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Trade: COMP/USDT/360/DEMA/ALMA/3687

Strategy
COMP/USDT/360/DEMA/ALMA/3687
Pair
COMP_USDT
Interval
6h
Score
317224
Daily Profit
0.213912
Profit Factor
1.446760
Profitability
43.071161
Streak
0.000000
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 14:30
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 410176.083 290129.1708 120046.9122 281500.9803 112864.5537 168636.4266
Total P&L (%) 410.1761 290.1292 120.0469 281.501 112.8646 168.6364
Avg Daily Profit (%) 0.2139 0.1513 0.0626 0.0699 0.0394 0.0515
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100332 -79698 -105449 -764460 -556495 -362933
Profit Factor 1.4468 1.5961 1.2783 1.0718 1.0512 1.0981
Total Trades 267 134 133 267 134 133
Winning Trades 115 55 60 115 55 60
Losing Trades 152 79 73 152 79 73
Profitability (%) 43.0712 41.0448 45.1128 43.0712 41.0448 45.1128
Ratio Avg Win / Avg Loss 1.9122 2.2925 1.5553 1.4166 1.51 1.336
Largest Winning Trade 138752 138752 55919 487201 487201 221509
Largest Losing Trade -36742 -36742 -21344 -218471 -218471 -115963
Avg Bars in Trades 28 29 26 28 29 26
Avg Bars in Winners 42 44 40 42 44 40
Avg Bars in Losers 16 18 15 16 18 15
Bars Traded 7477 3922 3555 7477 3922 3555
Profit Streak 0 0 47.7293 0 0 47.7293
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317224 244998 -108676 -242250 -306713 -237088

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1596650400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886214764,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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": [
        [
            410176.0830387468,
            290129.1708162597,
            120046.9122224868,
            281500.9803189213,
            112864.5537017089,
            168636.426617212
        ],
        [
            410.176083,
            290.129171,
            120.046912,
            281.50098,
            112.864554,
            168.636427
        ],
        [
            0.213912,
            0.151306,
            0.062606,
            0.069852,
            0.039407,
            0.051549
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100332,
            -79698,
            -105449,
            -764460,
            -556495,
            -362933
        ],
        [
            1.44676,
            1.596066,
            1.27829,
            1.071788,
            1.051245,
            1.098109
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            115,
            55,
            60,
            115,
            55,
            60
        ],
        [
            152,
            79,
            73,
            152,
            79,
            73
        ],
        [
            43.071161,
            41.044776,
            45.112782,
            43.071161,
            41.044776,
            45.112782
        ],
        [
            1.912239,
            2.292532,
            1.555252,
            1.416624,
            1.509971,
            1.336033
        ],
        [
            138752,
            138752,
            55919,
            487201,
            487201,
            221509
        ],
        [
            -36742,
            -36742,
            -21344,
            -218471,
            -218471,
            -115963
        ],
        [
            28,
            29,
            26,
            28,
            29,
            26
        ],
        [
            42,
            44,
            40,
            42,
            44,
            40
        ],
        [
            16,
            18,
            15,
            16,
            18,
            15
        ],
        [
            7477,
            3922,
            3555,
            7477,
            3922,
            3555
        ],
        [
            0,
            0,
            47.729337,
            0,
            0,
            47.729338
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317224,
            244998,
            -108676,
            -242250,
            -306713,
            -237088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7670,
    "evaluation_days": 1917.5,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1596650400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886214764,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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)