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Trade: COMP/USDT/240/DEMA/SUPERTREND/5592

Strategy
COMP/USDT/240/DEMA/SUPERTREND/5592
Pair
COMP_USDT
Interval
4h
Score
374602
Daily Profit
0.345960
Profit Factor
1.438230
Profitability
49.149338
Streak
1.075294
Best Strategy
Training Data Length
1928.330000
Evaluation Time
2025-10-05 12:48
Expiration Time
2025-12-02 06:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667125.1613 428995.1075 238130.0537 3532732.6221 1419917.3292 2112815.2929
Total P&L (%) 667.1252 428.9951 238.1301 3532.7326 1419.9173 2112.8153
Avg Daily Profit (%) 0.346 0.2225 0.1235 0.1865 0.1412 0.1607
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92670 -129792 -62970 -2739258 -2430075 -2201827
Profit Factor 1.4382 1.506 1.3531 1.1271 1.0902 1.1753
Total Trades 529 265 264 529 265 264
Winning Trades 260 127 133 260 127 133
Losing Trades 269 138 131 269 138 131
Profitability (%) 49.1493 47.9245 50.3788 49.1493 47.9245 50.3788
Ratio Avg Win / Avg Loss 1.488 1.6364 1.3327 1.1661 1.1846 1.1576
Largest Winning Trade 107434 107434 50196 1557933 1557933 1290108
Largest Losing Trade -33940 -33466 -33940 -1254614 -1254614 -1020941
Avg Bars in Trades 21 25 17 21 25 17
Avg Bars in Winners 26 29 23 26 29 23
Avg Bars in Losers 16 21 11 16 21 11
Bars Traded 11401 6695 4706 11401 6695 4706
Profit Streak 1.0753 1.0753 3.4086 1.0753 1.0753 3.4086
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374602 276419 -27357 -72614 -127988 -19660
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11570,
    "evaluation_days": 1928.33,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594800000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759657705414,
    "expiration_time": 1764649440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 14,
            "offset": 0,
            "multiplier": 2.6049
        }
    }
}
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": [
        [
            667125.1612639944,
            428995.1075423204,
            238130.0537216736,
            3532732.6220815126,
            1419917.3291712257,
            2112815.2929102867
        ],
        [
            667.125161,
            428.995108,
            238.130054,
            3532.732622,
            1419.917329,
            2112.815293
        ],
        [
            0.34596,
            0.22247,
            0.12349,
            0.186478,
            0.141219,
            0.160727
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92670,
            -129792,
            -62970,
            -2739258,
            -2430075,
            -2201827
        ],
        [
            1.43823,
            1.505953,
            1.353088,
            1.12709,
            1.090204,
            1.175252
        ],
        [
            529,
            265,
            264,
            529,
            265,
            264
        ],
        [
            260,
            127,
            133,
            260,
            127,
            133
        ],
        [
            269,
            138,
            131,
            269,
            138,
            131
        ],
        [
            49.149338,
            47.924528,
            50.378788,
            49.149338,
            47.924528,
            50.378788
        ],
        [
            1.488015,
            1.636389,
            1.33274,
            1.166105,
            1.184631,
            1.157579
        ],
        [
            107434,
            107434,
            50196,
            1557933,
            1557933,
            1290108
        ],
        [
            -33940,
            -33466,
            -33940,
            -1254614,
            -1254614,
            -1020941
        ],
        [
            21,
            25,
            17,
            21,
            25,
            17
        ],
        [
            26,
            29,
            23,
            26,
            29,
            23
        ],
        [
            16,
            21,
            11,
            16,
            21,
            11
        ],
        [
            11401,
            6695,
            4706,
            11401,
            6695,
            4706
        ],
        [
            1.075294,
            1.075294,
            3.408627,
            1.075294,
            1.075294,
            3.408627
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374602,
            276419,
            -27357,
            -72614,
            -127988,
            -19660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11570,
    "evaluation_days": 1928.33,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1594800000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759657705414,
    "expiration_time": 1764649440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 14,
            "offset": 0,
            "multiplier": 2.6049
        }
    }
}

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)