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Trade: COMP/USDT/240/DCM/HMA/9473

Strategy
COMP/USDT/240/DCM/HMA/9473
Pair
COMP_USDT
Interval
4h
Score
311595
Daily Profit
0.240722
Profit Factor
1.504932
Profitability
43.195266
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-25 19:06
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 461583.8405 356337.922 105245.9185 192741.0128 26777.7444 165963.2684
Total P&L (%) 461.5838 356.3379 105.2459 192.741 26.7777 165.9633
Avg Daily Profit (%) 0.2407 0.1858 0.0549 0.056 0.0124 0.051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113410 -88306 -87851 -785779 -650472 -411522
Profit Factor 1.5049 1.7657 1.2345 1.0528 1.0138 1.0972
Total Trades 169 85 84 169 85 84
Winning Trades 73 34 39 73 34 39
Losing Trades 96 51 45 96 51 45
Profitability (%) 43.1953 40 46.4286 43.1953 40 46.4286
Ratio Avg Win / Avg Loss 1.9791 2.6486 1.4244 1.3845 1.5207 1.266
Largest Winning Trade 170834 170834 56347 552912 552912 259328
Largest Losing Trade -43474 -28313 -43474 -166641 -166641 -138639
Avg Bars in Trades 66 54 78 66 54 78
Avg Bars in Winners 82 64 98 82 64 98
Avg Bars in Losers 54 47 61 54 47 61
Bars Traded 11226 4595 6631 11226 4595 6631
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 311595 238770 -121658 -282311 -388178 -240101

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": 1594800000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758816377766,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 113,
            "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": [
        [
            461583.8405319328,
            356337.9219943364,
            105245.9185375963,
            192741.0127934595,
            26777.7444343063,
            165963.2683591532
        ],
        [
            461.583841,
            356.337922,
            105.245919,
            192.741013,
            26.777744,
            165.963268
        ],
        [
            0.240722,
            0.185835,
            0.054887,
            0.056032,
            0.012374,
            0.051027
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113410,
            -88306,
            -87851,
            -785779,
            -650472,
            -411522
        ],
        [
            1.504932,
            1.76573,
            1.234508,
            1.052794,
            1.01378,
            1.097195
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            96,
            51,
            45,
            96,
            51,
            45
        ],
        [
            43.195266,
            40,
            46.428571,
            43.195266,
            40,
            46.428571
        ],
        [
            1.979088,
            2.648595,
            1.424433,
            1.384496,
            1.520669,
            1.265994
        ],
        [
            170834,
            170834,
            56347,
            552912,
            552912,
            259328
        ],
        [
            -43474,
            -28313,
            -43474,
            -166641,
            -166641,
            -138639
        ],
        [
            66,
            54,
            78,
            66,
            54,
            78
        ],
        [
            82,
            64,
            98,
            82,
            64,
            98
        ],
        [
            54,
            47,
            61,
            54,
            47,
            61
        ],
        [
            11226,
            4595,
            6631,
            11226,
            4595,
            6631
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311595,
            238770,
            -121658,
            -282311,
            -388178,
            -240101
        ]
    ]
}
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": 1594800000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758816377766,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 113,
            "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)