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Trade: COMP/USDT/360/SMA/DCM/5773

Strategy
COMP/USDT/360/SMA/DCM/5773
Pair
COMP_USDT
Interval
6h
Score
349473
Daily Profit
0.151476
Profit Factor
1.355705
Profitability
55.483871
Streak
20.440371
Best Strategy
Training Data Length
1932.250000
Evaluation Time
2025-10-09 13:34
Expiration Time
2025-12-06 07:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292690.3189 204138.0411 88552.2778 33836.3984 -577.6298 34414.0282
Total P&L (%) 292.6903 204.138 88.5523 33.8364 -0.5776 34.414
Avg Daily Profit (%) 0.1515 0.1056 0.0458 0.0151 -0.0003 0.0153
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228113 -192787 -82387 -437871 -424907 -173975
Profit Factor 1.3557 1.4679 1.2291 1.0282 0.9991 1.0608
Total Trades 155 77 78 155 77 78
Winning Trades 86 45 41 86 45 41
Losing Trades 69 32 37 69 32 37
Profitability (%) 55.4839 58.4416 52.5641 55.4839 58.4416 52.5641
Ratio Avg Win / Avg Loss 1.0877 1.0438 1.1092 0.8249 0.7105 0.9573
Largest Winning Trade 114267 114267 51074 107795 76545 107795
Largest Losing Trade -57573 -57573 -37730 -153459 -153459 -77944
Avg Bars in Trades 48 62 34 48 62 34
Avg Bars in Winners 48 50 47 48 50 47
Avg Bars in Losers 47 78 20 47 78 20
Bars Traded 7454 4784 2670 7454 4784 2670
Profit Streak 20.4404 0 154.9404 20.4404 0 154.9404
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349473 -91418 -164764 -364603 -621364 -363113
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7729,
    "evaluation_days": 1932.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595116800000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760006048099,
    "expiration_time": 1764997992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 96,
            "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": [
        [
            292690.3189196833,
            204138.0411299512,
            88552.2777897319,
            33836.3983908102,
            -577.6298480287,
            34414.0282388389
        ],
        [
            292.690319,
            204.138041,
            88.552278,
            33.836398,
            -0.57763,
            34.414028
        ],
        [
            0.151476,
            0.105648,
            0.045829,
            0.015084,
            -0.0003,
            0.015307
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228113,
            -192787,
            -82387,
            -437871,
            -424907,
            -173975
        ],
        [
            1.355705,
            1.467858,
            1.229101,
            1.028162,
            0.999091,
            1.060827
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            69,
            32,
            37,
            69,
            32,
            37
        ],
        [
            55.483871,
            58.441558,
            52.564103,
            55.483871,
            58.441558,
            52.564103
        ],
        [
            1.087717,
            1.04381,
            1.109189,
            0.824921,
            0.710465,
            0.957332
        ],
        [
            114267,
            114267,
            51074,
            107795,
            76545,
            107795
        ],
        [
            -57573,
            -57573,
            -37730,
            -153459,
            -153459,
            -77944
        ],
        [
            48,
            62,
            34,
            48,
            62,
            34
        ],
        [
            48,
            50,
            47,
            48,
            50,
            47
        ],
        [
            47,
            78,
            20,
            47,
            78,
            20
        ],
        [
            7454,
            4784,
            2670,
            7454,
            4784,
            2670
        ],
        [
            20.440371,
            0,
            154.940371,
            20.440371,
            0,
            154.940371
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349473,
            -91418,
            -164764,
            -364603,
            -621364,
            -363113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7729,
    "evaluation_days": 1932.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1595116800000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760006048099,
    "expiration_time": 1764997992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 96,
            "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)