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Trade: COMP/USDT/240/DEMA/HILO/8616

Strategy
COMP/USDT/240/DEMA/HILO/8616
Pair
COMP_USDT
Interval
4h
Score
311616
Daily Profit
0.200014
Profit Factor
1.365059
Profitability
47.670251
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 06:56
Expiration Time
2025-11-21 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383526.4019 300487.5821 83038.8198 95189.4342 -199451.5296 294640.9637
Total P&L (%) 383.5264 300.4876 83.0388 95.1894 -199.4515 294.641
Avg Daily Profit (%) 0.2 0.1567 0.0433 0.0349 0 0.0716
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168223 -103264 -110128 -1084852 -807423 -418965
Profit Factor 1.3651 1.5824 1.1553 1.0226 0.9158 1.1599
Total Trades 279 140 139 279 140 139
Winning Trades 133 63 70 133 63 70
Losing Trades 146 77 69 146 77 69
Profitability (%) 47.6703 45 50.3597 47.6703 45 50.3597
Ratio Avg Win / Avg Loss 1.4985 1.934 1.1388 1.1226 1.1193 1.1433
Largest Winning Trade 163785 163785 59093 487879 487879 261265
Largest Losing Trade -47513 -47513 -30159 -409327 -409327 -138549
Avg Bars in Trades 40 40 40 40 40 40
Avg Bars in Winners 50 50 49 50 50 49
Avg Bars in Losers 30 31 30 30 31 30
Bars Traded 11226 5606 5620 11226 5606 5620
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311616 289581 -184872 -341403 -581238 -142111

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1595750400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859015529,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            383526.4018633452,
            300487.5821106344,
            83038.8197527096,
            95189.4341884065,
            -199451.5295589497,
            294640.9637473567
        ],
        [
            383.526402,
            300.487582,
            83.03882,
            95.189434,
            -199.45153,
            294.640964
        ],
        [
            0.200014,
            0.156708,
            0.043306,
            0.034885,
            0,
            0.071619
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168223,
            -103264,
            -110128,
            -1084852,
            -807423,
            -418965
        ],
        [
            1.365059,
            1.582364,
            1.155326,
            1.022603,
            0.915789,
            1.159881
        ],
        [
            279,
            140,
            139,
            279,
            140,
            139
        ],
        [
            133,
            63,
            70,
            133,
            63,
            70
        ],
        [
            146,
            77,
            69,
            146,
            77,
            69
        ],
        [
            47.670251,
            45,
            50.359712,
            47.670251,
            45,
            50.359712
        ],
        [
            1.498486,
            1.934001,
            1.138822,
            1.122557,
            1.119298,
            1.143311
        ],
        [
            163785,
            163785,
            59093,
            487879,
            487879,
            261265
        ],
        [
            -47513,
            -47513,
            -30159,
            -409327,
            -409327,
            -138549
        ],
        [
            40,
            40,
            40,
            40,
            40,
            40
        ],
        [
            50,
            50,
            49,
            50,
            50,
            49
        ],
        [
            30,
            31,
            30,
            30,
            31,
            30
        ],
        [
            11226,
            5606,
            5620,
            11226,
            5606,
            5620
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311616,
            289581,
            -184872,
            -341403,
            -581238,
            -142111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11505,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1595750400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859015529,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)