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Trade: COMP/USDT/240/DEMA/MIDPRICE/6033

Strategy
COMP/USDT/240/DEMA/MIDPRICE/6033
Pair
COMP_USDT
Interval
4h
Score
479933
Daily Profit
0.276584
Profit Factor
1.721068
Profitability
48.295455
Streak
8.820940
Best Strategy
Training Data Length
1924.670000
Evaluation Time
2025-10-01 22:42
Expiration Time
2025-11-28 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 532332.3033 346195.3758 186136.9275 1131487.4844 114337.791 1017149.6933
Total P&L (%) 532.3323 346.1954 186.1369 1131.4875 114.3378 1017.1497
Avg Daily Profit (%) 0.2766 0.1799 0.0967 0.1305 0.0396 0.1255
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116025 -76274 -76597 -3106177 -2231894 -1240562
Profit Factor 1.7211 1.9389 1.5037 1.1472 1.0267 1.2981
Total Trades 176 88 88 176 88 88
Winning Trades 85 40 45 85 40 45
Losing Trades 91 48 43 91 48 43
Profitability (%) 48.2955 45.4545 51.1364 48.2955 45.4545 51.1364
Ratio Avg Win / Avg Loss 1.8426 2.3267 1.4369 1.2281 1.2321 1.2404
Largest Winning Trade 124697 124697 63652 1688483 1688483 831217
Largest Losing Trade -26593 -26593 -26274 -977951 -977951 -452030
Avg Bars in Trades 63 76 51 63 76 51
Avg Bars in Winners 78 86 70 78 86 70
Avg Bars in Losers 50 67 31 50 67 31
Bars Traded 11230 6698 4532 11230 6698 4532
Profit Streak 8.8209 9.6543 8.8209 8.8209 9.6543 8.8209
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479933 349555 -62032 -75622 -332523 -24526
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11548,
    "evaluation_days": 1924.67,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596571200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759347729193,
    "expiration_time": 1764323136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "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": [
        [
            532332.3032633663,
            346195.3758123268,
            186136.9274510395,
            1131487.484379173,
            114337.7910498542,
            1017149.6933293187
        ],
        [
            532.332303,
            346.195376,
            186.136927,
            1131.487484,
            114.337791,
            1017.149693
        ],
        [
            0.276584,
            0.179873,
            0.096711,
            0.130539,
            0.039619,
            0.12547
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116025,
            -76274,
            -76597,
            -3106177,
            -2231894,
            -1240562
        ],
        [
            1.721068,
            1.938932,
            1.503695,
            1.14715,
            1.026733,
            1.298075
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            91,
            48,
            43,
            91,
            48,
            43
        ],
        [
            48.295455,
            45.454545,
            51.136364,
            48.295455,
            45.454545,
            51.136364
        ],
        [
            1.842555,
            2.326718,
            1.436864,
            1.228125,
            1.23208,
            1.240383
        ],
        [
            124697,
            124697,
            63652,
            1688483,
            1688483,
            831217
        ],
        [
            -26593,
            -26593,
            -26274,
            -977951,
            -977951,
            -452030
        ],
        [
            63,
            76,
            51,
            63,
            76,
            51
        ],
        [
            78,
            86,
            70,
            78,
            86,
            70
        ],
        [
            50,
            67,
            31,
            50,
            67,
            31
        ],
        [
            11230,
            6698,
            4532,
            11230,
            6698,
            4532
        ],
        [
            8.82094,
            9.654273,
            8.82094,
            8.82094,
            9.654273,
            8.82094
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479933,
            349555,
            -62032,
            -75622,
            -332523,
            -24526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11548,
    "evaluation_days": 1924.67,
    "actual_first_datapoint_time": 1593057600000,
    "first_datapoint_time": 1596571200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759347729193,
    "expiration_time": 1764323136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "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)