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

Trade: COMP/USDT/720/VWMA/MIDPRICE/2181

Strategy
COMP/USDT/720/VWMA/MIDPRICE/2181
Pair
COMP_USDT
Interval
12h
Score
427996
Daily Profit
0.189791
Profit Factor
1.378661
Profitability
56.783920
Streak
213.440200
Best Strategy
Training Data Length
1933.000000
Evaluation Time
2025-10-10 01:33
Expiration Time
2025-12-06 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366865.3877 282476.7963 84388.5915 52732.3295 65866.7522 -13134.4228
Total P&L (%) 366.8654 282.4768 84.3886 52.7323 65.8668 -13.1344
Avg Daily Profit (%) 0.1898 0.1461 0.0437 0.0219 0.0262 -0.0073
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112057 -129421 -94461 -93878 -111000 -99732
Profit Factor 1.3787 1.6139 1.1659 1.0718 1.1983 0.9673
Total Trades 199 99 100 199 99 100
Winning Trades 113 56 57 113 56 57
Losing Trades 86 43 43 86 43 43
Profitability (%) 56.7839 56.5657 57 56.7839 56.5657 57
Ratio Avg Win / Avg Loss 1.0492 1.2392 0.8795 0.8157 0.9201 0.7297
Largest Winning Trade 68974 68974 53458 42752 42752 39772
Largest Losing Trade -59163 -59163 -57438 -66073 -49740 -66073
Avg Bars in Trades 18 22 15 18 22 15
Avg Bars in Winners 21 24 19 21 24 19
Avg Bars in Losers 15 19 10 15 19 10
Bars Traded 3775 2216 1559 3775 2216 1559
Profit Streak 213.4402 213.4402 217.9402 213.4402 213.4402 217.9402
Trades During Streak 13 6 7 13 6 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427996 225179 -171961 -304139 -159944 -578424
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3866,
    "evaluation_days": 1933,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595073600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760049233294,
    "expiration_time": 1765021536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 48,
            "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": [
        [
            366865.3877421483,
            282476.7962646295,
            84388.5914775188,
            52732.3294833371,
            65866.7522470198,
            -13134.4227636825
        ],
        [
            366.865388,
            282.476796,
            84.388591,
            52.732329,
            65.866752,
            -13.134423
        ],
        [
            0.189791,
            0.146134,
            0.043657,
            0.021912,
            0.026181,
            -0.007284
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112057,
            -129421,
            -94461,
            -93878,
            -111000,
            -99732
        ],
        [
            1.378661,
            1.613897,
            1.165887,
            1.071823,
            1.198319,
            0.967333
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            56.78392,
            56.565657,
            57,
            56.78392,
            56.565657,
            57
        ],
        [
            1.049247,
            1.239242,
            0.879529,
            0.815724,
            0.920138,
            0.729742
        ],
        [
            68974,
            68974,
            53458,
            42752,
            42752,
            39772
        ],
        [
            -59163,
            -59163,
            -57438,
            -66073,
            -49740,
            -66073
        ],
        [
            18,
            22,
            15,
            18,
            22,
            15
        ],
        [
            21,
            24,
            19,
            21,
            24,
            19
        ],
        [
            15,
            19,
            10,
            15,
            19,
            10
        ],
        [
            3775,
            2216,
            1559,
            3775,
            2216,
            1559
        ],
        [
            213.4402,
            213.4402,
            217.9402,
            213.4402,
            213.4402,
            217.9402
        ],
        [
            13,
            6,
            7,
            13,
            6,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427996,
            225179,
            -171961,
            -304139,
            -159944,
            -578424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3866,
    "evaluation_days": 1933,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595073600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760049233294,
    "expiration_time": 1765021536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 48,
            "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)