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Trade: COMP/USDT/360/DEMA/MIDPRICE/2365

Strategy
COMP/USDT/360/DEMA/MIDPRICE/2365
Pair
COMP_USDT
Interval
6h
Score
316379
Daily Profit
0.150162
Profit Factor
1.574823
Profitability
54.216867
Streak
58.137877
Best Strategy
Training Data Length
1930.250000
Evaluation Time
2025-10-07 12:18
Expiration Time
2025-12-04 05:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289851.0418 202437.0737 87413.9681 39076.7749 2308.6838 36768.0912
Total P&L (%) 289.851 202.4371 87.414 39.0768 2.3087 36.7681
Avg Daily Profit (%) 0.1502 0.1049 0.0453 0.0171 0.0012 0.0162
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128353 -135855 -79658 -128620 -123307 -68548
Profit Factor 1.5748 1.6752 1.4276 1.1013 1.0108 1.214
Total Trades 83 41 42 83 41 42
Winning Trades 45 23 22 45 23 22
Losing Trades 38 18 20 38 18 20
Profitability (%) 54.2169 56.0976 52.381 54.2169 56.0976 52.381
Ratio Avg Win / Avg Loss 1.3299 1.311 1.2978 0.93 0.7911 1.1036
Largest Winning Trade 141807 141807 30260 34077 24823 34077
Largest Losing Trade -81834 -81834 -30715 -83852 -83852 -32412
Avg Bars in Trades 87 136 39 87 136 39
Avg Bars in Winners 74 88 60 74 88 60
Avg Bars in Losers 101 196 16 101 196 16
Bars Traded 7236 5586 1650 7236 5586 1650
Profit Streak 58.1379 0 58.6379 58.1379 0 58.6379
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316379 -50083 -130648 -283234 -566500 -173214
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7721,
    "evaluation_days": 1930.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1597924800000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759828712549,
    "expiration_time": 1764820008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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": [
        [
            289851.0418004037,
            202437.0736815152,
            87413.9681188886,
            39076.7749354447,
            2308.6837851614,
            36768.0911502833
        ],
        [
            289.851042,
            202.437074,
            87.413968,
            39.076775,
            2.308684,
            36.768091
        ],
        [
            0.150162,
            0.104876,
            0.045286,
            0.01709,
            0.001182,
            0.016223
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128353,
            -135855,
            -79658,
            -128620,
            -123307,
            -68548
        ],
        [
            1.574823,
            1.675214,
            1.427594,
            1.101321,
            1.010796,
            1.213989
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            54.216867,
            56.097561,
            52.380952,
            54.216867,
            56.097561,
            52.380952
        ],
        [
            1.329851,
            1.311037,
            1.297813,
            0.930005,
            0.791058,
            1.103627
        ],
        [
            141807,
            141807,
            30260,
            34077,
            24823,
            34077
        ],
        [
            -81834,
            -81834,
            -30715,
            -83852,
            -83852,
            -32412
        ],
        [
            87,
            136,
            39,
            87,
            136,
            39
        ],
        [
            74,
            88,
            60,
            74,
            88,
            60
        ],
        [
            101,
            196,
            16,
            101,
            196,
            16
        ],
        [
            7236,
            5586,
            1650,
            7236,
            5586,
            1650
        ],
        [
            58.137877,
            0,
            58.637877,
            58.137877,
            0,
            58.637877
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316379,
            -50083,
            -130648,
            -283234,
            -566500,
            -173214
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7721,
    "evaluation_days": 1930.25,
    "actual_first_datapoint_time": 1593064800000,
    "first_datapoint_time": 1597924800000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759828712549,
    "expiration_time": 1764820008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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)