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Trade: COMP/USDT/720/TEMA/DCM/3352

Strategy
COMP/USDT/720/TEMA/DCM/3352
Pair
COMP_USDT
Interval
12h
Score
496933
Daily Profit
0.176029
Profit Factor
2.693582
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1933.000000
Evaluation Time
2025-10-09 16:56
Expiration Time
2025-12-06 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 481803.8964 340263.7489 141540.1475 481686.212 150943.0586 330743.1534
Total P&L (%) 481.8039 340.2637 141.5401 481.6862 150.9431 330.7432
Avg Daily Profit (%) 0.2493 0.176 0.0732 0.0911 0.0476 0.0756
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90416 -99037 -49469 -216641 -220466 -62958
Profit Factor 2.5257 2.6936 2.2321 1.6788 1.2705 3.1815
Total Trades 61 30 31 61 30 31
Winning Trades 38 18 20 38 18 20
Losing Trades 23 12 11 23 12 11
Profitability (%) 62.2951 60 64.5161 62.2951 60 64.5161
Ratio Avg Win / Avg Loss 1.5287 1.7957 1.2277 1.0161 0.847 1.7498
Largest Winning Trade 168289 168289 41435 342909 342909 117966
Largest Losing Trade -87173 -87173 -35114 -215612 -215612 -44882
Avg Bars in Trades 55 81 30 55 81 30
Avg Bars in Winners 51 65 40 51 65 40
Avg Bars in Losers 62 107 14 62 107 14
Bars Traded 3411 2454 957 3411 2454 957
Profit Streak 59.5811 0 428.0811 59.5811 0 428.0811
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150988 496933 -88857 -233074 -129841 -82777
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3866,
    "evaluation_days": 1933,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760018205688,
    "expiration_time": 1765021536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "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": [
        [
            481803.8963693272,
            340263.7488934264,
            141540.1474759006,
            481686.2119634371,
            150943.0585994001,
            330743.1533640371
        ],
        [
            481.803896,
            340.263749,
            141.540147,
            481.686212,
            150.943059,
            330.743153
        ],
        [
            0.249252,
            0.176029,
            0.073223,
            0.091131,
            0.047609,
            0.075576
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90416,
            -99037,
            -49469,
            -216641,
            -220466,
            -62958
        ],
        [
            2.525713,
            2.693582,
            2.232116,
            1.678804,
            1.270507,
            3.181541
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            62.295082,
            60,
            64.516129,
            62.295082,
            60,
            64.516129
        ],
        [
            1.528721,
            1.795722,
            1.227664,
            1.016118,
            0.847005,
            1.749848
        ],
        [
            168289,
            168289,
            41435,
            342909,
            342909,
            117966
        ],
        [
            -87173,
            -87173,
            -35114,
            -215612,
            -215612,
            -44882
        ],
        [
            55,
            81,
            30,
            55,
            81,
            30
        ],
        [
            51,
            65,
            40,
            51,
            65,
            40
        ],
        [
            62,
            107,
            14,
            62,
            107,
            14
        ],
        [
            3411,
            2454,
            957,
            3411,
            2454,
            957
        ],
        [
            59.581084,
            0,
            428.081084,
            59.581084,
            0,
            428.081084
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150988,
            496933,
            -88857,
            -233074,
            -129841,
            -82777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3866,
    "evaluation_days": 1933,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760018205688,
    "expiration_time": 1765021536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "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)