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Trade: COMP/USDT/360/DEMA/DCM/8304

Strategy
COMP/USDT/360/DEMA/DCM/8304
Pair
COMP_USDT
Interval
6h
Score
310572
Daily Profit
0.150672
Profit Factor
1.349241
Profitability
57.142857
Streak
3.943806
Best Strategy
Training Data Length
1917.500000
Evaluation Time
2025-09-26 07:39
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 288913.3123 220572.4432 68340.8691 -118198.2914 -1644.3107 -116553.9807
Total P&L (%) 288.9133 220.5724 68.3409 -118.1983 -1.6443 -116.554
Avg Daily Profit (%) 0.1507 0.115 0.0356 0 -0.0009 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208638 -144444 -180699 -170896 -40134 -138929
Profit Factor 1.3492 1.4989 1.1774 0.567 0.9843 0.308
Total Trades 147 73 74 147 73 74
Winning Trades 84 43 41 60 29 31
Losing Trades 63 30 33 87 44 43
Profitability (%) 57.1429 58.9041 55.4054 40.8163 39.726 41.8919
Ratio Avg Win / Avg Loss 1.0119 1.0457 0.9477 0.8221 1.4934 0.4273
Largest Winning Trade 113637 113637 39828 27657 27657 14692
Largest Losing Trade -104368 -49308 -104368 -86513 -36833 -86513
Avg Bars in Trades 51 71 31 51 71 31
Avg Bars in Winners 47 53 40 54 89 21
Avg Bars in Losers 56 96 19 49 59 38
Bars Traded 7534 5221 2313 7534 5221 2313
Profit Streak 3.9438 0 74.1938 0 44.1938 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310572 -108658 -234502 -583960 -654510 -648389

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": 1595786400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758861544868,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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": [
        [
            288913.3123028134,
            220572.4432289253,
            68340.8690738881,
            -118198.2913772968,
            -1644.3107182431,
            -116553.9806590536
        ],
        [
            288.913312,
            220.572443,
            68.340869,
            -118.198291,
            -1.644311,
            -116.553981
        ],
        [
            0.150672,
            0.115031,
            0.035641,
            0,
            -0.000865,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208638,
            -144444,
            -180699,
            -170896,
            -40134,
            -138929
        ],
        [
            1.349241,
            1.498888,
            1.177448,
            0.566957,
            0.984266,
            0.308043
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            84,
            43,
            41,
            60,
            29,
            31
        ],
        [
            63,
            30,
            33,
            87,
            44,
            43
        ],
        [
            57.142857,
            58.90411,
            55.405405,
            40.816327,
            39.726027,
            41.891892
        ],
        [
            1.011931,
            1.045736,
            0.947702,
            0.822087,
            1.493369,
            0.427285
        ],
        [
            113637,
            113637,
            39828,
            27657,
            27657,
            14692
        ],
        [
            -104368,
            -49308,
            -104368,
            -86513,
            -36833,
            -86513
        ],
        [
            51,
            71,
            31,
            51,
            71,
            31
        ],
        [
            47,
            53,
            40,
            54,
            89,
            21
        ],
        [
            56,
            96,
            19,
            49,
            59,
            38
        ],
        [
            7534,
            5221,
            2313,
            7534,
            5221,
            2313
        ],
        [
            3.943806,
            0,
            74.193806,
            0,
            44.193806,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310572,
            -108658,
            -234502,
            -583960,
            -654510,
            -648389
        ]
    ]
}
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": 1595786400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758861544868,
    "expiration_time": 1763685360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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)