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Trade: COMP/USDT/480/ALMA/DCM/1972

Strategy
COMP/USDT/480/ALMA/DCM/1972
Pair
COMP_USDT
Interval
8h
Score
410797
Daily Profit
0.178491
Profit Factor
2.072621
Profitability
48.648649
Streak
43.793251
Best Strategy
Training Data Length
1925.330000
Evaluation Time
2025-10-02 06:02
Expiration Time
2025-11-28 20:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372882.5641 343653.2914 29229.2726 -77148.5295 -774316.0082 697167.4787
Total P&L (%) 372.8826 343.6533 29.2293 -77.1485 -774.316 697.1675
Avg Daily Profit (%) 0.1937 0.1785 0.0152 -0.0766 0 0.1079
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226675 -149587 -129830 -1881936 -1768135 -661747
Profit Factor 1.6065 2.0726 1.0993 0.9778 0.6713 1.6191
Total Trades 75 37 38 75 37 38
Winning Trades 39 18 21 39 18 21
Losing Trades 36 19 17 36 19 17
Profitability (%) 52 48.6486 55.2632 52 48.6486 55.2632
Ratio Avg Win / Avg Loss 1.4829 2.1878 0.8899 0.9026 0.7086 1.3107
Largest Winning Trade 325444 325444 46291 635165 635165 475615
Largest Losing Trade -88832 -40481 -88832 -767541 -767541 -482686
Avg Bars in Trades 72 90 54 72 90 54
Avg Bars in Winners 92 117 70 92 117 70
Avg Bars in Losers 51 65 34 51 65 34
Bars Traded 5428 3357 2071 5428 3357 2071
Profit Streak 43.7933 43.7933 184.1266 43.7933 43.7933 184.1266
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50100 410797 -286688 -640375 -580744 -44545
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5776,
    "evaluation_days": 1925.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597737600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759374136857,
    "expiration_time": 1764353664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 164,
            "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": [
        [
            372882.5640640844,
            343653.2914440885,
            29229.2726199957,
            -77148.5294672153,
            -774316.0081760751,
            697167.4787088595
        ],
        [
            372.882564,
            343.653291,
            29.229273,
            -77.148529,
            -774.316008,
            697.167479
        ],
        [
            0.193672,
            0.178491,
            0.015181,
            -0.076641,
            0,
            0.107878
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226675,
            -149587,
            -129830,
            -1881936,
            -1768135,
            -661747
        ],
        [
            1.606483,
            2.072621,
            1.09927,
            0.977842,
            0.671297,
            1.619134
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            52,
            48.648649,
            55.263158,
            52,
            48.648649,
            55.263158
        ],
        [
            1.482908,
            2.187767,
            0.889886,
            0.902623,
            0.708591,
            1.310727
        ],
        [
            325444,
            325444,
            46291,
            635165,
            635165,
            475615
        ],
        [
            -88832,
            -40481,
            -88832,
            -767541,
            -767541,
            -482686
        ],
        [
            72,
            90,
            54,
            72,
            90,
            54
        ],
        [
            92,
            117,
            70,
            92,
            117,
            70
        ],
        [
            51,
            65,
            34,
            51,
            65,
            34
        ],
        [
            5428,
            3357,
            2071,
            5428,
            3357,
            2071
        ],
        [
            43.793251,
            43.793251,
            184.126584,
            43.793251,
            43.793251,
            184.126584
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50100,
            410797,
            -286688,
            -640375,
            -580744,
            -44545
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5776,
    "evaluation_days": 1925.33,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1597737600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759374136857,
    "expiration_time": 1764353664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 164,
            "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)