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Trade: COMP/USDT/360/DCL/HMA/4764

Strategy
COMP/USDT/360/DCL/HMA/4764
Pair
COMP_USDT
Interval
6h
Score
337005
Daily Profit
0.160549
Profit Factor
1.530093
Profitability
52.336449
Streak
0.000000
Best Strategy
Training Data Length
1934.500000
Evaluation Time
2025-10-11 19:59
Expiration Time
2025-12-08 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310582.4907 242076.9376 68505.5531 7340.7239 -1313.3072 8654.0311
Total P&L (%) 310.5825 242.0769 68.5056 7.3407 -1.3133 8.654
Avg Daily Profit (%) 0.1605 0.1251 0.0354 0.0037 -0.0007 0.0043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175815 -137278 -125864 -172881 -150189 -61880
Profit Factor 1.5301 1.6969 1.2872 1.0154 0.9957 1.0494
Total Trades 107 53 54 107 53 54
Winning Trades 56 24 32 56 24 32
Losing Trades 51 29 22 51 29 22
Profitability (%) 52.3364 45.283 59.2593 52.3364 45.283 59.2593
Ratio Avg Win / Avg Loss 1.3935 2.0504 0.8849 0.9247 1.2031 0.7215
Largest Winning Trade 172843 172843 41252 147271 147271 36094
Largest Losing Trade -67983 -67983 -51601 -81319 -81319 -59253
Avg Bars in Trades 64 106 23 64 106 23
Avg Bars in Winners 58 93 31 58 93 31
Avg Bars in Losers 71 116 11 71 116 11
Bars Traded 6892 5643 1249 6892 5643 1249
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 337005 -204631 -325926 -558407 -761001 -699312
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7738,
    "evaluation_days": 1934.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1598162400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760201962201,
    "expiration_time": 1765198224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 12,
            "offset": 223
        }
    }
}
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": [
        [
            310582.4907274407,
            242076.9375810319,
            68505.5531464088,
            7340.7239113163,
            -1313.3071720113,
            8654.0310833277
        ],
        [
            310.582491,
            242.076938,
            68.505553,
            7.340724,
            -1.313307,
            8.654031
        ],
        [
            0.160549,
            0.125137,
            0.035413,
            0.003662,
            -0.000683,
            0.004291
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175815,
            -137278,
            -125864,
            -172881,
            -150189,
            -61880
        ],
        [
            1.530093,
            1.696881,
            1.287199,
            1.015364,
            0.995659,
            1.049383
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            56,
            24,
            32,
            56,
            24,
            32
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            52.336449,
            45.283019,
            59.259259,
            52.336449,
            45.283019,
            59.259259
        ],
        [
            1.393477,
            2.050398,
            0.884949,
            0.924707,
            1.203088,
            0.721451
        ],
        [
            172843,
            172843,
            41252,
            147271,
            147271,
            36094
        ],
        [
            -67983,
            -67983,
            -51601,
            -81319,
            -81319,
            -59253
        ],
        [
            64,
            106,
            23,
            64,
            106,
            23
        ],
        [
            58,
            93,
            31,
            58,
            93,
            31
        ],
        [
            71,
            116,
            11,
            71,
            116,
            11
        ],
        [
            6892,
            5643,
            1249,
            6892,
            5643,
            1249
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337005,
            -204631,
            -325926,
            -558407,
            -761001,
            -699312
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7738,
    "evaluation_days": 1934.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1598162400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760201962201,
    "expiration_time": 1765198224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 12,
            "offset": 223
        }
    }
}

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)