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Trade: COMP/USDT/720/ZLMA/HWMA/8573

Strategy
COMP/USDT/720/ZLMA/HWMA/8573
Pair
COMP_USDT
Interval
12h
Score
417896
Daily Profit
0.189992
Profit Factor
1.363526
Profitability
55.940594
Streak
44.250625
Best Strategy
Training Data Length
1933.500000
Evaluation Time
2025-10-10 09:00
Expiration Time
2025-12-07 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367350.2528 274588.8576 92761.3953 150643.8238 254523.3777 -103879.5539
Total P&L (%) 367.3503 274.5889 92.7614 150.6438 254.5234 -103.8796
Avg Daily Profit (%) 0.19 0.142 0.048 0.0475 0.0655 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141195 -94265 -148441 -830940 -397611 -670056
Profit Factor 1.3635 1.6358 1.1603 1.0484 1.1809 0.9392
Total Trades 202 101 101 202 101 101
Winning Trades 113 55 58 113 55 58
Losing Trades 89 46 43 89 46 43
Profitability (%) 55.9406 54.4554 57.4257 55.9406 54.4554 57.4257
Ratio Avg Win / Avg Loss 1.0739 1.3681 0.8602 0.8257 0.9876 0.6963
Largest Winning Trade 48450 40836 48450 171676 171676 118702
Largest Losing Trade -54416 -28011 -54416 -246686 -166003 -246686
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 3592 1799 1793 3592 1799 1793
Profit Streak 44.2506 44.2506 88.2506 44.2506 44.2506 88.2506
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417896 3328 -172331 -294813 -127167 -578417
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3867,
    "evaluation_days": 1933.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1603540800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760076054004,
    "expiration_time": 1765066032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 188,
            "offset": 56
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.36109
        }
    }
}
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": [
        [
            367350.2528448054,
            274588.8575836883,
            92761.3952611173,
            150643.8238388654,
            254523.3777319927,
            -103879.5538931272
        ],
        [
            367.350253,
            274.588858,
            92.761395,
            150.643824,
            254.523378,
            -103.879554
        ],
        [
            0.189992,
            0.142016,
            0.047976,
            0.047535,
            0.065478,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141195,
            -94265,
            -148441,
            -830940,
            -397611,
            -670056
        ],
        [
            1.363526,
            1.635802,
            1.160309,
            1.048369,
            1.180883,
            0.939158
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            89,
            46,
            43,
            89,
            46,
            43
        ],
        [
            55.940594,
            54.455446,
            57.425743,
            55.940594,
            54.455446,
            57.425743
        ],
        [
            1.073928,
            1.368125,
            0.860229,
            0.825707,
            0.987648,
            0.696272
        ],
        [
            48450,
            40836,
            48450,
            171676,
            171676,
            118702
        ],
        [
            -54416,
            -28011,
            -54416,
            -246686,
            -166003,
            -246686
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            3592,
            1799,
            1793,
            3592,
            1799,
            1793
        ],
        [
            44.250625,
            44.250625,
            88.250625,
            44.250625,
            44.250625,
            88.250625
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417896,
            3328,
            -172331,
            -294813,
            -127167,
            -578417
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3867,
    "evaluation_days": 1933.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1603540800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760076054004,
    "expiration_time": 1765066032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 188,
            "offset": 56
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.36109
        }
    }
}

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)