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Trade: COMP/USDT/720/DCL/DCM/3801

Strategy
COMP/USDT/720/DCL/DCM/3801
Pair
COMP_USDT
Interval
12h
Score
424496
Daily Profit
0.166101
Profit Factor
1.502707
Profitability
70.212766
Streak
152.085440
Best Strategy
Training Data Length
1933.500000
Evaluation Time
2025-10-10 05:03
Expiration Time
2025-12-07 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321156.4879 184631.4022 136525.0857 148172.0777 60352.0093 87820.0684
Total P&L (%) 321.1565 184.6314 136.5251 148.1721 60.352 87.8201
Avg Daily Profit (%) 0.1661 0.0955 0.0706 0.047 0.0244 0.0326
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123961 -131563 -94159 -602662 -626992 -364302
Profit Factor 1.5027 1.5032 1.5021 1.0704 1.0499 1.0982
Total Trades 141 70 71 141 70 71
Winning Trades 99 50 49 99 50 49
Losing Trades 42 20 22 42 20 22
Profitability (%) 70.2128 71.4286 69.0141 70.2128 71.4286 69.0141
Ratio Avg Win / Avg Loss 0.6375 0.6013 0.6744 0.4541 0.42 0.4931
Largest Winning Trade 41711 41711 26795 137843 137843 94463
Largest Losing Trade -61509 -61509 -58621 -371266 -371266 -204524
Avg Bars in Trades 25 39 12 25 39 12
Avg Bars in Winners 13 15 11 13 15 11
Avg Bars in Losers 54 99 14 54 99 14
Bars Traded 3617 2741 876 3617 2741 876
Profit Streak 152.0854 152.0854 310.0854 152.0854 152.0854 310.0854
Trades During Streak 9 4 7 9 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424496 -155846 -181515 -270033 -418226 -345991
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3867,
    "evaluation_days": 1933.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596326400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760061782023,
    "expiration_time": 1765066032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 77,
            "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": [
        [
            321156.4878986089,
            184631.4022390305,
            136525.0856595786,
            148172.0777429659,
            60352.0093275946,
            87820.0684153712
        ],
        [
            321.156488,
            184.631402,
            136.525086,
            148.172078,
            60.352009,
            87.820068
        ],
        [
            0.166101,
            0.095491,
            0.07061,
            0.047022,
            0.024425,
            0.032605
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123961,
            -131563,
            -94159,
            -602662,
            -626992,
            -364302
        ],
        [
            1.502707,
            1.503189,
            1.502058,
            1.070424,
            1.049882,
            1.098221
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            70.212766,
            71.428571,
            69.014085,
            70.212766,
            71.428571,
            69.014085
        ],
        [
            0.637512,
            0.601275,
            0.674393,
            0.454119,
            0.419953,
            0.493079
        ],
        [
            41711,
            41711,
            26795,
            137843,
            137843,
            94463
        ],
        [
            -61509,
            -61509,
            -58621,
            -371266,
            -371266,
            -204524
        ],
        [
            25,
            39,
            12,
            25,
            39,
            12
        ],
        [
            13,
            15,
            11,
            13,
            15,
            11
        ],
        [
            54,
            99,
            14,
            54,
            99,
            14
        ],
        [
            3617,
            2741,
            876,
            3617,
            2741,
            876
        ],
        [
            152.08544,
            152.08544,
            310.08544,
            152.08544,
            152.08544,
            310.08544
        ],
        [
            9,
            4,
            7,
            9,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424496,
            -155846,
            -181515,
            -270033,
            -418226,
            -345991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3867,
    "evaluation_days": 1933.5,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596326400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760061782023,
    "expiration_time": 1765066032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 77,
            "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)