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Trade: COMP/USDT/360/DEMA/MIDPOINT/5505

Strategy
COMP/USDT/360/DEMA/MIDPOINT/5505
Pair
COMP_USDT
Interval
6h
Score
332445
Daily Profit
0.166824
Profit Factor
1.524604
Profitability
50.781250
Streak
0.000000
Best Strategy
Training Data Length
1934.750000
Evaluation Time
2025-10-12 01:57
Expiration Time
2025-12-08 21:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322763.428 232020.6139 90742.8141 36123.7 -22712.7166 58836.4166
Total P&L (%) 322.7634 232.0206 90.7428 36.1237 -22.7127 58.8364
Avg Daily Profit (%) 0.1668 0.1199 0.0469 0.0159 -0.0133 0.0239
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168487 -168570 -81020 -254947 -247775 -112414
Profit Factor 1.5246 1.6535 1.3487 1.0529 0.9488 1.2458
Total Trades 128 64 64 128 64 64
Winning Trades 65 32 33 65 32 33
Losing Trades 63 32 31 63 32 31
Profitability (%) 50.7813 50 51.5625 50.7813 50 51.5625
Ratio Avg Win / Avg Loss 1.4777 1.6535 1.267 1.0205 0.9488 1.1703
Largest Winning Trade 135505 135505 49499 74532 74532 49607
Largest Losing Trade -81960 -81960 -31382 -138882 -138882 -43502
Avg Bars in Trades 54 80 29 54 80 29
Avg Bars in Winners 48 62 35 48 62 35
Avg Bars in Losers 61 98 22 61 98 22
Bars Traded 7019 5156 1863 7019 5156 1863
Profit Streak 0 0 85.9569 0 0 85.9569
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332445 -168957 -267627 -336045 -719958 -299646
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7739,
    "evaluation_days": 1934.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1597708800000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760223475257,
    "expiration_time": 1765220472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 101,
            "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": [
        [
            322763.4280424936,
            232020.6138936911,
            90742.8141488025,
            36123.6999559939,
            -22712.7166401056,
            58836.4165960996
        ],
        [
            322.763428,
            232.020614,
            90.742814,
            36.1237,
            -22.712717,
            58.836417
        ],
        [
            0.166824,
            0.119923,
            0.046902,
            0.015941,
            -0.013316,
            0.023918
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168487,
            -168570,
            -81020,
            -254947,
            -247775,
            -112414
        ],
        [
            1.524604,
            1.653476,
            1.348748,
            1.052872,
            0.948833,
            1.245836
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            50.78125,
            50,
            51.5625,
            50.78125,
            50,
            51.5625
        ],
        [
            1.477693,
            1.653476,
            1.267006,
            1.020476,
            0.948833,
            1.170331
        ],
        [
            135505,
            135505,
            49499,
            74532,
            74532,
            49607
        ],
        [
            -81960,
            -81960,
            -31382,
            -138882,
            -138882,
            -43502
        ],
        [
            54,
            80,
            29,
            54,
            80,
            29
        ],
        [
            48,
            62,
            35,
            48,
            62,
            35
        ],
        [
            61,
            98,
            22,
            61,
            98,
            22
        ],
        [
            7019,
            5156,
            1863,
            7019,
            5156,
            1863
        ],
        [
            0,
            0,
            85.956889,
            0,
            0,
            85.95689
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332445,
            -168957,
            -267627,
            -336045,
            -719958,
            -299646
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7739,
    "evaluation_days": 1934.75,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1597708800000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760223475257,
    "expiration_time": 1765220472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 101,
            "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)