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Trade: COMP/USDT/720/T3/HWMA/2199

Strategy
COMP/USDT/720/T3/HWMA/2199
Pair
COMP_USDT
Interval
12h
Score
335929
Daily Profit
0.164078
Profit Factor
1.259737
Profitability
50.638298
Streak
14.701483
Best Strategy
Training Data Length
1925.000000
Evaluation Time
2025-10-01 19:50
Expiration Time
2025-11-28 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315850.6863 261159.8216 54690.8648 -86892.0801 7085.7291 -93977.8092
Total P&L (%) 315.8507 261.1598 54.6909 -86.8921 7.0857 -93.9778
Avg Daily Profit (%) 0.1641 0.1357 0.0284 -0.1055 0.0036 -0.1459
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199110 -68293 -167869 -10825 -4845 -14299
Profit Factor 1.2597 1.4837 1.0809 0.5059 1.181 0.3126
Total Trades 235 117 118 235 117 118
Winning Trades 119 57 62 119 57 62
Losing Trades 116 60 56 116 60 56
Profitability (%) 50.6383 48.7179 52.5424 50.6383 48.7179 52.5424
Ratio Avg Win / Avg Loss 1.228 1.5617 0.9763 0.4931 1.2432 0.2824
Largest Winning Trade 90927 90927 40849 4000 4000 3439
Largest Losing Trade -88886 -27974 -88886 -88886 -3223 -88886
Avg Bars in Trades 15 15 16 15 15 16
Avg Bars in Winners 15 15 16 15 15 16
Avg Bars in Losers 15 15 16 15 15 16
Bars Traded 3757 1869 1888 3757 1869 1888
Profit Streak 14.7015 0 22.7015 14.7015 0 22.7015
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335929 -10063 -288239 -578320 -375139 -579586
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3850,
    "evaluation_days": 1925,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596196800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759337408107,
    "expiration_time": 1764309600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 74,
            "offset": 0,
            "a": 0.7423
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.49383
        }
    }
}
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": [
        [
            315850.6863343666,
            261159.8215673582,
            54690.8647670084,
            -86892.0801099041,
            7085.7291012636,
            -93977.8092111677
        ],
        [
            315.850686,
            261.159822,
            54.690865,
            -86.89208,
            7.085729,
            -93.977809
        ],
        [
            0.164078,
            0.135667,
            0.028411,
            -0.1055,
            0.003556,
            -0.145853
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199110,
            -68293,
            -167869,
            -10825,
            -4845,
            -14299
        ],
        [
            1.259737,
            1.483651,
            1.080896,
            0.505899,
            1.181035,
            0.31262
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            119,
            57,
            62,
            119,
            57,
            62
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            50.638298,
            48.717949,
            52.542373,
            50.638298,
            48.717949,
            52.542373
        ],
        [
            1.227979,
            1.561738,
            0.976293,
            0.493145,
            1.243195,
            0.282367
        ],
        [
            90927,
            90927,
            40849,
            4000,
            4000,
            3439
        ],
        [
            -88886,
            -27974,
            -88886,
            -88886,
            -3223,
            -88886
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            3757,
            1869,
            1888,
            3757,
            1869,
            1888
        ],
        [
            14.701483,
            0,
            22.701483,
            14.701483,
            0,
            22.701483
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335929,
            -10063,
            -288239,
            -578320,
            -375139,
            -579586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3850,
    "evaluation_days": 1925,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596196800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759337408107,
    "expiration_time": 1764309600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 74,
            "offset": 0,
            "a": 0.7423
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.49383
        }
    }
}

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)