39
Avg Bars in Winners 43 43 43 43 43 43
Avg Bars in Losers 41 47 34 41 47 34
Bars Traded 3686 1968 1718 3686 1968 1718
Profit Streak 60.2563 121.7563 60.2563 60.2563 121.7563 60.2563
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475349 440157 -73947 -92056 -302383 -60440
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3844,
    "evaluation_days": 1922,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598918400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759082946662,
    "expiration_time": 1764042624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 30,
            "offset": 103
        }
    }
}
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": [
        [
            464031.4134756408,
            297066.2038885873,
            166965.2095870536,
            673537.9623108532,
            117450.4761403318,
            556087.4861705218
        ],
        [
            464.031413,
            297.066204,
            166.96521,
            673.537962,
            117.450476,
            556.087486
        ],
        [
            0.241432,
            0.154561,
            0.086871,
            0.106498,
            0.040424,
            0.097921
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122977,
            -109590,
            -67847,
            -1712190,
            -1305424,
            -529026
        ],
        [
            1.829428,
            2.126091,
            1.564727,
            1.161005,
            1.051001,
            1.295726
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            50.574713,
            48.837209,
            52.272727,
            50.574713,
            48.837209,
            52.272727
        ],
        [
            1.78785,
            2.227334,
            1.428664,
            1.134618,
            1.101048,
            1.183055
        ],
        [
            96049,
            96049,
            65782,
            543810,
            543810,
            509196
        ],
        [
            -67847,
            -37521,
            -67847,
            -555629,
            -555629,
            -324471
        ],
        [
            42,
            45,
            39,
            42,
            45,
            39
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            41,
            47,
            34,
            41,
            47,
            34
        ],
        [
            3686,
            1968,
            1718,
            3686,
            1968,
            1718
        ],
        [
            60.256327,
            121.756327,
            60.256327,
            60.256327,
            121.756327,
            60.256327
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475349,
            440157,
            -73947,
            -92056,
            -302383,
            -60440
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3844,
    "evaluation_days": 1922,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1598918400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759082946662,
    "expiration_time": 1764042624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 30,
            "offset": 103
        }
    }
}

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)