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Trade: COMP/USDT/240/T3/DCM/6816

Strategy
COMP/USDT/240/T3/DCM/6816
Pair
COMP_USDT
Interval
4h
Score
346480
Daily Profit
0.257566
Profit Factor
1.512121
Profitability
43.727599
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-27 23:03
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 493883.0112 325509.2199 168373.7913 642640.9517 12425.4107 630215.5409
Total P&L (%) 493.883 325.5092 168.3738 642.641 12.4254 630.2155
Avg Daily Profit (%) 0.2576 0.1698 0.0878 0.1046 0.0061 0.1037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106471 -88837 -57439 -1733228 -1320039 -985154
Profit Factor 1.5121 1.6411 1.3687 1.0963 1.0034 1.2111
Total Trades 279 140 139 279 140 139
Winning Trades 122 57 65 122 57 65
Losing Trades 157 83 74 157 83 74
Profitability (%) 43.7276 40.7143 46.7626 43.7276 40.7143 46.7626
Ratio Avg Win / Avg Loss 1.9459 2.3897 1.5582 1.4108 1.461 1.3788
Largest Winning Trade 127168 127168 48137 1047041 1047041 378202
Largest Losing Trade -30124 -30124 -29569 -595296 -433263 -595296
Avg Bars in Trades 40 41 40 40 41 40
Avg Bars in Winners 59 63 55 59 63 55
Avg Bars in Losers 26 26 26 26 26 26
Bars Traded 11416 5824 5592 11416 5824 5592
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 346480 240333 -75557 -168491 -495599 -55974
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": 1594051200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759003438988,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 39,
            "offset": 0,
            "a": 0.17495
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 70,
            "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": [
        [
            493883.0111779413,
            325509.2198816651,
            168373.7912962765,
            642640.9516618227,
            12425.4107385859,
            630215.5409232365
        ],
        [
            493.883011,
            325.50922,
            168.373791,
            642.640952,
            12.425411,
            630.215541
        ],
        [
            0.257566,
            0.169757,
            0.087809,
            0.10462,
            0.006108,
            0.103739
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106471,
            -88837,
            -57439,
            -1733228,
            -1320039,
            -985154
        ],
        [
            1.512121,
            1.641119,
            1.368702,
            1.096284,
            1.003368,
            1.211144
        ],
        [
            279,
            140,
            139,
            279,
            140,
            139
        ],
        [
            122,
            57,
            65,
            122,
            57,
            65
        ],
        [
            157,
            83,
            74,
            157,
            83,
            74
        ],
        [
            43.727599,
            40.714286,
            46.76259,
            43.727599,
            40.714286,
            46.76259
        ],
        [
            1.945927,
            2.3897,
            1.558214,
            1.410792,
            1.461044,
            1.378841
        ],
        [
            127168,
            127168,
            48137,
            1047041,
            1047041,
            378202
        ],
        [
            -30124,
            -30124,
            -29569,
            -595296,
            -433263,
            -595296
        ],
        [
            40,
            41,
            40,
            40,
            41,
            40
        ],
        [
            59,
            63,
            55,
            59,
            63,
            55
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            11416,
            5824,
            5592,
            11416,
            5824,
            5592
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346480,
            240333,
            -75557,
            -168491,
            -495599,
            -55974
        ]
    ]
}
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": 1594051200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759003438988,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 39,
            "offset": 0,
            "a": 0.17495
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 70,
            "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)